Picture for Maxime Bergeron

Maxime Bergeron

Learning the Efficient Frontier

Add code
Oct 13, 2023
Viaarxiv icon

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

Add code
Mar 01, 2023
Viaarxiv icon

Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders

Add code
Aug 13, 2021
Figure 1 for Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
Figure 2 for Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
Figure 3 for Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
Figure 4 for Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
Viaarxiv icon

Robust and Active Learning for Deep Neural Network Regression

Add code
Jul 28, 2021
Figure 1 for Robust and Active Learning for Deep Neural Network Regression
Viaarxiv icon