Biography

Pierre Bras is a second-year PhD student at LPSM Sorbonne Université under the direction of Gilles Pagès. His research focuses on numerical methods for probability and statistics with applications to Machine Learning and Finance.

Interests
  • Numerical Probability
  • Stochastic Optimization
  • Machine Learning
  • Monte Carlo methods
  • Stochastic Calculus
  • Mathematical Finance
  • Stochastic control
Education
  • PhD in Applied Mathematics, 2020-2023

    Sorbonne Université, LPSM

  • Master 2 Probability and Random Models, option Applied Probability, 2019

    Sorbonne Université, LPSM

  • Diploma of Ecole Normale Supérieure in Mathematics and Applications, 2016-2020

    Ecole Normale Supérieure de la rue d'Ulm

Publications & pre-Publications

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