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SamyMekk/README.md

Mekkaoui Samy

LinkedIn GitHub

About Me

I'm currently a 24-year-old PhD student at Ecole Polytechnique at the CMAP laboratory working on stochastic control and mean field systems. I specialize in Actuarial and Financial Science, which involves a deep knowledge of statistics, stochastic calculus, and programming.

I graduated from both ENSAE Paris and M2MO from the end of 2024. I am also a fresh new member of the French Actuarial Institute for which I wrote a dissertation available here.

On this GitHub, you may find various projects that I completed during my university studies. Don't hesitate to take a look at my website which I will regularly update.

Outside of work, here are some of my passions:

  • Sports: Playing football and table tennis.
  • Traveling: Discovering new cultures and landscapes.

Contact : samy.mekkaoui@polytechnique.edu

Some Projects

Actuarial Thesis

Redaction of an Actuarial Thesis about XVA Computations to become a member of the Actuarial French Institute.

Deep Calibration of Interest Rate Model

Study of $\textbf{FFN}$ and $\textbf{CNN}$ in order to calibrate some affine interest rate models ( Hull & White and G2++)

Strong convergence of symetrized Milstein scheme of CEV SDEs

Study of $\textbf{CEV SDEs}$ and the rate of convergence of some schemes

Popular repositories Loading

  1. Master-Thesis Master-Thesis Public

    This Repository will contains most of the code used in my actuarial dissertation available with the link below :

    Jupyter Notebook 2

  2. Labs-Stochastic-Control-and-Machine-Learning Labs-Stochastic-Control-and-Machine-Learning Public

    Jupyter Notebook 2

  3. SamyMekk SamyMekk Public

    Short presentation of myself

    1

  4. samymekk.github.io samymekk.github.io Public

    Forked from enzoMiller/enzoMiller.github.io

    Academic website

    Jupyter Notebook 1

  5. School-Projects School-Projects Public

    Contains implementation of several papers and projects done during my school years.

    Jupyter Notebook 1