Benoit OriolPhD Student at University Dauphine-PSLSpeaker
Profile
Benoit Oriol is a PhD student in CEREMADE/Université Paris-Dauphine and Société Générale, under the supervision of Professor Gabriel Turinici (CEREMADE) and Alexandre Miot (SG CIB). Specialized in high-dimensional covariance estimation, he published its first work on linear shrinkage with unknown mean in Journal of Multivariate Analysis. Later works focus on multi-target and asymptotic non-linear shrinkage for the weighted sample covariance, leveraging tools from Random Matrix Theory.
Agenda Sessions
Check out the PhD poster area in the Foyer!
, 13:00View Session