Biography
Since October 1, 2024, I am a postdoctoral researcher under the supervision of Emmanuel Gobet at the Center for Applied Mathematics (CMAP) at École Polytechnique, Paris, France.
My main research topics are centered around stochastic analysis and statistics of diffusion processes:
Stochastic Analysis : Hitting times density, local time, SDEs with singular coefficients, strong existence and uniqueness.
Statistics of diffusion process: Likelihood, Quasi-Likelihood, CLT, Mixing, Test.
Analysis : Spectral decomposition, Parabolic cylinder function.
Curriculum Vitae CV - français CV - english
Education
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2024-2025 : Postdoctoral researcher | Applied Mathematics, Decentralized Finance and Blockchain: Modeling and Analysis in the Context of Uniswap V2 under the supervision of Emmanuel Gobet.
CMAP / École Polytechnique
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2021-2024 : PhD | Applied Mathematics, Ornstein-Uhlenbeck processes with constant piecewise coefficients under the supervision of Christophette Blanchet-Scalliet and Diana Dorobantu.
Institut Camille Jordan / École Centrale Lyon
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2020-2021 : Master 2 | Maths en action, option: Mathematics for Biology and Medicine.
Université Claude Bernard Lyon 1
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2019-2020 : Master 1 |Applied mathematics and statistics.
Université Claude Bernard Lyon 1
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2016-2019 : Bachelor's degree | General Mathematics and Applications.
Université Claude Bernard Lyon 1
Academic projects
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2021 : Master thesis - Estimation of the drift and volatility of an oscillating Ornstein Uhlenbeck process. Supervised by Christophette Blanchet-Scalliet, Diana Dorobantu.
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2020-2021 : Second year Master Project - Sensitivity analysis for optimization with variable selection. Supervised by Christophette Blanchet-Scalliet, Céline Helbert.
2019-2020 : First year Master Project - Morphogenesis and regeneration of organisms Creation of patterns with Turing theory and with the use of a hysteresis loop. Supervised by Thomas Lepoutre.
Teaching
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2018-2019 Bachelor tutoring (L1-L2).
Université Claude Bernard Lyon 1
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2021-2024 Tutorials in Numerical Analysis (L3).
École Centrale de Lyon
2021-2024 Tutorials in Applied Analysis (L3).
École Centrale de Lyon
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2022-2024 Tutorials deepening of mathematics (M1).
École Centrale lyon
Talks and Contributions
2024 : Stochastic Analysis Seminar , In Jena, Germany.Slides
2024 : Séminaire de Statistique et Optimisation , In Toulouse.Slides
2023 : Colloque Jeunes Probabilistes et Statisticiens , In Ile-d'Oléron.Slides
2023 : INFORMS Applied Probability Society conference, In Nancy.Slides
2023 : Les journées de probabilités, In Anger.Slides
2022 : Seminar Team Inria PASTA, In Nancy.Slides
2022 :Seminars Lyon-Lausanne ISFA, In Lyon.Slides
2022 : Workshop on Singular diffusions : theoretical and numerical aspects, In Nancy.Slides
[2] - C. Blanchet-Scalliet, D. Dorobantu, B. Nieto, A pseudo-likelihood estimator of the Ornstein-Uhlenbeck parameters from suprema observations , in "Statistical Inference for Stochastic Processes" , 2023. PDF Link
[3] - S. Mazzonetto, B. Nieto, Parameters estimation of a Threshold CKLS process from continuous and discrete observations , in revision , 2024. PDF Link
PhD thesis
- Multi-Mean Reverting Processes: Analytical and Statistical Approaches. PDF Slides
Jury: Stefan Ankirchner, Christophette Blanchet-Scalliet (supervisor), Diana Dorobantu (supervisor), Ahmed Kebaier (reviewer), Adeline Leclerc Samson, Antoine Lejay (reviewer), Paolo Pigato, Anthony Réveillac (president).
Contact
Location:
École Polytechnique :
Office 053094, CMAP,
Route de Saclay, 91120 Palaiseau
Email:
benoit.nieto@polytechnique.edu
Call:
+33(0) 1 69 33 46 41