Ph.D. in Applied Mathematics, École Normale Supérieure - INRIA, Paris, France (2007 - 2011)

M.Sc. in Probability and Finance, Paris VI Pierre & Marie Curie University, Paris, France (2006 - 2007)

B.Sc. in Applied Mathematics and Computer Science, École Polytechnique, Palaiseau, France (2003 - 2006)

Associate Editor of Mathematical Finance (January 2020 -)

Associate Professor, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL (2022 - )

Affiliate Associate Professor, Finance, Insurance and Real Estate Department, University of Florida, Gainesville, FL (2023 - )

Associate Professor, Department of Risk Management and Insurance, Georgia State University, Atlanta, GA (2018 - 2022)

Assistant Professor, Department of Mathematics, University of Miami, Coral Gables, FL (2015 - 2018)

Postdoctoral Researcher, Swiss Finance Institute@ EPFL, Lausanne, Switzerland (2011 - 2015)

Visiting Fellow, Institute for Pure and Applied Mathematics (IPAM), UCLA, CA (March-June 2015)

Visiting Fellow, Isaac Newton Institute for Mathematical Sciences, Cambridge, UK (August - December 2014)

Research Member, Mathematical Sciences Research Institute (MSRI), Berkeley, CA (January-May 2012)

Dynamics of Cascading Losses in Locally Tree-Like Networks
(with Erfan Salavati)

Central Limit Theorems for Price-Mediated Contagion in Stochastic Financial Networks
(with Zhongyuan Cao and Agnès Sulem)

Decentralized Prediction Markets and Sports Books
(with Maxim Bichuch and Zachary Feinstein)

Ruin-Dependent Bivariate Stochastic Fluid Processes
(with Andreea Minca and Oscar Peralta)

Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
(with Zhongyuan Cao and Agnès Sulem)

Duration-Dependent Stochastic Fluid Processes and Solar Energy Revenue Modeling
(with Andreea Minca and Oscar Peralta)

Ruin Probabilities for Risk Processes in Stochastic Networks
(with Zhongyuan Cao, Andreea Minca and Agnès Sulem)

Graphon Mean-Field Backward Stochastic Differential Equations with Jumps and Associated Dynamic Risk Measures
(with Zhongyuan Cao and Agnès Sulem)

Fire Sales, Default Cascades and Complex Financial Networks
(with Zhongyuan Cao and Agnès Sulem)

Blockchain Adoption and Optimal Reinsurance Design
(with Romain Deguest, Engin Iyidogan and Andreea Minca)
European Journal of Operational Research, forthcoming.

Limit Theorems for Default Contagion and Systemic Risk
(with Zhongyuan Cao and Agnès Sulem)
Mathematics of Operations Research, forthcoming.

Social Distancing Game and Insurance Investment in a Pandemic
(with Andreea Minca)
Annals of Operations Research, forthcoming.

Clustering Heterogeneous Financial Networks
(with Yudong Chen, Andreea Minca and Xin Qian)
Mathematical Finance, 34 (2), 425-466, 2024.

Bootstrap Percolation in Inhomogeneous Random Graphs
(with Nikolaos Fountoulakis and Konstantinos Panagiotou)
Advances in Applied Probability, 56(1): 156-204, 2024.

The Default Cascade Process in Stochastic Financial Networks
(with Zhongyuan Cao and Agnès Sulem)
Proc. ACM International Conference on AI in Finance (ICAIF’23), 227–234, 2023.

Modeling Inverse Demand Function with Explainable Dual Neural Networks
(with Zhiyu Cao, Zihan Chen, Prerna Mishra and Zachary Feinstein)
Proc. ACM International Conference on AI in Finance (ICAIF’23), 108–115, 2023.

Contagion Risks and Security Investment in Directed Networks
Mathematics and Financial Economics, 17, 247-283, 2023.

Decentralized Payment Clearing using Blockchain and Optimal Bidding
(with Maxim Bichuch and Zachary Feinstein)
European Journal of Operational Research, 309 (1), 409-420, 2023.

A Central Limit Theorem for Diffusion in Sparse Random Graphs
(with Erhan Bayraktar and Suman Chakraborty)
Journal of Statistical Physics, 190 (3), 57, 2023.

Optimal Network Compression
(with Zachary Feinstein)
European Journal of Operational Research, 306 (3), 1439-1455, 2023.

Epidemic Spreading and Equilibrium Social Distancing in Heterogeneous Networks
(with Andreea Minca)
Dynamic Games and Applications, 12 (1), 258-287, 2022.

A Dynamic Contagion Risk Model with Recovery Features
(with Andreea Minca and Agnès Sulem)
Mathematics of Operations Research, 47 (2), 1412-1442, 2022

Clearing Financial Networks: Impact on Equilibrium Asset Prices and Seniority of Claims
(with Andreea Minca)
Informs TutORials in Operations Research, Pushing the Boundaries: Frontiers in Impactful OR/OM Research, 154-175, 2020.

