Gilles STOLTZ
Professor (Education Track)
Economics and Decision Sciences
Biography
Gilles Stoltz is an alumnus of the Ecole Normale Supérieure of Cachan and holds a Ph.D.from the University Paris-Sud Orsay since 2005.
His research interests focus on the sequential prediction of arbitrary sequences, both from an industrial viewpoint (prediction of electricity consumption or air-quality forecasting) and from a game-theoretic viewpoint (when players aim at forecasting each other's actions).
He is a researcher for CNRS at the GREGHEC laboratory. In addition, he is an affiliate professor at HEC, where he teaches the foundations of statistics in the bachelor programme.
He was awarded in 2008 the Marie-Jeanne Laurent-Duhamel prize of the young statistician by the French statistical society.
Personal web page: http://stoltz.perso.math.cnrs.fr/
Scientific articles
Mathematics of Operations Research, december, 2 2019, vol. 44, n° 2, pp 377-399, (in coll. with A. GARIVIER, P. MENARD)
Journal of International Money and Finance, November 2018, vol. 88, pp 1-24, (in coll. with C. AMAT, T. K. MICHALSKI)
Journal of Dynamics and Games, July 2014, vol. 1, n° 3, pp 447-469, (in coll. with S. MANNOR, V. PERCHET)
Journal of Machine Learning Research, October 2014, vol. 15, pp 3247-3295, (in coll. with S. MANNOR, V. PERCHET)
Annals of Statistics, June 2013, vol. 41, n° 3, pp 1516-1541, (in coll. with O. CAPPE, A. GARIVIER, O.-A. MAILLARD, R. MUNOS)
Machine Learning, February 2013, vol. 90, n° 2, pp 231-260, (in coll. with M. DEVAINE, P. GAILLARD, Y. GOUDE)
Advances in Neural Information Processing Systems, 2012, vol. 25, pp 980-988, (in coll. with N. CESA-BIANCHI, P. GAILLARD, G. LUGOSI)
Journal of Machine Learning Research, 2011, vol. 12, pp 1655-1695, (in coll. with C. Szepesvári, S. Bubeck, R. Munos)
Lecture Notes in Computer Science, 2011, vol. 6925, pp 144-158, (in coll. with S. Bubeck, J. Yuan Yu)
Theoretical Computer Science, April 2011, vol. 412, n° 19, pp 1832-1852, (in coll. with S. Bubeck, R. Munos)
Books
Ellipses (in coll. with S. ARLOT, A. GARIVIER )
Vuibert (in coll. with V. Rivoirard )
Vuibert (in coll. with V. Rivoirard )
Proceedings
Proceedings of The 27th Conference on Learning Theory , 2014 , 35 (P. GAILLARD, T. VAN ERVEN)
Proceedings of The 27th Conference on Learning Theory , 2014 , 35 (S. MANNOR, V. PERCHET)
24th Annual Conference on Learning Theory : COLT11 , 2011 , Budapest (O.-A. Maillard R. Munos)
ALT 2011 - Proceedings of the 22nd International Conference on Algorithmic Learning Theory , 2011 (S. Bubeck, J. Yu)
Working papers
Cahier de Recherche du Groupe HEC , 2014
Mimeo , 2011
Mimeo , 2011
Cahier de Recherche du Groupe HEC , 2010
Mimeo , 2010
Scientific articles
Mathematics of Operations Research, december, 2 2019, vol. 44, n° 2, pp 377-399, (in coll. with A. GARIVIER, P. MENARD)
Journal of International Money and Finance, November 2018, vol. 88, pp 1-24, (in coll. with C. AMAT, T. K. MICHALSKI)
Journal of Dynamics and Games, July 2014, vol. 1, n° 3, pp 447-469, (in coll. with S. MANNOR, V. PERCHET)
Journal of Machine Learning Research, October 2014, vol. 15, pp 3247-3295, (in coll. with S. MANNOR, V. PERCHET)
Books
Ellipses (in coll. with S. ARLOT, A. GARIVIER )
Vuibert (in coll. with V. Rivoirard )
Vuibert (in coll. with V. Rivoirard )
Proceedings
Proceedings of The 27th Conference on Learning Theory , 2014 , 35 (P. GAILLARD, T. VAN ERVEN)
Proceedings of The 27th Conference on Learning Theory , 2014 , 35 (S. MANNOR, V. PERCHET)
24th Annual Conference on Learning Theory : COLT11 , 2011 , Budapest (O.-A. Maillard R. Munos)
ALT 2011 - Proceedings of the 22nd International Conference on Algorithmic Learning Theory , 2011 (S. Bubeck, J. Yu)
Working papers
Cahier de Recherche du Groupe HEC , 2014
Mimeo , 2011
Mimeo , 2011
Cahier de Recherche du Groupe HEC , 2010
Education
Academic appointments
Academic Responsibilities at HEC
- 2024- Professor (Education Track), Economics and Decision Science HEC Paris
- 2017-2023 Affiliate Professor, Economics - Decision Science HEC Paris
- 2007-2017 Member of GREGHEC (CNRS) HEC Paris
- 2007-2017 CNRS Research Professor, Economics - Decision Science HEC Paris
- 2013- CNRS researcher at GREGHEC [HEC Paris] HEC Paris
External Academic Responsibilities
- 2005-2013 CNRS researcher ENS Paris
- 2009-2009 [April 2009] Invited professor Libera Università Internazionale degli Studi Sociali
- 2004-2005 Assistant professor Ecole Normale Supérieure
- 2003-2004 RA/TA Université Paris-Sud
Scientific Activities
Conference organisation
Awards & honors
- 2010 Best reviewer award among COLT'10 PC members
- 2010 CNRS Excellency in research bonus 2010-13
- 2008 Young statistician award (Marie-Jeanne Laurent-Duhamel Prize)