Charles-Albert Lehalle

Professor Charles-Albert Lehalle is global head, quantitative research and development, at ADIA. He started his career managing AI projects at the Renault research center and moved to the financial industry with the emergence of automated trading in 2005. He was global head of quantitative research at Crédit Agricole Cheuvreux, and head of quantitative research on market microstructure at Crédit Agricole Corporate Investment Bank, before moving to Capital Fund Management.

On the academic side, he received the 2016 Best Paper Award in Finance from Europlace Institute for Finance (EIF) and has published more than eighty academic papers and book chapters. He co-authored the books “Market Microstructure in Practice” (World Scientific Publisher, 2nd edition 2018), analyzing the main features of modern markets; and “Financial Markets in Practice” (World Scientific Publisher 2022), explaining how the connected network of intermediaries that makes the financial system is shaping prices formation; he co-edited with Pr Agostino Capponi the book “Machine Learning and Data Sciences for Financial Markets A Guide to Contemporary Practices” (Cambridge University Press, 2023). He studied machine learning for stochastic control during his PhD on nonlinear control and artificial neural networks. His “Habilitation à Diriger les Recherches” topics were mathematical models to study and control the price formation process.

Professor Lehalle is also a member of the Scientific Directory of the Louis Bachelier Institute, Lecturer at UC Berkeley and Paris 6 Sorbonne Université and Ecole Polytechnique “Probability and Finance” Master.