Systemic Risk in Networks with a Central Node
(with Damir Filipovic and Andreea Minca)
SIAM Journal on Financial Mathematics, 11(1): 60-98, 2020.

Optimal Equity Infusions in Interbank Networks
(with Andreea Minca and Agnès Sulem)
Journal of Financial Stability, 31: 1-17, 2017.

Inhomogeneous Financial Networks and Contagious Links
(with Andreea Minca)
Operations Research, 64(5): 1109-1120, 2016.

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
(with Damir Filipovic and Andreea Minca)
Operations Research, 64(5): 1135-1142, 2016.

Uniqueness of Equilibrium in a Payment System with Liquidation Costs
(with Damir Filipovic and Andreea Minca)
Operations Research Letter, 44(1), 1-5, 2016.

Resilience to Contagion in Financial Networks
(with Rama Cont and Andreea Minca)
Mathematical Finance, 26 (2), 329-365, 2016.

Control of Interbank Contagion Under Partial Information
(with Andreea Minca and Agnès Sulem)
SIAM Journal on Financial Mathematics, 6(1), 1195-1219, 2015.

The Diameter of Weighted Random Graphs
(with Marc Lelarge)
Annals of Applied Probability, 25(3), 1686-1727, 2015.

Shortest-Weight Paths in Random Regular Graphs
(with Yuval Peres)
SIAM Journal on Discrete Mathematics, 28 (2): 656-672, 2014.

Bootstrap Percolation in Power-Law Random Graphs
(with Nikolaos Fountoulakis)
Journal of Statistical Physics, 155 (1), 72-92, 2014.

Mathematical Modeling of Systemic Risk
(with Andreea Minca)
Advances in Network Analysis and its Applications, Mathematics in Industry Vol. 18, pp. 3-26, 2013.

Flooding in Weighted Sparse Random Graphs
(with Moez Draief and Marc Lelarge)
SIAM Journal on Discrete Mathematics, 27(1):1-26, 2013.

What I tell you three times is true: Bootstrap Percolation in Small Worlds
(with Nikolaos Fountoulakis)
Proc. Internet and Network Economics, Lecture Notes in Computer Science 7695, pp. 463-475, 2012.

Upper Deviations for Split Times of Branching Processes
(with Marc Lelarge)
Journal of Applied Probability, 49(4): 1134-1143, 2012.

Stress Testing the Resilience of Financial Networks
(with Rama Cont and Andreea Minca)
International Journal of Theoretical and Applied Finance, Vol.15, No. 1, 2012.

Epidemics and Percolation in Random Networks
PhD Thesis, École Normale Supérieure - INRIA Paris, 2011.

Bootstrap Percolation in Living Neural Networks
Journal of Statistical Physics, Vol. 141, pp. 459-475, 2010.

Bootstrap Percolation and Diffusion in Random Graphs with Given Vertex Degrees
Electronic Journal of Combinatorics, Vol. 17, #R25, 2010.

Marketing in a Random Network
(with Moez Draief and Marc Lelarge)
Proc. Network Control and Optimization, Lecture Notes in Computer Science 5425, pp. 17-25, 2009.

EIN 6905: Financial Technology (Spring 2024 --)

EIN 6357: Advanced Engineering Economy (Fall 2023 --)

EIN 3354: Engineering Economy (Fall 2022 --)

RMI 8450: Machine Learning in Actuarial Science and Risk Management (Fall 2020 -2022 )

QRAM 8610: Financial Engineering (Spring 2019 - 2022)

RMI 3751: Risk Assessment Methods (Spring 2021 - 2022)

RMI 4035: Financial Risk and Regulation (Spring 2019 - 2020)

RMI 3750: Risk Modeling (Fall 2019)

RMI 4045: Advanced Financial Risk Management (Fall 2018)

MTH 693: Machine Learning in Quantitative Finance (Spring 2018)

MTH 648: Stochastic Calculus with Application to Finance (Spring 2018)

MTH 691: Quantitative Risk Analysis (Fall 2017)

MTH 547/647: Introduction to Mathematical Finance (Fall 2017)

MTH 224: Introduction to Probability and Statistics (Summer A 2017)

MTH 309: Discrete Mathematics (Spring 2017)

MTH 525/625: Introduction to Mathematical Statistics (Spring 2016 - 2017)

MTH 524/624: Introduction to Probability Theory (Fall 2015 - 2016)

Epidemic Modeling and Complex Networks (Spring 2013)

Exercises in "Probability & Statistics" , "Quantitative Risk Management" and "Stochastic Calculus for Finance" (2012 - 2014)