Robust and Active Learning for Deep Neural Network Regression. - Xi Li 015; George Kesidis; David J. Miller 001; Maxime Bergeron; Ryan Ferguson; Vladimir Lucic (CoRR, 2021)

Learning the Efficient Frontier. - Philippe Chatigny; Ivan Sergienko; Ryan Ferguson; Jordan Weir; Maxime Bergeron (NeurIPS, 2023)

FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs. - Vedant Choudhary; Sebastian Jaimungal; Maxime Bergeron (CoRR, 2023)

Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders. - Brian Ning; Sebastian Jaimungal; Xiaorong Zhang; Maxime Bergeron (SIAM J. Financial Math., 2023)