This academic research partnership has been granted financial support of €350.000 by the AXA Research Fund and AXA Global Direct, for a period of 4 years. Prof. Francis Bach and Prof. Alexandre d'Aspremont, both mathematicians from the Ecole Normale Supérieure de Paris, will lead the research works aimed at investigating the ability for mathematical sciences to predict individual behaviors based on large sets of anonymized data.
Bach and d'Aspremont will project machine learning algorithms on different sets of anonymized data. The resulting forecasts, conclusions and hypotheses will then be submitted to the operational expertise of AXA experts in risk management, pricing, operations, etc. They will provide researchers with feedback which will allow the machine learning algorithms and, more generally, the mathematical sciences to evolve, improve and become more operational in this era of Big Data.