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Pierre Brugière

3 papers hereh-index 14 citations5 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • cs.AI1
  • q-fin.MF1
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20242026
collaborators

3 papers

q-fin.PM2026

Onflow: a model free, online portfolio allocation algorithm robust to transaction fees

Gabriel Turinici, Pierre Brugiere

We introduce Onflow, a reinforcement learning method for optimizing portfolio allocation via gradient flows. Our approach dynamically adjusts portfolio allocations to maximize expe…

q-fin.MF2025

Model-Free Deep Hedging with Transaction Costs and Light Data Requirements

Pierre Brugière, Gabriel Turinici

Option pricing theory, such as the Black and Scholes (1973) model, provides an explicit solution to construct a strategy that perfectly hedges an option in a continuous-time settin…

cs.AI2024

Transformer for Times Series: an Application to the S&P500

Pierre Brugiere, Gabriel Turinici

The transformer models have been extensively used with good results in a wide area of machine learning applications including Large Language Models and image generation. Here, we i…

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