Curriculum vitae

Brugiere Pierre

Associate Professor
Personal URL


Former student of ENS Lyon, Pierre Brugière has obtained the  Agrégation de Mathématiques in 1987 and then joined the ENSAE and the DEA MASE of Dauphine. He completed his Phd in 1992 before turning Assistant Professor. Between 1992 and 2015, he worked for various financial institutions ( CPR Paris, Natwest Securities, Bankers Trust, Deutsche Bank, BNPP).


Latest publications


Brugiere P. (2020), Quantitative Portfolio Management. with Applications in Python Springer, XII-205 p.

Communications sans actes

Brugiere P., Turinici G. (2022), A few key issues in finance that machine learning is helping solve, JP Morgan Global Machine Learning Conference, Paris, France

Prépublications / Cahiers de recherche

Brugiere P., Turinici G. (2022), Deep learning of Value at Risk through generative neural network models : the case of the Variational Auto Encoder, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 4 p.

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