Raphael Mignot


PhD Student in Statistics and Machine Learning at Université de Lorraine.

email: raphael dot mignot at univ-lorraine dot fr


Short bio

I am a PhD Student in the IECL lab at Université de Lorraine (Nancy, France) since January 2021. I am focusing on Statistics and Machine Learning, and especially time series analysis. My advisors are Pr. Marianne Clausel and Pr. Konstantin Usevich. Before that, I earned a BS degree in Mathematics and a MS degree in Applied Mathematics and Data Science both from Sorbonne Université (Paris, France). Moreover, through internships, I have been practicing Data Science at leading companies and research institutes.

Research interests

I am working on the use of the signature, a tool from rough paths theory, for time series analysis and statistical learning. This tool extract intrinsic information about multidimensional time series and more precisely the dependencies in variations along the space dimensions. Find here an introduction to this tool.






See Software links in publications.