Education Profile

• PhD in Mathematics, Department of Mathematics, Imperial College London, 2013.

• Ecole Nationale de la Statistique et de l'Administration Economique (ENSAE ParisTech), Statistician-Economist, 2005.

Working Experience

• Assistant Professor, Moroccan Centrer of Game Theory, UM6P Rabat, Morocco (2020- ).

• Head of Data Science Analytics,  Banco Santander, UK London (2019-2020)

• Data Science Manager, JP Morgan, UK London (2017-2018)

• Research Fellow in Statistics, Department of Mathematics, Imperial College London (2012-2016)

• Head of Quantitative Analytics, Standard Chartered Bank, UK London (2005-2012)

Research interests

My research is at the intersection of machine learning, stochastic control theory, and game theory. At the moment, most of my research centers on:

• Stochastic control and Mean Field Games including numerical algorithms

• Mathematical Theory of Machine Learning and Graph Neural Networks

• Prediction theory and orthogonal polynomials (and their connection to Random Matrices)

Teaching

Lecture Courses @ UM6P

• Stochastic Processes I (1st year PhD Program - Game Theory )

• Applied Probability (1st year CS Engineering)

• Machine learning on graphs (MSc Data Science)

• Applied Probability (MSc Financial Engineering)

• Applied Statistics (3rd year Data Science)

• Computational methods in Finance (MSc Financial Engineering)

Lecture Courses @ Imperial College London

• Applied Statistics (3rd year Maths)

• Applied Probability (3rd/4th year Maths)

• Machine learning in Retail Banking (MSc in Statistics)

• Nonparametric Estimation and Wavelets (MSc in Statistics)

Current Postdocs

• Dr. Imane Jarni, working on Reflected McKean-Vlasov SDEs with jumps.

Current PhD Students

• Ayoub Laayoun, (2023 - present), Reflected Mean Filed Games.

• Abdeljalil Zoubir, (2022 - present), is working on Gaphs Neural Networks for Healthcare.

• Mouhcine Assouli, (2022 - present), is working om Machine learning for mean field games and controls. (Jointly with Francesco Silva, University de Limoges)

Publications

1. A. Laayoun and B. Missaoui, Optimal control problem for reflected stochastic differential equation : Existence,  2024 -- Submitted.

2. B. Missaoui and A. Zoubir, GeoScatt-GNN: A Geometric Scattering Transform-Based Graph Neural Network Model for Ames Mutagenicity Prediction,  2024 -- Submitted.

3. I. Jarni, B. Missaoui and Y. Ouknine, Reflected Mckean-Vlasov stochastic differential equations with jumps in time-dependent domains,  2024 --Submitted.

4. S. Taoufik and B. Missaoui, Method of Successive Approximations for Stochastic Control: Contractivity and Convergence, 2024 -- work in progress.

5. N. H. Bingham and B. Missaoui, Prediction theory in Hilbert Spaces: Operator-valued Szego Theory, (2024) -- Submitted.

6. B. Missaoui and A. Zoubir, Integrating Graph Neural Networks with Scattering Transform for Anomaly Detection,  2025 -- to appear in "Engineering Applications of Artificial Intelligence".

7. M. Assouli and B. Missaoui, Deep Policy Iteration for High-Dimensional Mean Field Games. Applied Mathematics and Computation, Vol. 481,  2024.

8. M. Assouli and B. Missaoui, Deep Learning for Mean Field Games with non-separable Hamiltonians, Chaos, Solitons  & Fractals, Vol. 174, 2023.

9. N. H. Bingham and B. Missaoui, Aspects of Predictions,  J. Appl. Probab. Volume 51A (2014), 189-201.

10. B. Missaoui and E. McCoy,  Wavelet Lévy Prior Model, (2021). 

11. P. Blaque and B. Missaoui, Nonparametric and arbitrage-free construction of call surfaces using l1-recovery, (2016).

12. Modeling Consumer Credit Risk using Dynamic Frailty Models, (2015).

Events

He are some events I am organizing

• Analysis and Probability Seminar [Seminars]

PhD Thesis

Wavelet regression using a Lévy prior model. [link] 

Department of Mathematics. Imperial College London.