Talks by Institut Louis Bachelier

Title: An introduction of Institut Louis Bachelier and potential partnerships with RIKEN

Abstract:
In this meeting we introduce the contribution of Institut Louis Bachelor (ILB) to research in the French ecosystem. We discuss how ILB fosters and manages international partnerships for re-search between the public and private areas. A description of the interactions between aca-demic researchers and the requirements of companies will be provided. To illustrate the impact for research of ILB, we will focus on projects in data science and machine learning and empha-sise the applications of the models developed within such projects. Finally, we propose a dis-cussion for potential partnerships and information exchanges we could set up with RIKEN and the Japanese ecosystem.

Speaker's Bio:
Jean Michel Beacco:
Engineer from the Ecole Nationale des Ponts et Chaussées and graduate from Stanford GSB, Jean-Michel Beacco started his professional career in 1989 as the Asset and Liability Manager of French social housing at Caisse Autonome de Refinancement (the Caisse des Dépôts group).
In 1992, he became Global Head of Credit and Derivatives at Société Générale (1992-2000), Crédit Agricole CIB (2000-2005) and Natixis (2005-2009).
Since 2009, Jean-Michel Beacco has held the position as CEO of the Institut Louis Bachelier and Associate Professor in Finance at University Paris-Dauphine.

Louis Boulanger:
Louis Boulanger is the head of ILB DataLab, a data science R&D team under the scientific super-vision of Jean-Michel LASRY. He has created and developed this team that brings scientific ex-pertise to operational use for sponsors within ILB, after graduating from CentraleSupélec (Mas-ter of Science in applied mathematics), ESCP Europe (Master of Science in Management) and Paris-Dauphine University (Master of Science in Insurance and Risk Management). This team works on research programs with researchers from ILB network to develop tools and algorithms for public and private companies, such as Field Medal recipient Pierre Louis Lions, Marc Lelarge, Guillaume Lecué. The objective is to develop with researchers state of the art algorithms, usual-ly relying on statistics, machine learning, and econometrics approaches, to best fit the sponsor’s needs. Most of the 35+ projects that ILB DataLab has been working on have been industrialised on the sponsors’ IT systems. For 2 years, the team has been working on data projects with green and sustainable finance research programs.

François Dezorme:
Post Graduate in pure mathematics of Orsay University (Paris 11) (“Aggrégation”).
Former Quant Researcher on exotic derivatives at CACIB (1998-2004). Former head of Trad-ing/Structuring/Research Credit Derivatives at Natixis (2004-2009).
Since 2009 François Dezorme runs as scientific director of various research programs at ILB.