Selected Recent & Upcoming Talks
29 June -3 July 2026 13th World Congress of the Bachelier Finance Society — University of Bologna, Bologna, Italy. On a Stationarity Theory for Stochastic Volterra Integral …
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1 min read
🧮Emmanuel G.
(he/him)
Researcher in Mathematics and Applications
Laboratoire de Probabilités, Statistique et Modélisation (LPSM)
4 Place Jussieu, Paris, 75005
Couloir 16-26 Bureau 201
Professional Summary
Hi, welcome to my website! I am a Research Scientist in Mathematics at LPSM Sorbonne Université, working on stochastic analysis, optimal control, diffusion models, and statistics, with applications to mathematical finance and machine learning.
Prior to this, I studied at École Polytechnique, where I earned an engineering degree with a major in mathematics. I also obtained a Master’s degree in Probability and Finance from Institut Polytechnique de Paris, jointly with Sorbonne Université, graduating with highest honors (mention Très Bien), and received a bachelor’s degree in Philosophy from Université Paris Nanterre.
Education
Doctor of Philosophy(PhD) in Mathematics
2024
Ecole Doctorale Sciences Mathematiques de Paris Centre
Master of Science in Mathematics
2023
2024
Sorbonne Université and Ecole Polytechnique
Diploma of Ecole Polytechnique
2020
2024
Ecole Polytechnique (l'X)
Research Interests
Stochastic Analysis
Optimal Control
Statistics
Mathematical Finance
Probabilistic and Statistical Machine Learning
Continuous Control and Reinforcement Learning
Awards
First Prize – 2025 Best European Master’s Thesis in Quantitative Finance
Natixis Foundation for Research and Innovation ∙
2025
First Prize for the 2025 edition of the best European master’s thesis in Mathematical Finance: Award granted for an outstanding master’s thesis.
Research
I am particularly interested in the interaction between
stochastic modeling, optimal control, and data-driven
methods, including reinforcement learning and probabilistic
machine learning.
Selected Publications
(2026).
On Path-dependent Volterra Integral Equations: Strong Well-posedness and Stochastic Numerics..
Submitted for publication.
(2026).
On Utility Maximization under Multivariate Fake Stationary Affine Volterra Models..
Submitted for publication.
(2026).
Fake stationary rough Heston volatility: Microstructure-inspired foundations.
Submitted for publication.
Talks