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Double Degree Master student at Ensae Paris and Imperial College London. Interested in Quantitative finance, Machine Learning, and Statistics.

Previously working at Exiom Partners as a Machine Learning Intern.

I open source some of my academic and personal projects here.

Contact : [email protected] / [email protected] / [email protected]

Paul Wattellier's Projects

assetpricing_with_liquidity_risk icon assetpricing_with_liquidity_risk

This repository is dedicated to replicating the empirical results of the seminal paper on the Liquidity-Adjusted Capital Asset Pricing Model (CAPM) by Acharya and Pedersen. This groundbreaking study has significantly contributed to financial economics by integrating liquidity risk into the traditional CAPM framework.

ia_explicable icon ia_explicable

Ce travail de retransmission de lectures se base principalement du livre de Christoph Molnar "Interpretable Machine Learning". Il en fait une revue en français, plus conçise qui à pour but de permettre à un lecteur avisé de prendre connaissance des principales techniques d'interprétabilité utilisés en Machine Learning.

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