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.

News

Together with Gabriel Victorino Cardoso, Maud Thomas, and Sylvain Le Corff, we are organizing a workshop on March 19th entitled “Generative AI for Extreme Events”. More information is available here.

Publications

Conferences

• Wasserstein Convergence of Critically Damped Langevin Diffusion, Stanislas Strasman, Sobihan Surendran, Claire Boyer, Sylvain Le Corff, Vincent Lemaire, A. O., 2025, HAL, arXiv , The Thirty-ninth Annual Conference on Neural Information Processing Systems (NeurIPS).
  
• Discrete Markov Probabilistic Models, Le-Tuyet-Nhi Pham, Dario Shariatian, A.O., Giovanni Conforti, Alain Durmus, 2025, HAL, arXiv , The Forty-Second International Conference on Machine Learning (ICML).
  
• Beyond Log-Concavity and Score Regularity: Improved Convergence Bounds for Score-Based Generative Models in W2-distance, Marta Gentiloni-Silveri, A. O., 2025, HAL, arXiv, The Forty-Second International Conference on Machine Learning (ICML).
  
• Finite-Sample Convergence Bounds for Trust Region Policy Optimization in Mean-Field Games, A. O., Daniil Tiapkin, Lorenzo Mancini, Mathieu Laurière, Éric Moulines, 2025, arXiv The Forty-Second International Conference on Machine Learning (ICML).
  

Journals

• Controlled superprocesses and HJB equation in the space of finite measures, A. O., 2025, Journal of Mathematical Analysis and Applications (JMAA), HAL, arXiv, .
  
• An analysis of the noise schedule for score-based generative models, Stanislas Strasman, A. O., Claire Boyer, Sylvain Le Corff, Vincent Lemaire, 2024, HAL, arXiv, accepted for publication in Transactions on Machine Learning Research (TMLR).
  
• A stochastic target problem for branching diffusion processes, Idris Kharroubi, A. O., 2024, Stochastic Processes and their Applications, Volume 170, 2024, HAL, arXiv.
  

Pre-prints

• Controlled Interacting Branching Diffusion Processes: A Viscosity Approach, A. O., 2026, HAL, arXiv
  
• Optimal Stopping of Branching Diffusion Processes, Idris Kharroubi, A. O., 2024, HAL, arXiv
  
• Controlled Interacting Branching Diffusion Processes: Relaxed Formulation in the Mean-Field Regime, A. O., 2023, HAL, arXiv
  

• Aussois, September 23—27, 2024, Mathematical insights from markets, control, and learning
• Paris, March 19, 2026, Generative AI for Extreme Events Workshop

You can listen to me at...

• Café des sciences, INRAE BioSP, Avignon, France (March 9, 2026)
• 3rd annual meeting – GdR Branchement, Avignon, France (April 20-24, 2026)

You could have listened me at...

