Nabil Kahalé graduated in 1987 from Ecole Polytechnique with a Bachelor of Science in Engineering, received his Ph.D. in theoretical Computer Science from MIT in 1993, and earned his HDR – French diploma allowing to supervise PhD students – from Université Paris 1 Panthéon-Sorbonne in 2020.
Prior to joining ESCP Business School, Nabil Kahalé has held research positions in theoretical Computer Science and worked in the fields of Financial Derivatives and Risk Management. His current research concentrates on Financial Derivatives Pricing and on Machine Learning.
Professor Kahalé has published in European Journal of Operational Research, Mathematics of Operations Research, Management Science, Mathematical Finance, Annals of Applied Probability, Mathematical Programming, and SIAM Journal on Computing, among others. He has done consulting work for banks, and has been a referee to: Journal of Futures Markets, Finance and Sochastics, Operations Research, Journal of the ACM, Risk Magazine, Random Structures and Algorithms, Journal of Computer and System Sciences, Journal of Combinatorial Theory, Series B, SIAM Journal on Discrete Mathematics, Discrete Applied Mathematics, IEEE Journal on Selected Areas in Communications, and The French Ministry of Economy and Finance. He has lectured in seminars at various universities including UC Berkeley, Carnegie-Mellon University, Massachusetts Institute of Technology, Princeton University, Rutgers University, Ecole Polytechnique, Stanford University and University of Minnesota.