Mohamed NDAOUD

Grade : Doctorant contractuel Ecole Polytechnique


Bureau:
E28
Timbre:
J340
Lieu:
(MK1)
Labo:
LS

Téléphone : 0141175737

Mail : ndaoudm[arrowbase]gmail.com

ResearchEducationJobsPublicationsTeachingOther

Research Interests

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Variable selection, nonparametric estimation, high-dimensional statistics and sparsity, stochastic processes, harmonic analysis


Biography

Education

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  • 2016 -      : Ecole polytechnique/CREST - PhD in Mathematical Statistics, High-dimensional variable selection, under the supervision of Alexandre Tsybakov

  • 2015 - 2016 : Université Pierre et Marie Curie, Paris 6 - Master 2 « Probabilités et Finance ». Received with highest honors (mention très bien)

  • 2012 - 2015 : Ecole polytechnique (Paris). [Applied Mathematics, Physics]

  • 2010 - 2012 : Lycée Moulay Youssef (RABAT). Classes Préparatoires aux Grandes Ecoles ( MP*)


Jobs

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  • 2015 - 2016 : J.P.Morgan London - LINEAR QR intern, under the supervision of David Fellah and Danila Deliya. 

  • 2014 - 2015 :  Bloomberg New-York - QR intern, under the supervision of Bruno Dupire.



Publications

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  • NDAOUD, Mohamed. "A New Rate-Optimal Series Expansion of Fractional Brownian Motion". 2015. Submitted

 



Teaching

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  • High-dimensional Statistics, ENSAE ParisTech, 3rd year (M2), 2016-2017
            TP1: Énoncé Corrigé
            TP2: Énoncé Corrigé
            TP3: Énoncé Corrigé
            TP4: Énoncé Corrigé
  • Valuation and hedging derivatives, ENSAE ParisTech, 3rd year (M2), 2016-2017
  • Parametric Statistics 2, ENSAE ParisTech, 2nd year (M1), 2016-2017
  • Introduction to financial Mathematics, ENSAE ParisTech, 2nd year (M1), 2016-2017
  • Algebra, ENSAE ParisTech, 1st year (L3), 2016-2017
  • Measure Theory, ENSAE ParisTech, 1st year (L3), 2016-2017

Other

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Grants:

  • 2016 - 2019 : AMX (Allocation-Moniteur Polytechnique) grant
  • 2012 - 2016 : French Government's Major-Excellence Scholarship

Upcoming events:

  • Workshop "Meeting in Mathematical Statistics", CIRM, France, December 18th-22th, 2017
  • Workshop "Statistical Inference for Structured High-dimensional Models", Oberwolfach, March 11th-17th ,2018

Seminar talks and conferences:

  • Joint Statistical meetings 2017, talb about "Optimal variable selection and noisy adaptive compressed sensing", Baltimore Convention Center, July 29th-August 3rd, 2017
  • Summer School on "Spectral properties of large random objects", IHES Paris, July 15th-28th, 2017
  • 47th Probability Summer School,  Saint-Flour, France, July 2nd-14th, 2017
  • Workshop "Optimization and Statistical Learning", Les Houches, France, April 10th-14th, 2017
  • Research School "ALÉA days", CIRM, France, March 20th-24th, 2017
  • Spring School, Structural inference and statistics, Brodten, Germany, March 14th-18th, 2016
  • BBQ Seminar, Lightening talk about  "Constructing the Fractional Brownian Motion", 2015

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