KHARROUBI Idris
Professor
Laboratoire de Probabilités, Statistique et Modélisation LPSM (UMR 8001)
Expertise
Discover the specialized technical skills and disciplinary affiliations of our members, who represent the federated communities of the Arts & Humanities, Science & Engineering, and Medicine within the Sorbonne University Alliance.
Communities
Mathematics, Computer Science & Robotics
Skills
Blockchain, Deep learning, Multi agent systems
Activities
Overview the professional milestones, academic responsibilities, and international collaborations that drive our center’s double ambition to excel in both research and education.
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