Emma Hubert

Since September 2021, I am an Assistant Professor in the ORFE Department at Princeton University. The research in Applied Mathematics I am conducting with my co–authors is a continuous path oscillating between Contract Theory, Nash Equilibria and Mean–Field Games, using recently introduced and state of the art tools in stochastic control. We study applications to Energy, Epidemiology and Finance. My research is partially supported by the NSF grant DMS-2307736. I am currently teaching the ORFE undergraduate course ORF 418: Optimal Learning in the Fall, and the ORFE Graduate course ORF 527: Stochastic Calculus in the Spring.

Before joining the ORFE department at Princeton, I was a Research Associate in the Department of Mathematics & CFM - Imperial Institute of Quantitative Finance at Imperial College, London. There, I taught a short course on Market Microstructure in the MSc Mathematics and Finance. 

From October 2017 to September 2020, I was a PhD student at LAMA Laboratory, Université Gustave Eiffel, under the supervision of Romuald Elie (LAMA) and Dylan Possamaï (Department of  Mathematics, ETH Zürich). I defended my PhD thesis in December 2020. During my PhD, I was also a consulting PhD for the R&D Department of EDF, and a Teaching Assistant at ENSAE Paris–Tech in Microeconomics.

Forthcoming Conferences!

April 2025. Young Talents in Actuarial Science and Quantitative Finance, University of Waterloo.

May 2025. Conference in honor of René Carmona, CIRM, Luminy.

June 2025. 12th General AMaMeF Conference, Verona.

July 2025. SIAM Conference on Financial Mathematics & Engineering, Miami.

July 2025. SIAM Conference on Control Theory and its Applications, Montreal.