Pierre Brugière - University Paris 9 Dauphine-PSL
Embedded Files
University Paris Dauphine-PSL
My Book 2020
I work at University Paris Dauphine-PSL where I am responsible for the Master ISF Apprentissage
Before that I spent more than two decades working in the financial industry.
My academic domains of interests nowadays are machine learning and finance
Please find here below some of my academic activities.
This website is still under construction
A few things on Machine Learning and Finance
A few things on Machine Learning and Finance
2024 10 JPM PB GT.pdf2024.Presentation JP Morgan 6th Global Machine Learning Conference November 2024. Paris.
Transformer.pdf2024. How to use the transformer technology of chat GPT for financial series prediction; an application to the S&P 500
You can use NotebookLM to transform a document into a Podcast. Here is what you get with the article above as the input
Podcast Transformer.wavOnflow.pdf2023. How to use reinforcement learning for online portfolio optimization
MethodsX.pdf2023. How to use machine learning and variational encoders to estimate the Value at Risk without any model assumption; an application to the S&P 500
JPM_2022_11_PB_GT_final.pdf2022. Presentation JP Morgan 4th Global Machine Learning Conference November 2022. Paris.
Quantitative Portfolio Management
Quantitative Portfolio Management
This is a course given to Master 1 students in the MIDO department. My Book includes all the material used in this course plus some additional topics related to: risk measures, capital allocation, optimisation under parameter uncertainties...etc. It includes also some Python programs enabling to extract financial data from the web and to run some investment allocations and analysis.
Machine Learning
Machine Learning
This is a course given to M2 students from M280, MASEF and M104. The main applications studied in this course so far are linked to credit risk analysis, fraud detection and yield curve construction under maximum smoothness constraints. More things are under way.
Credit Risk
Credit Risk
This is a course given to M2 students from M280. It tackles mainly the problem of modelling the correlations of defaults, to analyse and price structured financial instruments such as CDOs and CLOs.
Others
Financial Culture and News
Financial Culture and News
This is an introduction for M2 students to give them a few references on some practical topics .
Executive Master in Asset Management
Executive Master in Asset Management
This is a continuous formation for people working in the investment Management industry that we have put in place with Pierre Clauss, University Paris Dauphine, ENSAE and Baerchen. The course has three levels, representing 240 hours of teaching and conferences, spanning over 18 months. The program covers quantitative, monetary policy, economical and compliance topics.
House of Finance Dauphine-PSL
House of Finance Dauphine-PSL
This is a group federating people working on finance topics at University Paris Dauphine. Some events are organised or coordinated every year by this group such as the House of Finance Days and the Asset Management Summer Days.
Ask Chat OpenAI (to get answers on almost everything)
Ask Chat OpenAI (to get answers on almost everything)
Chat Open AI has been designed to assist with answering questions and providing information on a wide range of topics. It is a very efficient way to get a first insight into any topic. I give a few examples with the links below.
Page updated
Google Sites
Report abuse