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.

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.

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.

Research Interests

  • Robust, adaptive forecast combinations for macroeconomic forecasts
  • Cheap approximate surrogates for macroeconomic models
  • Learning causal networks of influence from financial and economic time series

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

Published

Activities

Visits

Talks

Teaching

Reviewer

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

Events

Consulting

  • Robust Financial Market Forecasting with Machine Learning, AdapData SAS