About me

Since September 2025, I am an Assistant Professor at ENSAE Paris / CREST, in the Finance-Insurance team.
My research interests are about Generative models, Stochastic control, Mean-Field interactions, Branching processes and their applications in the Finance and Insurance worlds. Feel free to reach out to discuss about any of these topics (and beyond) at antonio.ocello[at]ensae.fr.
Bio
From December 2023 to August 2025, I was a Postdoctoral researcher in Statistics and Machine Learning, as part of the OCEAN team. Based at École Polytechnique, I worked under the guidance of Éric Moulines. From January 2021 to November 2023, I was a PhD student in Probability at LPSM, Sorbonne University, under the supervision of Idris Kharroubi. I defended my thesis on November 20, 2023. You can find the manuscript here. From June to December 2020, I did an off-cycle internship at BNP Paribas Asset Management, Quant Research Group, Paris, with Jean Czyhir, Zine Amghar, and Thomas Heckel. Before that in 2020, I graduated the Master 2 in Probability and Finance (ex-DEA El Karoui) at École Polytechnique – Sorbonne Université, Paris. You can find my CV here.