“Gutta cavat lapidem non vi, sed sæpe cadendo.”
- Latin proverb -
RESEARCH INTERESTS
Financial Econometrics
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High Frequency Risk Measures
Fraud Detection and Prevention
Volatility Modeling
Systemic Risk
AML/CFT
2014-2015 Max Weber Postdoctoral Fellow, European University Institute (Italy)
Mentor: Peter Reinhard Hansen
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2011-2014 Research Assistant - RunMyCode project
HEC Paris (France)
CURRENT POSITION
2015 - Associate Professor - Maître de Conférences University of Orléans (France)
PREVIOUS POSITIONS
EDUCATION
2015 National qualification MCF - section CNU 05
2011-2014 Ph.D. in Economics
Maastricht University (The Netherlands) & University of Orléans (France)
2009-2011 M.Sc. in Econometrics and Applied Statistics
University of Orléans (France)
2006-2009 B.A. in Accounting and Management
University of Economic Studies (Romania)
SCHOLARSHIPS & GRANTS
2022-2023 Research grant sponsored by Institut Louis Bachelier for the project:
Data Science for Fraud Detection: Modelling the Social Security Contribution Fraud
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2018-2019 Research grant sponsored by the Fondation Banque de France for the project:
Backtesting Systemic Risk Measures
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2017-2025 PEDR (Prime d'Encadrement Doctoral et de Recherche)
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2016 Young Researcher Award in Economics - Autorité des Marchés Financiers
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2015 Monetary, Financial and Banking Thesis Prize - Fondation Banque de France
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2014-2015 Max Weber Postdoctoral Fellowship, European University Institute
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2012 EOLE Grant, Franco - Neerlandeese Network
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2011-2014 Ph.D. Scholarship, French Ministry of Education and Scientific Research
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2009-2011 Eiffel Excellence Scholarship, French Ministry of Foreign and European Affairs
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2007-2008 Erasmus Scholarship, University of Orléans
COORDINATION / PARTICIPATION IN FUNDED RESEARCH PROJECTS
2021-2024 ANR PRCE, InsurFraud Econometrics & Data Science for Insurance Fraud Detection (see more)
Scientific coordinator: D. Banulescu-Radu
2021-2024 IdR, Initiative de Recherche : Data Science et Détection de Fraude en Assurance, joint project with Thélem Assurances and ILB (Institut Louis Bachelier) (see more)
Scientific coordinator: D. Banulescu-Radu
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2019-2022 APR-IA RedFlag : Détection de la Fraude et Lutte contre le Blanchiment d'Argent (see more)
Project leaders: D. Banulescu-Radu, S. Lacroix de Sousa
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2020-2023 PRC CaLiBank
Project leader: A. Tarazi
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2016-2020 ANR MultiRisk
Project leaders: C. Hurlin, G. Le Fol, JM. Zakoïan
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2016-2018 CNRS - Défi InFIniTI, Analyse du Risque Financier et Modélisation de la persistance en présence de Jumps
Project leader: E. Dumitrescu
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2013-2015 APR-IA RunMyCode
Project leader: C. Hurlin
2011-2013 ANR Grant, Econom&Risk, Econometric Approaches for Risk Modeling
Project leaders: C. Hurlin, C. Francq, G. Le Fol
2011-2012 PICS Grant, Econometric Approaches to Risk Modeling
Project leader: C. Hurlin