Maxime Bergeron | DeepAI

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Featured Co-authors

Xi Li
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∙ 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...

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∙ 08/10/2021

Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders

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

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∙ 07/28/2021

Robust and Active Learning for Deep Neural Network Regression

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

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