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.