Curriculum vitae

Brugiere Pierre

Maître de conférences
CEREMADE

brugiereping@ceremade.dauphinepong.fr
Site web personnel

Biographie

1985-1989 ENS Lyon

1987 Agrégation Mathématiques

1987-1989 ENSAE

1988-1989 DEA MASE Dauphine

1989 -1992 PhD Dauphine

1992- 1996 MCF Dauphine

1992 -1996 Consultant CPR Paris

1996 - 2015 Natwest Securities, Bankers Trust, Deutsche Bank, BNPP

2015 - Today MCF Dauphine

https://sites.google.com/view/pierrebrugiere/home

 

Dernières publications

Articles

Brugiere P., Turinici G. (2023), Deep learning of value at risk through generative neural network models: The case of the Variational auto encoder, MethodsX, vol. 10, p. 102192

Ouvrages

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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