Mathieu Laurière (Mathieu Laurière)
Assistant Professor of Mathematics and Data Science, NYU Shanghai
Biography
Mathieu Lauriere is currently an assistant professor of Mathematics and Data Science at NYU Shanghai. He obtained his MS from University Paris 6 and ENS Cachan, and his PhD from University Paris 7. He was a Postdoctoral Fellow at the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai and a Postdoctoral Research Associate at Princeton University, in the Operations Research and Financial Engineering (ORFE) department. Prior to his current position NYU Shanghai, he was a Visiting Faculty Researcher at Google Research, in the Brain Team (Paris).
Selected Publications
- A deep learning method for optimal investment under relative performance criteria among heterogeneous agents 2025-01-01
- Learning equilibria in Cournot mean field games of controls 2025-01-01
- Machine Learning Methods for Large Population Games with Applications in Operations Research 2024-01-01
- Nonstandard stochastic control with nonlinear Feynman–Kac costs 2024-01-01