Dr. Stefan DUPREY

SwissBorg Quant/Blockchain Research & Fund Manager
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Biography
Education & Degrees
Professional experience
Publications
Dr. Stefan DUPREY

Biography

20 years of experience in data science and mathematical modeling to extract value from data, and 20 years of 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 & Degrees

YearUniversityDegree/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

Professional experience

YearFunction
2021Current 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    Research Engineer at MathWorks
2006–2010    EADS Research Engineer

Publications

  • Dynamical Smart Liquidity on Decentralized Exchanges: EthCC Conference Presentation, July 2021
  • Optimal Allocation and Dilution Effects in Stable Pools - Presentation at the EthCC Conference, July 2019
  • Ravenpack Report: Intraday News Event Study, December 2016
  • Compounded autoregressive process for pricing risky corporate bonds International Symposium on Web Algorithms · January 19, 2015
  • In-Rank Mesh Optimization for URL-Customized Promotion in SEO International Symposium on Web Algorithms · January 19, 2015
  • Boundary Element and Finite Element Coupling for Aeroacoustic Simulations Journal of Computational Physics · Feb 12, 2014
  • Mathematical and Numerical Study of Acoustic Propagation in a Turbojet Engine Annals of Henri Poincaré University · Oct 14, 2007
  • Convergence of an axisymmetric finite element CRAS: 'Proceedings of the French Academy of Sciences' & Presented at the Fourth European Finite Element Fair · September 10, 2006

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