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
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. (2024), Using LLMs techniques for Time Series Prediction, 6th J.P. Morgan Global Machine Learning Conference, Paris, France
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.