My name is Olivier.
I am pursuing my Ph.D. in statistics at the University of Geneva and am currently on a research visit at Columbia University (New York).
My main line of work is in developing powerful methodologies for conditional risk forecasting, by bridging the gap between the fields of extreme value statistics and machine learning.
Other research projects of mine involve, for example, causal modelling of extreme values, climate and weather applications, and forecasting floods.
For more info, check out my website or my Google Scholar.
- Extreme quantile regression,
- Risk and rare event forecasting using machine learning and extreme value statistics
- Prediction intervals and conformal regression
- Assessment and diagnostics of deep learning models for weather forecasting
- Causal modelling of extreme events
