Vincent Guigues

Researcher in optimization and statistics. Software engineer

Education

  • PhD in Applied Mathematics, Joseph Fourier University, France, 06/2005. Title: Statistical Inference for stochastic optimization: applications in finance and production management. Advisor: Anatoli Juditsky.
  • Master in Applied Mathematics with major in Optimization and Statistics with Highest Honours, Joseph Fourier University, France, 06/2001. Dissertation: Robust portfolio management. Convex duality and semidefinite programming. Advisors: Anatoli Juditsky and Francois Oustry.
  • Engineering Degree in Applied Mathematics and Computer Science with High Honours from ENSIMAG, France}}, 06/2001.
Vincent Guigues

Employment

  • Full Professor, School of Applied Mathematics, FGV, Rio de Janeiro, 2025-present.
  • Associate Professor, School of Applied Mathematics, FGV, Rio de Janeiro, 2018-2024.
  • Assistant Professor, School of Applied Mathematics, FGV, Rio de Janeiro, 2012-2018.
  • Assistant Professor, Industrial Engineering Department, PUC-Rio, Rio de Janeiro, 2009-2012.
  • Postdoc, IMPA, Rio de Janeiro, 2006-2009.
  • Postdoc, Joseph Fourier University, 2005-2006.
  • Temporary professor (ATER) at Pierre Mendes France University, Grenoble, France, 2004-2005.