Dr Stefan DUPREY

Expert Lecturer | SwissBorg Quant/Blockchain Research & Fund Manager
Dr. Stefan DUPREY

Biography

20 years’ experience in data science and mathematical modelling to extract value from data, and 20 years’ experience in machine learning, data science, algorithms, analysis, econometrics, applied mathematics and software engineering. Extensive expertise in data, AI and blockchain within the finance and insurance sectors.

Cross-functional Technical Lead: Data Scientist, Data Engineer, DevOps and DataOps.

Education & Qualifications

YearUniversityQualification/Position
2006Henri Poincaré University/EADS (CIFRE) Doctor of Philosophy (PhD) in Applied Mathematics
2003 Nancy School of Mines Civil Engineer from the École des Mines, Applied Mathematics

Work experience

YearRole
2021Present SwissBorg Quant/Blockchain Research & Fund Manager
2018–2021 CoinShares Quant/Blockchain Research & Fund Manager
2016–2018 EY Senior Consultant, Data & Analytics
2014–2016 Ravenpack Quant/Data Scientist
2010–2014 The MathWorks Research Engineer
2006–2010 EADS Research Engineer

Publications

  • Dynamical smart liquidity on decentralised exchanges – EthCC conference presentation, July 2021
  • Optimal allocation in stablecoin pools and dilution effects – EthCC conference presentation, July 2019
  • Intraday news event study: Ravenpack report, December 2016
  • Compounded autoregressive process for pricing risky corporate bonds – International Symposium on Web Algorithms · 19 January 2015
  • In-Rank mesh optimisation for URL-customised promotion in SEO International Symposium on Web Algorithms · 19 January 2015
  • Boundary Element and Finite Element Coupling for Aeroacoustics Simulations *Journal of Computational Physics* · 12 February 2014
  • Mathematical and numerical study of acoustic propagation in a turbojet engine Annales de l’universitĂ© Henri PoincarĂ© · 14 October 2007
  • Convergence of an axisymmetric finite element CRAS: ‘Compte rendu Ă  l’AcadĂ©mie des sciences’ & Presented at the Fourth European Finite Element Fair · 10 September 2006

Consulter aussi

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  • Dr Guillaume HOCHARD
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  • Dr Tawhid CHTIOUI
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  • Dr Doreid AMMAR
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  • Dr Yasser ALMEHIO
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  • Abreu
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    IoT, networks, performance evaluation, machine learning, smart cities

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    Areas of expertise
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