Calypso Herrera
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Calypso Herrera
I completed my PhD,
Machine Learning in Finance: Applications of Continuous Depth and Randomized Neural Networks
, under the supervision of
Prof. Josef Teichmann
in the
Stochastic Finance Group
at the
Department of Mathematics at ETH Zurich
. Previously, I was a quantitative researcher at
Finastra
in Paris. I obtained my
Master in probability and finance
at
University Paris VI (Pierre et Marie Curie - Sorbonne University)
and
Ecole polytechnique
(Paris) and my Bachelor in mathematics at
University Paris XI (Orsay - Paris Saclay University)
.