Biography
Aymeric Vie is a quantitative researcher in a quantitative hedge fund and a former DPhil student at the Mathematical Institute of the University of Oxford. His DPhil thesis, supervised by Doyne Farmer and Rama Cont, was titled "Forecasting and trading strategies in a market ecology" and built a data-driven, large-scale agent-based model of the US stock market with thousands of digital twins of investment funds, for forecasting and building trading strategies. Aymeric's current and previous research topics include go/weiqi/baduk studies, genetic algorithms/programming, evolutionary search methods, networks, forecasting social variables and agent-based models.
Recent Publications
in Nature Human Behaviour
The Forecasting Collaborative , Aymeric Vié
Aymeric Vié , J. Doyne Farmer
Aymeric Vié , Maarten Scholl , Alissa M. Kleinnijenhuis , J. Doyne Farmer
Aymeric Vié , Maarten Scholl , J. Doyne Farmer
in Journal of Economic Interaction and Coordination
Danilo Liuzzi , Aymeric Vié
Aymeric Vié , Alissa M. Kleinnijenhuis , J. Doyne Farmer
in Artificial Life Conference Proceedings
Aymeric Vié
in Proceedings of the Genetic and Evolutionary Computation Conference Companion (GECCO '21)
Aymeric Vié
in SSRN Electronic Journal
Aymeric Vié
in SSRN Electronic Journal
Aymeric Vié
Recent Events
@12:00
INET Oxford Summer Research Meeting 2024
The event is open to all INET Oxford researchers, staff, visitors, and associate members
In Person Event
@08:00
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II
Aymeric Vié
Online Event
@13:30
Evology: an Empirically-Calibrated Market Ecology Agent-Based Model for Trading Strategy Search
Aymeric Vié
Online Event
