Anass Aghbalou is currently in the second year of his thesis at Telecom Paris. He obtained an engineering degree from École Centrale de Lyon in 2018 and a master’s degree in statistical and financial engineering – Machine Learning track, from Université Paris-Dauphine in 2019. After a year spent as a research engineer at Telecom Paris, he is, since December 2020, a PhD student under the supervision of Anne Sabourin (Telecom Paris), François Portier (ENSAI Rennes) and Patrice Bertail (University of Paris Nanterre). His research focuses on resampling techniques, in particular cross-validation, for machine learning algorithms dedicated to rare events (anomaly detection, unbalanced classification, extreme values).
Key words: machine learning, rare events, anomaly detection, unbalanced classification, extreme value theory