Vincent Guigues

Researcher in optimization and statistics. Software engineer

Presentation

I am associate professor within the school of Applied Mathematics of FGV university.

Vincent Guigues

Short vita

  • 2018-

    Associate Professor, School of Applied Mathematics, FGV, Rio de Janeiro.

  • 2012-2018

    Assistant Professor, School of Applied Mathematics, FGV, Rio de Janeiro.

  • 2009-2012

    Assistant Professor, Industrial Engineering Department, PUC-Rio, Rio de Janeiro.

  • 2006-2009

    Postdoc, IMPA, Rio de Janeiro.

  • 2005-2006

    Postdoc, Joseph Fourier University.

  • 2004-2005

    Temporary professor (ATER) at Pierre Mendes France University, Grenoble, France.

  • 2005

    PhD in Applied Mathematics, Joseph Fourier University, France. Title: Statistical Inference for stochastic optimization: applications in finance and production management. Advisor: Anatoli Juditsky.

  • 2001

    Master in Applied Mathematics with major in Optimization and Statistics with Highest Honors, Joseph Fourier University, France. Dissertation: Robust portfolio management. Convex duality and semidefinite programming. Advisors: Anatoli Juditsky and Francois Oustry.

  • 2001

    Engineering Degree in Applied Mathematics and Computer Science with High Honours from ENSIMAG, France.