Antoine Kornprobst

Antoine Kornprobst obtained his PhD in Applied Mathematics in October 2017 at Sorbonne University in Paris, working under the supervision of Professor Raphael Douady. His thesis dealt with the elaboration of financial crisis indicators based on random matrix theory applied to financial market data, as well as the design of systematic trading strategies using the predictive power of those indicators. After working for a year at Sorbonne University as a Research and Teaching Assistant (ATER), Antoine became a Postdoctoral Associate at Western University under the supervision of Professor Matt Davison in November 2018. His current research is focused on climate change finance and the application of neural networks to describe yield curves. Antoine is also an experienced instructor who taught many different kinds of classes in Finance, Mathematics, Economics and Computer Science, both at Sorbonne University and at Western University.

Curriculum Vitae