Fabienne Comte

Fabienne Comte is a French statistician known for her research on topics including statistical finance, stochastic volatility, autoregressive conditional heteroskedasticity, and deconvolution. She is a professor in the unit for mathematics and computer science at the University of Paris.

Education and career

Comte studied mathematics at ENS Cachan and Paris-Sud University, earning a licentiate in 1988, a master's degree in 1989, and an agrégation in 1990, with a specialty in probability. She earned a diplôme d'études approfondies in 1991, through a cooperative program with Paris 1 Panthéon-Sorbonne University, the École Polytechnique, and ENSAE ParisTech,[1] and completed her doctorate in applied mathematics in 1994 through Paris 1 with the thesis Causalité, Cointégration, Mémoire Longue : Modélisation Stochastique en temps continu, estimation et simulation, supervised by mathematical economist Eric Renault.[1][2]

She worked as maître de conférences at Pierre and Marie Curie University from 1995 until 2001, earning a habilitation there in 2000. In 2001 became professor at Paris Descartes University, which merged into the University of Paris in 2019.[1]

Book

Comte is the author of the book Estimation non-paramétrique [Nonparametric estimation], published in 2015.[3]

References

  1. ^ a b c Curriculum vitae (PDF), retrieved 2021-11-29
  2. ^ Fabienne Comte at the Mathematics Genealogy Project
  3. ^ Zbl 1357.62005

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