Damien Ackerer | DeepAI

DeepAI

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Featured Co-authors

Natasa Tagasovska
12 publications
Thibault Vatter
6 publications

research

∙ 06/12/2019

Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders

We propose a vine copula autoencoder to construct flexible generative mo...

0 Natasa Tagasovska, et al. ∙

research

∙ 06/12/2019

Deep Smoothing of the Implied Volatility Surface

We present an artificial neural network (ANN) approach to value financia...

0 Damien Ackerer, et al. ∙