Professor, Université Paris-Dauphine and École Polytechnique – Visiting Professor
Marc Hoffmann received his PhD in 1996 from University Paris Diderot (Paris 7) under the supervision of Dominique Picard. He was assistant professor at University Paris-Diderot for 6 years, before moving to University of Marne-la-Vallée as an associate professor between 2003 and 2008. He was then appointed professor at ENSAE (Graduate School of Statistics and Economics). He is now professor at University Paris-Dauphine since 2012.
His research interest is mainly in nonparametric statistics and the statistics of random processes, covering the area of discretised diffusion processes, point processes, fragmentation and multifractal processes. In nonparametric statistics, he has worked on wavelet thresholding for inverse problems, asymptotic equivalence of experiments, adaptive estimation and adaptive inference. More recently, his interests have focused on high frequency finance and order book modelling.
Marc Hoffmann is associate editor of ESAIM Probability & Statistics, Annales of the Institut Henri Poincaré, and Finance and Stochastics.