Rudy Morel

Rudy Morel

Research Fellow

Flatiron Institute

I’m a Research Fellow in the Center for Computational Mathematics of the Flatiron Institute in New York, and member of the Polymathic AI collaboration.

I work in AI&Science, focusing on building AI models — such as transformers — for predicting spatio-temporal systems in Physics. I’m also interested in the generation and prediction of stochastic time processes, commonly encountered in Finance.

In 2023, I completed my PhD from École Normale Supérieure on compact models of multi-scale processes. I’m deeply grateful to my PhD advisor, Prof. Stéphane Mallat for this incredible journey, as well as Prof. Jean-Philippe Bouchaud for his exceptional guidance.

From 2019 to 2023, I had the privilege of being a member of the EconophysiX chair hosted by CFM and Polytechnique. In 2022, I was delighted to be a visiting PhD student at Rice University in Prof. Maarten de Hoop’s team.

Email: rmorel [at] flatironinstitute [dot] org

Interests

  • pretrained models
  • multi-scale data
  • transformer models
  • path shadowing

Education

  • PhD in Mathematics, 2020-2023

    École Normale Supérieure

  • MS in Probability and Finance, 2018-2019

    Sorbonne Université

  • BSc in Mathematics, 2015-2018

    École Normale Supérieure of Rennes

News

December 2024. I gave a talk in the M2LInES collaboration. Thank you Chris Pedersen and Laure Zanna for the invitation!

December 2024. We presented The Well at Neurips2024 in Vancouver.

November 2024. Our paper on the Scattering Spectra as been published in the ACHA journal.

October 2024. Our paper on Path Shadowing Monte Carlo has been published in the Quantitative Finance journal.