Jean-Loup Dupret

Postdoc, Department of Mathematics - RiskLab, ETHZ - ETH Zurich

  • Joined January 2025

Names

Jean-Loup Dupret (Preferred)

Emails

****@math.ethz.ch (Confirmed)
,
****@uclouvain.be (Confirmed)

Career & Education History

Postdoc
Department of Mathematics - RiskLab, ETHZ - ETH Zurich (ethz.ch)
2024Present
 
PhD student
ISBA-LIDAM, UCLouvain (uclouvain.be)
20202024
 
MS student
ISBA-LIDAM, UCLouvain (uclouvain.be)
20182020
 
Undergrad student
ESPO, UCLouvain (uclouvain.be)
20152018
 

Advisors, Relations & Conflicts

Postdoc Advisor
2024Present
 
PhD Advisor
20202024
 
Coauthor
Jérôme Barbarin
20202021
 

Expertise

Machine learning for Finance and Insurance
2023Present
 
Physics-Informed Neural Networks (PINNs)
2023Present
 
Stochastic Optimal control
2022Present
 
Financial Liquidity modeling
20212024
 
Stochastic volatility modeling
20212023