Amir Sani, PhD

I am a postdoctoral researcher with Antoine Mandel at the Centre d'Économie de la Sorbonne, Université Paris 1, Panthéon-Sorbonne, Paris School of Economics. I completed my PhD, Machine Learning for Decision Making Under Uncertainty, under the supervision of Rémi Munos and Alessandro Lazaric at INRIA-Lille Nord Europe as part of the SequeL team.

My research is part of the European Union Horizons 2020 Future and Emerging Technologies Distributed Global Financial Systems for Society (DOLFINS) project, which addresses the global challenge of making the financial system better serve society.

Research Interests

  • Forecast Combinations
  • Agent-Based Model parameter-space exploration and calibration through machine learning surrogates. 
  • Causal network inference for financial markets
  • Testing (forecasters) for "superior predictive ability"

Publications

Working Papers

  • Machine Learning Surrogates for Agent-Based Models, with Francesco Lamperti, Antoine Mandel and Andrea Roventini
  • Learning Forecast Combinations for Output and Inflation, with Antoine Mandel
  • A block-free reality check for superior predictive ability.

Published

Activities

Visits

Talks

Teaching

Reviewer

Conferences: COLT 2013, ICML 2016, NIPS 2016
Journals: Journal of Evolutionary Economics 2016, Quantitative Finance 2016

Events

Consulting through AdapData SAS

Useful Links

Python

Mathematics

Visualizations and GUI Tools

Forecasting

Machine Learning

Features

Model Selection

Model Selection