Nicolas Meyer, postdoc
Nicolas started as a postdoc on 1 September 2020 at the Department of Mathematical Sciences. He is a member of the section for Insurance and Economics.
Nicolas got a Bachelor at University of Lyon and a master degree in probability at Université Pierre et Marie Curie (Sorbonne) in Paris, where he started a PhD in September 2017 under the supervision of Olivier Wintenberger.
During his PhD studies, Nicolas worked on machine learning methods for extremes in high dimension. The main part of his work was to develop an algorithm to learn the dependence structure of multivariate extremes.
As a postdoc, Nicolas will work under the supervision of Thomas Mikosch on multivariate subexponential distributions. The objective of his research is to extend ideas from multivariate regular variation to time series models with lighter tails.
You can find Nicolas in office 04.3.06