Rudy Morel

Rudy Morel is a Research Fellow at the Center for Computational Mathematics of the Flatiron Institute in New York. His work focuses on AI for Science, developing models like transformers for spatio-temporal systems in physics and stochastic processes in finance. He completed his PhD in Mathematics at École Normale Supérieure (2020-2023), advised by Prof. Stéphane Mallat and co-advised by Prof. Jean-Philippe Bouchaud. His research explores multi-scale processes, compact models, and applications of AI to limited-data domains.

Education:

• PhD in Mathematics, École Normale Supérieure (2020-2023)
• MS in Probability and Finance, Sorbonne Université (2018-2019)
• BSc in Mathematics, École Normale Supérieure of Rennes (2015-2018)

Research focuses on:

• AI-driven physics simulations and surrogate models
• Wavelet scattering spectra for non-Gaussian time-series analysis
• Path shadowing methods for stochastic prediction
• Multi-scale data modeling in finance and physics

Key collaborations include the Polymathic AI initiative and the EconophysiX chair (CFM/Polytechnique), with visiting research at Rice University (2022).