Nabil Kahalé

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Nabil Kahalé is associate professor at ESCP Europe 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 risk management, the pricing of derivative securities, Monte Carlo simulation, and econometrics.


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, and Acta Applicandae Mathematicae.



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·         Randomized Dimension Reduction for Markov Chains Simulation. August 2017. A preliminary version has been presented at the 9th NIPS Workshop on Optimization for Machine Learning, December 2016.


·         Efficient simulation of high dimensional Gaussian vectors. 2nd IMA Conference on the Mathematical Challenges of Big Data. December 2016.