Lehalle

Charles-Albert Lehalle

Userboxes

$e^{i\pi \ }$This user is a mathematician.

This user is a Kolmogorov enthusiast.

λThis user is fluent in Lambda calculus.

This user can program in Scheme.

ocaml-This user can program in OCaml.

MATLAB-4This user is an expert MATLAB programmer.

Maple-3This user is an advanced Maple programmer.

LaTeXThis user can typeset using LaTeX.

XMLThis user can write XML.

Wikipédia
Je contribue sur la Wikipédia francophone.

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I support French language Wikipedia with my contributions.

This user has a page on Wikibooks.

This user comes from France.

Wikipedia:Babel

frCet utilisateur a pour langue maternelle le français.

en-3This user can contribute with an advanced level of English.

de-1Dieser Benutzer hat grundlegende Deutschkenntnisse.

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I'm a mathematician (PhD on nonlinear stochastic control using artificial neural networks, directed by Pr Robert Azencott).

Jobs

I worked :

• 4 years at the Renault Research Center - as Research Engineer
• 5 years at MIRIAD Technologies (French SME dedicated to online diagnosis and monitoring of huge dataflows) - as Head of the algorithmic devlopments and advanced studies
• 2 years at EXANE-BNP-PARIBAS in the Trading & Arbitrage research team (I worked on financial mathematics, capital structure arbitrage, algorithmic trading and markets microstructure).
• 6 years as head of quantitative research at Crédit Agricole Cheuvreux and fr:Crédit agricole Corporate and Investment Bank group. I have been project manager of MiFID 1 migrations at CA Cheuvreux during 6 months.
• 8 years at Capital Fund Management, where I have been Senior Research Manager, Senior Research Advisor, and then Head of Data Analytics (the CFM team of data scientists at this time).
• I am now Quantitative R&D Lead at the Abu Dhabi Investment Authority.

I post preprints of almost all my publications on [[1]].

Links

I've got several blogs :

• a personal "fun" blog
• a professional blog
• and a linkedin page

a list of my favorite sites :

• PhiMaTeX
• Startup Boulevard
• Math genealogy
• MaplePrimes
• YubNub
• Literate Programs

My main mediawiki home pages:

• my wikibooks home page.
• my fr.wikipedia home page.
• there is a wikipedia page on me: fr:Charles-Albert Lehalle

some of my contributions

• Mathematical Finance Programming in TI-Basic (removed...)
• We all use math everyday

• My kindle page
• My python page
• My Raspberry Pi page

All my contributions, my Notebook.