I'm mainly interested in  econometrics and statistics as those topics are at the heart of my thesis. In particular, endogeneity and its practcal applications, ill-posed inverse problems and their regularization,  duration models and nonparametric estimation.

Financial applications of those problems are natural fields of interst. Hedge funds are a perpetual source of studies for econometricians: fund replication, new liquidity and performance measures, databases biases, study of the drivers of funds' survival and report.

More generally, in finance, I'm deeply interested in the matehmatical properties of portfolio allocation methods, market microstructure and econophysics.