Twenty-seven years in finance and teaching, now a PhD candidate at Évry-Paris-Saclay — developing financial models and turning research into interactive tools anyone can explore.
A career spent between the trading desk and the lecture hall, now turned toward research — explored here through five doors.
From portfolio theory and quantum macroeconomics to wave-mechanics option pricing — and further afield, into sampling statistics, etymology and Earth science.
Numerical methods, machine learning for finance, risk management and more, taught across six French institutions.
Four books published by Seven Lions — from a dialogue between Aquinas and Averroës to wave mechanics for risk and the redesign of settlement.
Twenty-seven years from asset-management intern to head of research and founder — then back to the classroom and the PhD.
Six interactive tools that let you run the models yourself — from a demographics simulator to a quantum option pricer.
Finance, physics, linguistics, Earth science — the subjects look unrelated until you notice the method underneath. Everywhere it is the same instinct: find the structure in something the field treats as noise.
A portfolio, a de Broglie wave, an Arabic root, a plume of Saharan dust — each hides an order that a model can make visible. That is the thread running through every paper and every tool here.
The aim is never the model for its own sake. It is to hand someone a clearer way to see.