معرفی
Emmanuel GOBET is a Professor of Applied Mathematics at École Polytechnique, leading the SIMPAS research team and the Financial Mathematics group. He holds roles as Scientific Leader of the Stress Test: RISK Management and Financial Steering Chair (2018–present) and former Head of the Applied Mathematics Department (2020–2023). He co-directs the Master's program in Probability and Finance since 2010 and is involved in pedagogical coordination at Hi! PARIS (2021–2024). His research focuses on machine learning, data science, stochastic processes, and their applications in climate, energy, finance, and blockchain.
Education includes a PhD in Probability (University Paris 7, 1996–1998), Master’s in Statistics (University Paris 7, 1995–1996), and an engineering degree from École Polytechnique. He has held academic positions at Grenoble Institute of Technology (2005–2010) and prior roles as Assistant Professor at École Polytechnique and University Paris 6.
Research interests span extreme value analysis, Monte Carlo methods, risk modeling, and stochastic control. Notable projects include the ANR BLOCKFI (Blockchain & Decentralized Finance, 2024–2029) and leadership in conferences like CLIFIRIUM and GenHack data challenges. His work bridges theoretical advancements with practical applications in climate finance, energy systems, and financial risk management.
Publications emphasize methodological innovations in stochastic simulation, risk assessment, and generative modeling of extreme events. Over 20 PhD students have been advised, contributing to fields like quantitative finance, stochastic control, and climate-related risk analysis. Current research priorities include climate transition pathways, energy systems optimization, and decentralized finance frameworks.
