Eduardo Abi Jaber

Professor at École Polytechnique

Speaker

Eduardo Abi Jaber is a Professor of Applied Mathematics at Ecole Polytechnique. He defended his Habilitation à Diriger des Recherches in 2024 and his PhD in 2018.

His research investigates the role of memory in quantitative finance, advancing the mathematical foundations of sophisticated tools such as Volterra processes and path signatures. Beyond theory, his work translates into practical solutions to key challenges in the field, including volatility modeling, portfolio optimization and machine learning.

Author of more than 40 papers, with publications in leading journals in applied probability and quantitative finance, Eduardo’s contributions have been recognized with several prestigious awards, including the Amies Prize for the best CIFRE PhD thesis in applied mathematics (2019) and the Junior Scholar Award of the Bachelier Finance Society (2018). He has delivered over 100 invited talks worldwide. He serves as an Associate Editor for the journals Mathematical Finance and Finance and Stochastics. He has led a research group comprising more than 10 PhD students and postdoctoral researchers.