Meet Vianney Perchet and Charles-Albert Lehalle, program directors
Vianney Perchet is a professor at the Centre de recherche en économie et statistique (CREST) at the ENSAE since october 2019. Mainly focusing on the interplay between machine learning and game theory, his themes of research are at the junction of mathematics, computer science and economics. The spectrum of his interest ranges from pure theory (say, optimal rates of convergence of algorithms) to pure applications (modeling user behavior, optimisation of recommender systems, etc.) He is also part-time principal researcher in the Criteo AI Lab, in Paris, working on efficient exploration in recommender systems. Before joining the ENSAE, he was a professor – and the head of the maths department – at the Ecole Normale Supérieure of Paris Saclay, at the CMLA (aka Centre Borelli) from 2016 to 2019. Prior to that, he was assistant professor at the University Paris Diderot (Paris VII) at the LPMA (aka LPSM).
Charles-Albert Lehalle is currently Professor at Ecole Polytechnique in Paris teaching and researching on liquidity, price formation, and the use of AI on financial markets. Previously, he has been Global Head, Quantitative Research & Development, at ADIA during three years. He started his career being in charge of embedded AI solutions at the Renault research center and moved to the financial industry with the emergence of automated trading in 2005. He was Global Head of Quantitative Research at Crédit Agricole Cheuvreux, and Head of Quantitative Research on Market Microstructure at Crédit Agricole Corporate Investment Bank, before joining to Capital Fund Management (CFM) for 7 years. On the academic side, Pr. Lehalle received the 2016 Best Paper Award in Finance from Europlace Institute for Finance (EIF) and has published more than eighty academic papers and book chapters. He co-authored the books "Market Microstructure in Practice" (World Scientific Publisher, 2nd edition 2018), analyzing the main features of modern markets; and "Financial Markets in Practice" (World Scientific Publisher 2022), explaining how the connected network of intermediaries that makes the financial system is shaping prices formation; he co-edited with Pr Agostino Capponi the book "Machine Learning and Data Sciences for Financial Markets A Guide to Contemporary Practices" (Cambridge University Press, 2023)