CV

General Information

Full Name Lorenzo Croissant
Date of Birth 3rd January 1997
Languages English, French

Education

  • 2020-23
    Ph.D. in Mathematics
    CEREMADE, Université Paris Dauphine, Université PSL; Criteo AI Lab, \n Under the supervision of Bruno Bouchard and Marc Abeille
    • Stochastic control and diffusive limits of pure jump processes
    • Partial Differential Equations, HJB equations, viscosity solutions
    • Online non-episodic Reinforcement Learning
    • Auction Theory, online auctions
  • 2018-19
    M2 Masters - Mathematics, Computer Vision, and Learning (MVA)
    Ecole Normale Supérieure Paris-Saclay
    • Thesis on Dynamic reserve in second-price auctions
  • 2014-18
    Masters in Mathematics & Statistics
    University of Lancaster
    • Thesis on stochastic bandits.

Positions

  • 2023-24
    Research and teaching assistant (A.T.E.R.)
    CREST, ENSAE Paris and Inria (FairPlay team)
    • Teaching mostly M2 level courses in machine learning, with a bit of probability and optimisation on the side.
    • Research in the FairPlay Inria team and at CREST, on Reinforcement Learning and Prophet inequalities.
  • 2019-2020
    Researcher
    Criteo AI Lab
    • Focused on real-time pricing and bidding in online second price auctions.

Other Interests

  • Hobbies: Rock climbing, cooking, photography.
  • Interests: Tea, mixology, music, literature, social sciences, political philosophy.