Ludovic Goudenège

Ludovic Goudenège is a CNRS Research Director at the University of Évry-Paris Saclay, affiliated with the Laboratoire de Mathématiques et Modélisation d'Évry (LaMME). He holds a PhD in Applied Mathematics from École Normale Supérieure de Cachan and has expertise in stochastic partial differential equations, numerical analysis, and machine learning applications in finance and insurance. His roles include Deputy Director of Research at the Graduate School of Mathematics (University of Paris-Saclay) and membership in the Scientific Council of the National Institute of Mathematical Sciences (INSMI).

Research Focus: His work spans stochastic processes, numerical methods for SPDEs, machine learning for high-dimensional option pricing, and actuarial risk management. Notable projects include the MAESTRO 2.0 initiative on stochastic sampling in materials science and the MALAYSIA project on machine learning for water clusters. He has published extensively in journals like *European Journal of Operational Research* and *Quantitative Finance*.

Awards & Grants: Recipient of the Thomas Jefferson Fellowship (2021–2023) and lead on ANR grants such as SIMALIN (2019–2023). Collaborations include international projects with institutions in Brazil, China, and the U.S. His research bridges theoretical mathematics and applied fields like computational finance and molecular dynamics.

Administration & Leadership: Served on boards of the Society for Applied and Industrial Mathematics (SMAI), the Pascal Institute, and the Paris-Saclay Research Council. Organized major conferences like the NASPDE and MathRisk workshops, and contributed to educational initiatives like the JAM (Welcome Day for Mathematics Students).