Maxime Bergeron

According to our database1, Maxime Bergeron authored at least 4 papers between 2021 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2023
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders.
SIAM J. Financial Math., December, 2023

FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs.
CoRR, 2023

Learning the Efficient Frontier.
Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

2021
Robust and Active Learning for Deep Neural Network Regression.
CoRR, 2021


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