• Statistical Seminar, ENSAE-CREST, Palaiseau, France (December 1, 2025)
• NeurIPS@Paris 2025, Sorbonne Center of Artificial Intelligence (SCAI), Paris, France (November 25-26, 2025)
• Séminaire Tournant en Actuariat (ENSAE/ISFA/Le Mans), Le Mans, France (November 21, 2025)
• ML at Aussois : Autumn School on Recent Advances in Machine Learning, Aussois, France (November 16-20, 2025)
• 16th Viennese Conference on Optimal Control and Dynamic Games, TU Wien, Vienna, Austria (July 15-18, 2025)
• ERC OCEAN Summer retreat, PariSanté Campus, Paris, France (July 21-25, 2025)
• MATS Summer School on Agricultural Finance, Aussois, France (June 30-July 4, 2024)
• 12th General AMaMeF Conference, Department of Economics, University of Verona, Verona, Italy (June 23-27, 2025)
• Mini-course on Generative Models, part of the doctoral course Deep learning: an introduction and some mathematical results by Elena Issoglio, PhD program Modeling and Data Science, Università degli Studi di Torino, Italy (June 19-20, 2025)
• Workshop of the SIMPAS group, Rouen, France (June 11-13, 2024)
• Paris Bachelier Seminar, Henri Poincaré Institute, Paris, France (April 11, 2025)
• Groupe de Travail Méthodes Stochastiques et Finance, CERMICS, École nationale des ponts et chaussées ParisTech, Champs-sur-Marne, France (April 8, 2025)
• PASTA team seminar, PASTA team, INRIA, Nancy, France (April 4, 2025)
• Séminaire MIA Paris Saclay, AgroPariTech - INRAE, Campus Agro Paris-Saclay, Palaiseau, France (April 3, 2025)
• Rencontres statistiques du CEREMADE, Paris Dauphine University, Paris, France (Mars 31, 2025)
• Seminar of the GT MathsFi group, LPSM, Sorbonne Université et Université de Paris Cité, Paris, France (March 27, 2025)
• Workshop Fondements Mathématiques de l'IA, Sorbonne Center for AI (SCAI), Paris, France (March 25, 2025)
• Séminaire de probabilités et statistiques, LAMA, Université Gustave Eiffel, Champs-sur-Marne, France (March 6, 2025)
• Seminar of the MathsFi group, CMAP, École Polytechnique, Palaiseau, France (March 5, 2025)
• CSD Seminar, Centre Sciences des Données, École Normale Supérieure, Paris, France (February 27, 2025)
• Séminaire SAF - ISFA, Institut des Sciences Financières et d’Assurances, Université Claude Bernard Lyon 1, Lyon, France (February 21, 2025)
• Dolomites Winter School, Folgarida and Madonna di Campiglio, Trento, Italy (January 26-31, 2025)
• Bachelier Colloquium, Métabief, France (January 13-18, 2025)
• Probability & Statistics seminar, Jean Alexandre Dieudonné Laboratory, Université de Nice Côte d'Azur, Nice, France (November 5, 2024)
• Mathematical insights from Markets, Control, and Learning, mini-course on Mean Field Interactions in Stochastic Games, Centre Paul Langevin, Aussois, France (September 23-27, 2024)
• Workshop on Risk management & Green finance, Università degli Studi di Firenze, Florence, Italy (September 12-13, 2024)
• ERC OCEAN Summer retreat, mini-course on Mean Field Interactions in Stochastic Games, University of Ca’ Foscari, Venice, Italy (July 7-12, 2024)
• Diffusions in machine learning: Foundations, generative models and non-convex optimisation, The Alan Turing Institute, London, United Kingdom (June 24-27, July 15-19, 2024)
• Young Researchers Seminar - CEREMADE, Paris Dauphine University, Paris, France (April 11, 2024)
• Finance and Financial Econometrics Seminar, ENSAE-CREST, Palaiseau, France (April 5, 2024)
• Groupe de travail Statistique et Probabilités, LPSM - Université de Paris Cité, Paris, France (March 27, 2024)
• Ph.D. students seminar of the LPSM, LPSM - Sorbonne Université, Paris, France (March 25, 2024)
• Workshop of the SIMPAS group, Puy-Saint-Vincent, France (March 11-15, 2024)
• Finance For Energy Market (FIME) PhD students' seminar, Henri Poincaré Institute, Paris, France (March 8, 2024)
• Paris Bachelier Seminar, Henri Poincaré Institute, Paris, France (February 9, 2024)
• Séminaire Parisien de Statistique, Henri Poincaré Institute, Paris, France (February 5, 2024)
• Ph.D. Defense, Sorbonne Université, Paris, France (November 20, 2023)
• Séminaire de probabilités et statistiques, LAMA, Université Gustave Eiffel, Champs-sur-Marne, France (November 16, 2023)
• Chaire Modélisation Mathématique et Biodiversité, École Polytechnique, Palaiseau, France (October 19, 2023)
• Congrès des Jeunes Chercheurs en Mathématiques et Applications 2023, CentraleSupélec, Gif-sur-Yvette, France (September 25-27, 2023)
• Spring School in Probabilistic methods in population biology, TU Darmstadt, Darmstadt, Germany (March 27-31, 2023)
• Finance group seminar, Pôle Universitaire Léonard de Vinci, Courbevoie - La Défense, France (December 8, 2022)
• Potsdam Research Seminar in Probability Theory, Universität Potsdam, Potsdam, Germany (November 28, 2022)
• Ph.D. students seminar of the LPSM, LPSM - Sorbonne Université, Paris, France (November 21, 2022)
• London-Paris Bachelier Workshop, Henri Poincaré Institute, Paris, France (September 15-16, 2022)
• Third Italian Meeting on Probability and Mathematical Statistics, Università degli Studi di Bologna, Bologna, Italy (June 13-16, 2022)
• Mathematical and statistical methods for Actuarial science and Finance (MAF2022), Università degli Studi di Salerno, Salerno, Italy (April 20-22, 2022)
• Ph.D. students seminar of the LPSM, LPSM - Sorbonne Université, Paris, France (April 11, 2022)

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

• Fourth Italian Meeting on Probability and Mathematical Statistics, University of Rome Tor Vergata, Sapienza University of Rome, the University of Roma Tre, and LUISS, Rome, Italy (June 10-14, 2024)
• French Japanese Conference on Probability & Interactions, IHES - Marilyn and James Simons Conference Center, Bures-sur-Yvette, France (March 8, 2024)
• A Random Walk in the Land of Stochastic Analysis and Numerical Probability, CIRM, Marseille, France (September 4-8, 2023)
• 43rd Conference on Stochastic Processes and their Applications, University of Lisbon, Lisbon, Portugal (July 24-28, 2023)

2025-2026

• Machine Learning for Climate Risk, ENSAE, Year 3 of the Ingénieur ENSAE Program (class teacher)
• C++, ENSAE, Year 2 of the Ingénieur ENSAE Program (practical classes)
• Generative AI for Insurance, ENSAE, Year 3 of the Ingénieur ENSAE Program (class teacher)

2024-2025

• Data Science, CPES, Lycée International de Palaiseau, Year 2 of the Bachelor Program (class teacher)
• Non-life insurace, ISUP, Master Actuariat (class teacher - 75 students)
• M2 thesis, Sorbonne Université, ISUP, Master Actuariat (academic supervisor of 8 students)

2023-2024

• Markov Chains and Martingales (MAP432), École Polytechnique, Year 2 of the Ingénieur Polytechnicien Program (tutor)
• M2 thesis, Sorbonne Université, ISUP, Master Actuariat (academic supervisor of 4 students)
• Mathematics, Sorbonne Université, Diplôme Universitaire de Retour aux Études Supérieures des Personnes Exilées

2022-2023

• Probabilités numériques et statistiques computationnelles, Sorbonne Université, M1 Mathématiques et Applications (practical classes - 20 students)

2021-2022

• Modélisation statistique, Sorbonne Université, M1 Mathématiques et Applications (practical classes - 20 students)
• Probabilités numériques et statistiques computationnelles, Sorbonne Université, M1 Mathématiques et Applications (practical classes - 20 students)
• Finance stochastique, ISUP, Master Actuariat (exercise classes - 75 students)

2020-2021

• Probabilités numériques et statistiques computationnelles, Sorbonne Université, M1 Mathématiques et Applications (practical classes - 20 students)
• Finance stochastique, ISUP, Master Actuariat (exercise classes - 75 students)

2017-2018

• Geometria I, Università degli Studi di Padova, Bachelor in Mathematics (exercise classes - 50 students)