Mathieu Rosenbaum
Professor, Université Pierre et Marie Curie (Paris VI) and École Polytechnique, Paris
Mathieu Rosenbaum obtained is Ph.D from University Paris-Est in 2007. After being Assistant Professor at Ecole Polytechnique Paris, he became Professor at University Pierre et Marie Curie (Paris 6) in 2011. In particular, he is now in charge with N. El Karoui, E. Gobet and G. Pagès of the Master 2 program in Probability and Finance jointly run by these two institutions.
His research mainly focuses on statistical finance problems, such as market microstructure modeling or designing statistical procedures for high frequency data. He is also interested in regulatory issues, especially in the context of high frequency trading. He has research collaborations with several financial institutions and is one of the organizers (with F. Abergel, J.P. Bouchaud, C.A. Lehalle and T. Foucault) of the conferences “Market Microstructure Confronting Many Viewpoints”, which take place every two years in Paris.
He is also associate editor for the Electronic Journal of Statistics.