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Géraldine Bouveret
Presidential Postdoctoral Research Fellow
School of Physical and Mathematical Sciences
College of Science

Dr Géraldine Bouveret is the Gopalakrishnan – Presidential Postdoctoral Fellow in the School of Physical & Mathematical Sciences (SPMS), Nanyang Technological University, Singapore. She is also an Honorary Research Associate at the Smith School of Enterprise and the Environment (SSEE) and an elected member of the Senior Common Room at Wadham College, both at the University of Oxford. Dr Bouveret holds a PhD in mathematics from Imperial College London. She initially read financial engineering at ESSEC Business School and mathematics at Université Paris Dauphine and ENSAE ParisTech. Prior to joining the SPMS, Dr Bouveret has been a Research Associate at the SSEE, University of Oxford, for three years where she has worked for the Sustainable Finance Programme and developed her own research field at the intersection between finance, the economics of sustainability and mathematics. She has also conducted a work on epidemic networks at Université Paris 1 Panthéon-Sorbonne. Alongside academe, Dr Bouveret has held quantitative roles in both the investment banking and insurance sectors for several years within which she has successfully led diverse research projects in financial economics and financial mathematics.

Research Statement

My research project aims at using mathematics, finance and the economics of sustainability to develop the technical foundations of a sustainable economic & financial system aligned with the implementation of the Sustainable Development Goals set by the United Nations in 2015 and to be achieved by 2030. In particular, it investigates the impacts of environmental risks on the economic system and builds a comprehensive theoretical and numerical framework to guide over the short- to long-term run policymakers in the design of policies that constrain institutions to integrate these risks into their decision-making.

Publications

Bouveret, G. and Mandel, A. (2020) Prophylaxis of epidemic spreading with transient dynamics. Available at ArXiv: https://arxiv.org/abs/2007.07580

This paper investigates the containment of epidemic spreading in networks from a normative point of view and studies the relationships between social efficiency, individual behaviors and network structure

Bouveret, G., Dumitrescu, R. and Tankov, P. (2020) Technological change in water use: a mean-field game approach to optimal investment timing. Available at SSRN: https://ssrn.com/abstract=3640181

This paper provides fresh insights into how to rethink the problem of technological change and water management, by offering an innovative application of operational research that builds on recent mathematical developments made in mean-field game theory.

Bouveret, G., Dumitrescu, R. and Tankov, P. (2020) Mean-Field Games of Optimal Stopping: A Relaxed Solution ApproachSIAM Journal on Control and Optimization, 58(4): 1795-1821.

This paper investigates the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.

Other affiliation(s)

Expert Areas
Finance, Mathematics

Research Interests
Mathematics and its applications to Sustainable Finance, the Economics of Sustainability and Risk Management

Research Category
Accounting, Business & Management, Life Sciences & Biomedicine, Natural Sciences
Research Sub-category
Business and Management, Financial Engineering & Risk Management, Mathematics, Water and Sustainability
NISTH Assigned Topic Groupings
Circular economy & waste reduction
Affiliated Sustainable Development Goals
GOAL 9: INDUSTRY, INNOVATION, AND INFRASTRUCTURE – Investments in infrastructure are crucial to achieving sustainable development.
GOAL 12: RESPONSIBLE CONSUMPTION AND PRODUCTION – Responsible Production and Consumption.
GOAL 13: CLIMATE ACTION – Climate change is a global challenge that affects everyone, everywhere.
The Sustainable Development Goals (SDGs), also known as the Global Goals, were adopted by all United Nations Member States in 2015 as a universal call to action to end poverty, protect the planet and ensure that all people enjoy peace and prosperity by 2030.
Last Updated
29 Jul 2020
Last Updated
13 Sep 2020