Brugiere Pierre - CV

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. (2024), Transformer for Times Series: an Application to the S&P500, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 19 p.

Brugiere P., Turinici G. (2023), Onflow: an online portfolio allocation algorithm, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 20 p.

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.