My name is Olivier.
I am soon completing my Ph.D. in statistics at the University of Geneva, after coming back from a scholar visit at Columbia University (New York).
My main line of work consists in developing novel methodologies for flexible conditional risk forecasting, by bridging the gap between the fields of extreme value statistics and machine learning.
Other related research projects of mine involve, for example, causal modelling of extreme values, climate and weather applications, and forecasting floods.
For more info, check out my website or my Google Scholar.
- Risk and rare/extreme event forecasting using machine learning and extreme value statistics
- Prediction intervals and conformal regression
- Extreme quantile regression
- Assessment and diagnostics of deep learning models for weather forecasting
- Causal modelling of extreme events
