Invited lectures:

• KAUST online course, April 2021 (slides)
• CFM-Imperial Distinguished Lectures, London, November 2016 (slides)
• Summer school on interactions between probabilities and PDEs, LIASFMA, AMSS, Beijing, July 2013
• LARSyS Lecture Series in Engineering and Mathematics II, Lisbon, January 2012
• Bachelier Course, with J.-M. Lasry, Institut Henri Poincaré, January 2009.

Talks at conferences and seminars:

Future:

• Mathematical finance seminar series, Texas Tech University (online), January 2024
• CFM-Imperial Workshop on Market Microstructure, London, December 2023

Past:

• QRFE workshop, Durham University Business School, October 2023
• Beta Sigma Club, online, September 2023
• London-Paris Bachelier Workshop on Mathematical Finance, Imperial College London, September 2023

• SAMM Seminar, Université Paris 1 Panthéon-Sorbonne, June 2023
• Frontiers in Quantitative Finance Seminar, organized by Oxford University in London, April 2023
• Séminaire Bachelier, Paris, March 2023
• 16h Financial Risks International Forum, Paris, March 2023
• ​23rd MathFinance Conference, Frankfurt (online), March 2023
• Math. Finance Seminar, Bielefeld University, November 2022
• SAMM Seminar, Université Paris 1 Panthéon-Sorbonne, June 2022
• Una Random Workshop, Bologna (online talk), June 2022
• Machine Learning and Mean-Field Games, IMSI Chicago (online talk), May 2022 
• ML and Quant Finance workshop at Oxford Man Institute, Oxford (online talk), February 2022
• King's College London Financial Mathematics Seminar, London (online talk), January 2022
• Mean-field reinforcement learning, King's College London and Université de Paris (online talk), October 2021
• Advances in Stochastic Analysis for Handling Risks in Finance and Insurance, CIRM, Marseille, September 2021
• ​ECMI 2021 virtual conference, April 2021
• Frontiers in Quantitative Finance Seminar (Oxford Seminar), London, February 2020
• Market microstructure: confronting many viewpoints, London, December 2019
• Dynamics, Equations and Applications, Krakow, September 2019
• Bachelier Seminar, IHP, Paris, June 2019
• Workshop "Finance Mathematique, Probabilités Numériques et Statistiques des Processus", LPSM, Paris, May 2019
• Huawei/FSMP joint seminar, Paris, September 2018​
• Groupe de Travail: Finance mathématique, probabilités numériques et statistique des processus, INRIA-P7-Ponts, November 2017
• Mathematical and Computational Finance Seminar, Oxford, November 2017
• Annual Meeting of ASSET 2017, Algiers, October 2017
• International Conference on Computational Finance, Lisbon, September 2017
• Journée SMAI-MODE : Optimisation, Jeux et Economie, Paris, May 2017
• CSEF Seminar, Naples, March 2017
• SAMM Seminar, Université Paris 1, March 2017
• Labex ReFi seminar, ESCP, Paris, February 2017
• Market microstructure: confronting many viewpoints, Paris, December 2016
• ​SIAM Conference on Financial Mathematics & Engineering, Austin, November 2016
• Bachelier Seminar, IHP, Paris, October 2016​
• Summer Workshop in Economic Theory (SWET), Paris 1, June 2016
• Applied Mathematics Seminar, Collège de France, Paris, June 2016
• CFM Seminar, Paris, May 2016
• Workshop "Économie des nouvelles données", Paris-Dauphine, November 2015
• Berlin Seminar on Stochastic Analysis and Stochastic Finance, Humboldt University, Berlin, November 2015
• Séminaire thématique du LIED, June 2015
• Séminaire Economie Théorique, Paris 1, April 2015
• Bachelier Seminar, IHP, Paris, January 2015
• Market microstructure: confronting many viewpoints, Paris, December 2014
• SIAM Financial Mathematics, Chicago, November 2014
• New Trends in Optimal Control, Tours, June 2014
• Stochastic Analysis in Finance and Insurance, Oberwolfach, May 2014
• Global Derivatives, Amsterdam, May 2014
• Workshop "Finance Mathematique, Probabilités Numériques et Statistiques des Processus", LPMA, Paris, May 2014
