User:Lehalle



I'm a mathematician (PhD on nonlinear stochastic control using artificial neural networks, directed by Pr Robert Azencott).

= Jobs =

I worked :


 * 4 years at the Renault Research Center - as Research Engineer
 * 5 years at MIRIAD Technologies (French SME dedicated to online diagnosis and monitoring of huge dataflows) - as Head of the algorithmic devlopments and advanced studies
 * 2 years at EXANE-BNP-PARIBAS in the Trading & Arbitrage research team (I worked on financial mathematics, capital structure arbitrage, algorithmic trading and markets microstructure).
 * 6 years as head of quantitative research at Crédit Agricole Cheuvreux and fr:Crédit agricole Corporate and Investment Bank group. I have been project manager of MiFID 1 migrations at CA Cheuvreux during 6 months.
 * 8 years at Capital Fund Management, where I have been Senior Research Manager, Senior Research Advisor, and then Head of Data Analytics (the CFM team of data scientists at this time).
 * I am now Quantitative R&D Lead at the Abu Dhabi Investment Authority.

I post preprints of almost all my publications on [|arxiv].

= Links =

I've got several blogs :


 * a personal "fun" blog
 * a professional blog
 * and a linkedin page

a list of my favorite sites :


 * PhiMaTeX
 * Startup Boulevard
 * Math genealogy
 * MaplePrimes
 * YubNub
 * Literate Programs

My main mediawiki home pages:
 * my wikibooks home page.
 * my fr.wikipedia home page.
 * there is a wikipedia page on me: fr:Charles-Albert Lehalle

some of my contributions

 * Mathematical Finance Programming in TI-Basic (removed...)
 * We all use math everyday


 * My kindle page
 * My python page
 * My Raspberry Pi page

All my contributions, my Notebook.

fr:User:Lehalle