Mathieu Lise

I am a Ph.D. candidate in Electrical Engineering and a member of the Financial and Risk Engineering department, advised by Prof. Nizar Touzi. I would like to focus my research on the mean-field games theory, which consists in studying the equilibrium of a stochastic game with a large number of agents. I would like to apply this theory to Economics, Finance, and Social Science. Before joining NYU, I was a master's student at the University of Oxford (MSc in Mathematical Sciences) where I grew an interest in Stochastic Analysis, Optimal Transport, and Limit Theorems in Probability. There, I wrote a dissertation on the supercooled Stefan problem and its connection with banking systemic risk. I also hold a master’s degree (the French “diplôme d’ingénieur”) from École Polytechnique, where I chose to specialize in Applied Mathematics and Engineering. 

Research Interests
Mean Field Games, Stochastic Analysis, Optimal Transport, Economics and Finance