• Bachelier Seminar, IHP, Paris, March 2014
• Workshop Trading and Microstructure, Collège de France, January 2014​
• Imperial College London Finance & Stochastics seminar, October 2013
• Les Nouveaux Outils du Développement Durable, Université Paris Dauphine, October 2013
• Global Derivatives 2013, Amsterdam, April 2013
• Advances in Algo and HF trading, University College London, April 2013
• 6th Financial Risks International Forum, March 2013​
• Bachelier Seminar, IHP, March 2013
• 5th Hedge Fund Research Conference (Discussant), January 2013​
• Friday Seminar in Economics (organized by Roger Guesnerie), Collège de France, November 2012
• Workshop on Stochastic and PDE Methods in Financial Mathematics, Yerevan State University / American University of Armenia, September 2012
• SIAM Conference on Financial Mathematics and Engineering, Minneapolis, July 2012
• ​Groupe de Travail "Mathématiques de la décision", GREMAQ, Toulouse, April 2012 
• Seminar "Equazioni Differenziali e Applicazioni", Padova, February 2012 
• Groupe de Travail "Modèles stochastiques en finance", Ecole Polytechnique, February 2012
• Seminar "Évaluation d'actifs financiers et arbitrage", ENSAE, December 2011
• Workshop Mathfi, CERMICS, Ecole Nationale des Ponts et Chaussées, November 2011
• Workshop "Calcul des Variations", Ceremade, Université Paris-Dauphine, November 2011
• Séminaire Parisien d'optimisation, October 2011
• European Conference on Complex Systems, Satellite workshop on Current trends in game theory, Vienna, September 2011
• Workshop "Trading and Microstructure", Collège de France, September 2011
• Informs Applied Probability Society Conference, Stockholm, July 2011
• Finance Seminar, Ecole Centrale Paris, June 2011
• Workshop on Mean Field Games, Rome, May 2011
• ​Bachelier Seminar, Paris, April 2011
• Workshop "Probabilités Numériques et Finance", Paris, March 2011
• Financial Risks international Forum on Long Term Risks, Paris, March 2011
• International Research Forum, The Hong Kong Polytechnic University, Hong Kong, December 2010
• Workshop "Horizon Maths", EADS, November 2010
• Workshop "Modélisation", Paris-7, November 2010
• Workshop "Analyse non linéaire et EDP", ENS/P6/P7, November 2010​
• Seminar of the Laboratoire Jacques-Louis Lions, P6, October 2010
• Minisymposium "Emerging Topics in Dynamical Systems and Partial Differential Equations" - DSPDE 2010, Barcelona, June 2010
• Colloquium "Le financement du long terme : acteurs publics et investisseurs privés face aux nouveaux besoins d'investissement", Sciences-Po Aix-en-Provence, May 2010.
• Printemps de la Chaire Finance et Développement Durable et du laboratoire FIME, April 2010
• X-HEC seminar in Economic Theory, Ecole Polytechnique, February 2010
• Workshop "Economie du changement climatique", Collège de France, February 2010.
• Workshop "Weather Derivatives and Risk", Humboldt University, January 2010.
• Workshop on new mathematical directions in economic modelling, University of Chicago, January 2010.
• Workshop "Economie du changement climatique", Collège de France, November 2009.
• Workshop "Défis actuels de la finance", Université Paris XIII, November 2009
• Workshop "Calcul des Variations", Ceremade, Université Paris-Dauphine, November 2009.
• Workshop "Trading and Microstructure", Collège de France, October 2009
• Workshop "Kinetic and mean-field models in Socio-Economic Sciences", Edinburgh, July 2009.
• Workshop "Optimization, Transport and Equilibrium in Economic”, Ecoles des Mines, July 2009
• Printemps de la Chaire Finance et Développement Durable, Palais Brongniart, May 2009
• CEPN/LAGA Seminar, Université Paris XIII, March 2009
• Applied Mathematics Seminar, Collège de France, December 2008
• Workshop "Trading and Microstructure", Collège de France, December  2008
• ​Printemps de la Chaire Finance et Développement Durable, Université Paris-Dauphine, March 2008.

