Faculty Profile
Alfred Galichon
Professor of Economics and Mathematics
galichon@cims.nyu.edu
212-998-3174
Warren Weaver Hall, Office 526
Education
Ph.D., Economics, Harvard University, USA, 2007.
M.S., Engineering, Ecole des Mines de Paris (Corps des Mines), France, 2003.
B.S., Mathematics and Economics, École Polytechnique, France, 2000.
Research Interests
My current research interests revolve around Optimal Transportation theory and its applications to Economics, Finance, and Data Science.
Select Publications
G. Carlier, V. Chernozhukov, and A. Galichon,
"Vector Quantile Regression: an Optimal Transport approach",
Annals of Statistics
(forthcoming)
I. Ekeland, A. Galichon, and M. Henry,
"Comonotonic measures of multivariate risks",
Mathematical Finance
22, 1, 109-132 (2012)
G. Carlier, A. Galichon, F. Santambrogio,
"From Knothe’s transport to Brenier’s map",
SIAM Journal on Mathematical Analysis
41, 6, 2554-2576 (2010)