Idris KHARROUBI

LPSM
...
  • Professor
  • LPSM - Laboratoire de Probabilités, Statistique et Modélisation
  • idris.kharroubi@upmc.fr
  • Open link
    https://www.lpsm.paris/users/kharroubii/index
  • Communities
    Mathematics, Computer Science & Robotics
  • Expertise
    Blockchain
    Deep learning
    Multi agent systems

Responsibilities

Head of the 'Mathematical Finance, Actuarial Science and Numerical Probability' team

Selected publications

* Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process
Article, Jan 2021