Supervisor for PhD Students

• Jiang Pu, who graduated from Ecole Polytechnique and ENSAE, co-supervised by H. Pham (Université Paris-Diderot). The PhD defense occurred on Sept 25th 2017. He was hired as an assistant professor in the engineering school ESILV.
• Iuliia Manziuk, who graduated from Paris School of Economics, HSE University, and Lomonosov Moscow State University. The PhD defense occurred on Feb 10th 2020. She was hired as a post-doc at Ecole Polytechnique and awarded the prize "Rising Star in Quant Finance" (Risk). She then decided to join the financial industry (hedge fund).
• Philippe Bergault, who graduated from Université Paris Dauphine and Université Paris-Diderot (M2MO). The PhD defense occurred on May 25th 2021. He did a post-doc at Ecole Polytechnique and was hired as an Assistant Professor at Université Paris Dauphine - PSL.
• Alexis Bismuth, who graduated from UPMC and Université Paris-Saclay. The PhD defense occurred on December 7th 2022. He was hired at Capgemini.
• Fayçal Drissi, who graduated from ENSIMAG. He has spent half of his time at Oxford Man Institute as a visiting student over the course of his PhD. The PhD defense occurred on May 5th 2023. He was hired as a post-doctoral student at Oxford University.
• Rengim Cetingoz, who graduated from Université Paris 1 Panthéon-Sorbonne.
• Hamza Bodor, who graduated from Ecole des Ponts and ENS Paris-Saclay (M2 MVA).
• Louis-Amand Gérard, who graduated from Université Paris 1 Panthéon-Sorbonne (also, and mainly, supervised by Eduardo Abi-Jaber)

Member of PhD defense committees

• Pietro Fodra: "Modeling of the price microstructure and applications of stochastic control to algorithmic trading", 2015 (committee members: F. Abergel, A. Cartea, O. Guéant, C.-A. Lehalle, M. Ludkovski, H. Pham, M. Rosenbaum).
• Pierre Blanc: "Effets de rétroaction en finance : applications à l'exécution optimale et aux modèles de volatilité", 2015 (committee members: A. Alfonsi, J.-P. Bouchaud, M. Crouhy, J. Gatheral, O. Guéant, B. Lapeyre, M. Rosenbaum).
• Jiang Pu: "Contrôle optimal et applications en finance: exécution optimale, couverture d'options et choix de portefeuille", 2017 (committee members: A. Alfonsi, J.-F. Chassagneux, O. Guéant, J.-M. Lasry, H. Pham, A. Schied).
• Antoine Kornprobst: "Financial crisis forecasts and applications to systematic trading strategies", 2017 (commitee members: M. Benzi, R. Cerqueti, C. Chorro, R. Douady, H. Gatfaoui, O. Guéant, S. Marmi, P. de Peretti).
• Clément Goulet: "Signal Extractions with Applications in
  Finance", 2017 (commitee members: J.-F. Aujol, C. Chorro, H. Gatfaoui, O. Guéant, C. Merhy, P. de Peretti, G. Rotunda).
• Marc Abeille: "Exploration-Exploitation with with Thompson sampling in linear systems", 2017 (commitee members: S. Agrawal, O. Guéant, A. Lazaric, R. Munos, E. Sérié, C. Szespevari).
• Jean-Luc Coron: "Quelques exemples de jeux à champ moyen", 2017 (commitee members: Y. Achdou, O. Guéant, J.-M. Lasry, P.-L. Lions). I was one of the reviewer.
• Fanirisoa Rahantamialisoa: "Integration of VIX information in GARCH option pricing models”, 2018 (commitee members: G. Barone Adesi, M. Billio, C. Chorro, O. Guéant, J.-P. Ortega, P. de Peretti).
• Pamela Saliba: "High-frequency trading: Statistical analysis, modelling and regulation", 2019 (commitee members: F. Abergel, J.-P. Bouchaud, A. Chaboud, N. El Karoui, A. Givry, O. Guéant, S. Laruelle, C.-A. Lehalle, F. Lillo, M. Rosenbaum).
• Othmane Mounjid: "Contrôle optimal, apprentissage statistique et modélisation du carnet d'ordres", 2019 (commitee members: B. Bouchard, J.-P. Bouchaud, O. Guéant, X. Guo, S. Laruelle, C.-A. Lehalle, E. Moulines, G. Pagès, M. Rosenbaum). I was one of the reviewers.
• Iuliia Manziuk: "Optimal control and machine learning in finance: contributions to the literature on optimal execution, market making, and exotic options", 2020 (commitee members: A. Cartea, B. De Meyer, O. Guéant, C. Hillairet, C.-A. Lehalle, C. Hillairet, H. Pham, M. Rosenbaum).
• Thibault Bonnemain: "Jeux en champ moyen quadratique avec coordination négative", 2020 (commitee members: C. Appert-Rolland, T. Gobron, O. Guéant, M.-O. Hongler, J.-P. Nadal, F. Santambrogio, D. Ullmo). PhD in Physics.
• Johann Nicolle: "Some contributions to Bayesian and computational learning methods to portfolio selection problems", 2020 (commitee members: C. Ceci, C. de Franco, I. Kharroubi, H. Pham, M.-C. Quenez, A. Sulem). I was one of the reviewers.
• Thibault Soler: "Combining Robust Covariance Estimates and New Dependency Measures: An innovative Approach to Portfolio Allocation", 2021 (commitee members: M. Billio, C. Chorro, S. Darolles, P. De Peretti, J.-D. Fermanian, O. Guéant, E. Jay, G. Rotundo).
• Bastien Baldacci: "Quantitative finance at the microstructure scale: algorithmic trading and regulation", 2021 (commitee members: O. Guéant, S. Laruelle, G. Loeper, M. Ludkovski, T. Mastrolia, H. Pham, M. Rosenbaum, N. Touzi).
• Philippe Bergault: "Mathematical modeling for market making and related problems of financial liquidity: a song of assets and traders", 2021 (commitee members: E. Abi Jaber, B. Bouchard, A. Cartea, B. De Meyer, R. Dumitrescu, O. Guéant, S. Laruelle, M. Rosenbaum).
• Marc Chataigner: "Quelques contributions de l'apprentissage statistique à la finance : Volatilité, nowcasting, compression de CVA.", 2021 (commitee members: S. Crépey, C. Cuchiero, O. Guéant, A. Guilloux, B. Horvath, J. Hull, C. Reisinger).
• Quentin Petit: "Mean field games and optimal transport in urban modelling", 2022 (commitee members: Y. Achdou, C. Alasseur, G. Carlier, A. Galichon, O. Guéant, F. Santambrogio, D. Tonon).
• Xavier Bacon: "A few models of vector-valued optimal transport", 2022 (commitee members: P. Cardaliaguet, P. Combettes, O. Guéant, B. Nazaret, L. Nenna, F. Santambrogio).
• Alexis Bismuth: "Statistical learning and stochastic control: applications to finance and energy", 2022 (commitee members: C. Chorro, J. Garnier, O. Guéant, V. Perchet, P. Tankov).
• Jianfei Zhang: "Some applications of machine learning in quantitative finance: model calibration, volatility formation and news screening", 2023 (commitee members: E. Abi Jaber, S. De Marco, O. Guéant, A. Kebaier, S. Laruelle, S. Pulido, M. Rosenbaum, J. Yu)

