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 am also affiliated with the CFM Imperial Institute of Quantitative Finance and RiskLab Finland.

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

  • Forecast combinations through online optimization/learning
  • Parameter space exploration through machine learning surrogates  
  • Inferring networks of influence in financial markets
  • Bootstrapping time series in finance and economics
  • Forensic analysis of financial markets


Working Papers







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


Consulting through AdapData SAS