École Polytechnique — Applied Mathematics

Bidias TIOTSOP Applied Mathematics

3rd year student in the Applied Mathematics department at École polytechnique, passionate about quantitative finance, stochastic modeling and deep learning.

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∫0∞ e-x² dx = √π/2
∇ × E = -∂B/∂t
P(A|B) = P(B|A)P(A)/P(B)
Overview

Recent Projects

01

Mean Field Games — Mutual Cross-Holding

Modeling cross-holding situations using mean field games in discrete time.

Python Mean Field Games Finance
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02

Forex Trading Model

Algorithmic trading models with Random Forest and XGBoost — Sharpe ratio of 2.96.

Python XGBoost Trading
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03

Portfolio Risk Modeling

VaR estimation using importance sampling, last particle and splitting methods.

Python Risk Management Monte Carlo
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View all projects
Skills

Areas of Expertise

Quantitative Finance

Stochastic modeling, pricing, risk management

Deep Learning

PyTorch, TensorFlow, LSTM, Transformers

Statistics

Time series, statistical learning

Programming

Python, Java, NumPy, Pandas, Scikit-Learn