Member of HDR defense committees

• Guillaume Bernis: "Modélisation probabiliste des marchés de crédit : allocation, stratégies et valorisation", 2018 (committee members: S. Crépey, L. Denis, B. De Meyer, O. Guéant, Y. Jiao, D. Talay).

Associate editor of the following journals:

• Mathematical Finance (since December 2022)
• Applied Mathematical Finance (since February 2017)
• Network and Heterogeneous Media (since January 2021) 

Referee reports written for the following journals:

• Finance and Stochastics
• Mathematical Finance
• SIAM Journal of Financial Mathematics
• Journal de Mathématiques Pures et Appliquées
• Comptes-Rendus Mathématiques (ex-CRAS)
• Annals of Operations Research
• SIAM Journal on Control and Optimization
• Applied Mathematics and Optimization
• Communications on Pure and Applied Analysis
• ​Journal of Mathematical Analysis and Applications
• Annals of Applied Probabiltiy
• International Journal of Theoretical and Applied Finance
• Mathematics and Financial Economics
• Quantitative Finance
• Management Science
• Stochastic Systems
• Algorithmic Trading
• Market Microstructure and Liquidity
• Journal of Optimization Theory and Application
• Applied Mathematics Research Express
• Risks
• ​Automatica
• Gazette des Mathématiciens
• Networks and Heterogenous Media
• Soft Computing
• European Journal of Applied Mathematics
• Philosophical Transactions A
• Dynamic Games and Applications
• Economic Theory
• Applied Economics
• Journal of Public Economic Theory
• Revue d'Economie Politique