Joseph Mikael

Joseph Mikael worked as a quantitative analyst in investment banking and consulting companies before joining EDF R&D to work on risk management and on ALM topics. Between 2019 and 2021, he led the Artificial Intelligence activity for risk management for EDF R&D. From the end of 2021 he will lead the Quantum Computing project at EDF.

Articles by Joseph Mikael

Original research

Deep learning for discrete-time hedging in incomplete markets

This paper presents several algorithms based on machine learning to solve hedging problems in incomplete markets.

07 Sep 2021