Nabil Kahalé is associate professor
at ESCP Business School in
Paris. He graduated from Ecole Polytechnique with a B.S. in Engineering in 1987
and received his Ph.D. in theoretical Computer Science from MIT in 1993.
Nabil Kahalé’s current research and
teaching address the pricing of derivative securities, Monte Carlo simulation,
machine learning and statistical learning.
Nabil Kahalé has done consulting work for banks, and has been a referee to: Combinatorica, Random Structures and Algorithms, Journal of Computer and System Sciences, Journal of Combinatorial Theory, Series B, SIAM Journal on Discrete Mathematics, Discrete Applied Mathematics, IEEE Journal on Selected Areas in Communications, Risk Magazine, Journal of the ACM, Operations Research, The French Ministry of Economy, Industry and Employment, Finance and Stochastics, Journal of Optimization Theory and Applications, Acta Applicandae Mathematicae, Journal of Futures Markets, ICML, and NeurIPS.
Contact: nkahale@yahoo.com or nkahale@escp.eu.
·
Unbiased Time-Average Estimators for Markov
Chains. Mathematics
of Operations Research. 2023. arXiv:2209.09581