Maxime Bergeron | DeepAI

DeepAI

AI Chat AI Image Generator AI Video AI Music Voice Chat Ghibli AI

Featured Co-authors

Xi Li
111 publications
George Kesidis
41 publications
David J. Miller
23 publications
Sebastian Jaimungal
17 publications
Brian Ning
3 publications
Vladimir Lucic
2 publications
Ryan Ferguson
2 publications
Vedant Choudhary
1 publication
Xiaorong Zhang
1 publication

research

∙ 03/01/2023

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

This paper introduces a new approach for generating sequences of implied...

0 Vedant Choudhary, et al. ∙

research

∙ 08/10/2021

Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders

We propose a hybrid method for generating arbitrage-free implied volatil...

0 Brian Ning, et al. ∙

research

∙ 07/28/2021

Robust and Active Learning for Deep Neural Network Regression

We describe a gradient-based method to discover local error maximizers o...

0 Xi Li, et al. ∙