Ange VALLI

PhD Title: Contributions to solving optimization and optimal control problems under stochastic disturbances using neural networks

Under the supervision of Prof. Abdel Lisser (Fédération de Mathématiques de CentraleSupélec) and Prof. Sihem Tebbani

2024/2025 : Operations Research - Master Computer Science Methods Applied to Business Management (MIAGE) year 1
Modelling and optimisation of discrete systems - Master Quantum and Distributed Computer Science (QDCS) year 1
Games, learning and optimisation of complex systems - Master QDCS year 1
C++ programming - Bachelor Mathematics & Computer Science year 1

2023/2024 : Introduction to Artificial

Quantitative Research

Next Gate Tech is a Luxembourg based Fintech specialized in automation solutions for the management of data for asset management industries.

Research project on price approximation of instruments by defining clusters of assets using machine learning techniques.

Development of methods to spot anomalies of valuations and creation of new modules : ESG module, data cleaning, price checks

Debt Recovery Project : Scoring clients for predicting the issue of debt recovery process

Libraries : PySpark, Pandas, Scikit-learn
Data processing: SMOTE algorithm, KNN Imputation
Framework : Dataiku
ML Models : Random Forest, LightGBM, XGBoost, hyper-parameter optimization by grid search

Work on the creation of a database dedicated to ESG data for investment fund managers.
Creation and integration of data visualization dashboards in Microsoft Power BI.

Internship 6 months + temporary contract 2 months

Synthesis of research projects for clients from IT and financial industries. Helping clients to valorise their research projects and support for tax credit declarations process.

Matlab programming for signal treatment. Implementation of interval correlation optimized shifting algorithms on 1D RMN spectrum data.

Supervisor : Caroline Chaux

Contributions to solving optimization and optimal control problems subject to stochastic disturbances using neural networks

Research interests: optimization, optimal control, probability, neural networks

Grade: Good

Activities and societies: Organization of alumni meetings

Master Mathematics for Finance and Data (ex-DEA Lamberton) co-accredited by École nationale des ponts et chaussées and Université Gustave Eiffel (ex-Université Paris-Est Marne-la-Vallée)

Grade: GPA: 4.16/4.3

Activities and societies: Student organization BEST, ENACTUS to promote relationships between European universities and companies

French "Diplôme d'Ingénieur" specialized in artificial intelligence
Gap year in 2019/2020 working in the industry

Grade: Good

Activities and societies: Erasmus exchange students organization

University exchange semester