e^{i\pi \ }

This user is a mathematician.

This user is a Kolmogorov enthusiast.

λ

This user is fluent in Lambda calculus.

This user can program in Scheme.

ocaml-

This user can program in OCaml.

MATLAB-4

This user is an expert MATLAB programmer.

Maple-3

This user is an advanced Maple programmer.

LaTeX

This user can typeset using LaTeX.

XML

This user can write XML.

Wikipédia
Je contribue sur la Wikipédia francophone.

I support French language Wikipedia with my contributions.

This user has a page on Wikibooks.

This user comes from France.

Wikipedia:Babel

fr

Cet utilisateur a pour langue maternelle le français.

en-3

This user can contribute with an advanced level of English.

de-1

Dieser Benutzer hat grundlegende Deutschkenntnisse.

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I'm a mathematician (PhD on nonlinear stochastic control using artificial neural networks, directed by Pr Robert Azencott).

Jobs[edit]

I worked :

4 years at the Renault Research Center - as Research Engineer
5 years at MIRIAD Technologies (French SME dedicated to online diagnosis and monitoring of huge dataflows) - as Head of the algorithmic devlopments and advanced studies
2 years at EXANE-BNP-PARIBAS in the Trading & Arbitrage research team (I worked on financial mathematics, capital structure arbitrage, algorithmic trading and markets microstructure).
6 years as head of quantitative research at Crédit Agricole Cheuvreux and fr:Crédit agricole Corporate and Investment Bank group. I have been project manager of MiFID 1 migrations at CA Cheuvreux during 6 months.
8 years at Capital Fund Management, where I have been Senior Research Manager, Senior Research Advisor, and then Head of Data Analytics (the CFM team of data scientists at this time).
I am now Quantitative R&D Lead at the Abu Dhabi Investment Authority.

I post preprints of almost all my publications on [[1]].

Links[edit]

I've got several blogs :

a list of my favorite sites :

My main mediawiki home pages:

my wikibooks home page.
my fr.wikipedia home page.
there is a wikipedia page on me: fr:Charles-Albert Lehalle

some of my contributions[edit]

Mathematical Finance Programming in TI-Basic (removed...)
We all use math everyday

All my contributions, my Notebook.

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