CEREMADE
Brugiere Pierre
Maître de conférences
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
Publications
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.