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 PolytechniqueSorbonne Université, Paris.

You can find my CV here.

Research

Publications

Conferences

Journals


Pre-prints

  • Optimal Stopping of Branching Diffusion Processes, Idris Kharroubi, A. O., 2024, HAL, arXiv
  • Relaxed formulation for Controlled Branching Diffusions, Existence of an Optimal Control and HJB Equation, A. O., 2023, HAL, arXiv

Talks

You can listen to me at...

You could have listened me at...

You could have seen me presenting a poster at...

Teaching

2025-2026

2024-2025

2023-2024

2022-2023

2021-2022

2020-2021

2017-2018