Estimating the Value-at-Risk by Temporal VAE. - Robert Sicks; Stefanie Grimm; Ralf Korn; Ivo Richert (CoRR, 2021)

Interpolation of Missing Swaption Volatility Data using Gibbs Sampling on Variational Autoencoders. - Ivo Richert; Robert Buch (CoRR, 2022)