Antoine Franchini

I am a PhD student at Inria Grenoble Alpes under the supervision of Stéphane Girard (Inria) and Anne Dutfoy (EDF). I am working on the subject: New confidence intervals to quantify the uncertainty of extreme quantile estimators.

My research focuses on the asymptotic behaviour of extreme quantiles and their associated estimators, on which confidence intervals for extreme quantiles are based. My work has multiple applications in areas as diverse as climate and finance.