About me

I am pursuing my Ph.D. in statistics at the University of Geneva, in the Research Center for Statistics, and am currently on a doctoral visit at Columbia University (New York). My main line of work is in developing powerful methodologies for conditional risk forecasting, by bridging the gap between the fields of extreme value statistics and machine learning. Other research projects of mine involve, for example, causal modelling of extreme values, climate and weather applications, and forecasting floods.

I co-created an "Advanced Topics in Machine Learning and Artificial Intelligence" Master program course about natural language processing (GPT) and reinforcement learning (autonomous robots), which I assist in teaching at the University of Geneva, like other classes about probability, statistics and AI.

Prior to my Ph.D., I obtained a Bachelor of Science in Mathematics, a Master of Science in Applied Mathematics and a supplementary Minor in Computational Science and Engineering from EPFL, in Switzerland. During the latter two, I mainly studied, through advanced classes and projects, the topics of machine learning and deep learning, applied statistics and probability, algorithms and programming, discrete and combinatorial mathematics, and graph theory.

Current Research Interests and Projects

• Extreme quantile regression,
• Risk and rare event forecasting using machine learning and extreme value statistics
• Prediction intervals and conformal regression
• Assessment and diagnostics of deep learning models for weather forecasting
• Causal modelling of extreme events

Current Affiliations, Memberships and Responsibilities

• Research and Teaching Assistant, Ph.D. Candidate,
  Research Institute for Statistics and Information Science,
  University of Geneva, Switzerland.
• Visiting Ph.D. Scholar,
  Department of Industrial Engineering and Operations Research,
  Columbia University, New York City, USA.
• Representative at the Executive Scientific Committee of the Western Swiss Doctoral School in Statistics and Applied Probability,
  Doctoral programme in Statistics and Applied Probability,
  Conférence Universitaire de Suisse Occidentale (CUSO), Neuchâtel, Switzerland.