Biography
Currently, Fayçal is a postdoctoral researcher at the University of Oxford. He obtained a Ph.D. in Mathematics from Université Paris 1 Panthéon-Sorbonne in 2023. Prior to his doctoral studies, he worked for five years in the hedge-fund industry, engaging in research and development related to derivatives pricing and systematic trading.
Research Interests
Fayçal's research focuses on effectively combining elements of Mathematics and Machine Learning for financial decision problems in both traditional finance and decentralized finance, with a focus on transfer learning, deep PDE solving, optimal execution, and market making.