Practical analysis for investment professionals

Raphael Douady, PhD

1 Post

Biography

Raphael Douady, PhD, is a French mathematician and economist specializing in financial mathematics and chaos theory at the University of Paris I: Panthéon-Sorbonne. He formerly held the Frey Chair of quantitative finance at Stony Brook University, and was academic director of the French Laboratory of Excellence on Financial Regulation. He earned his PhD in Hamiltonian dynamics and has more than 20 years of experience in the financial industry. He has particular interest in researching portfolio risks, for which he has developed especially suited powerful nonlinear statistical models, and systemic risk. He founded fintech firms Riskdata (risk management for the buyside) and Datacore (model portfolio of ETFs). Douady is a member of the Praxis Club, a New York-based think tank advising the French government on its economic policy and other related topics, and sits on the board of Friends of IHES, a foundation supporting the Institute des Hautes Etudes Scientifiques (the French sibling of Princeton IAS). He is a former fellow of Ecole Normale Supérieure in Paris and was awarded a gold medal at the International Mathematical Olympiads in 1977.

Author's Posts
Rise of the Machines: Investment Jobs Now Redundant?

Will computers completely replace humans in financial management?