Maxime Bergeron

According to our database, Maxime Bergeron authored at least 4 papers between 2021 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders.

Brian Ning, Sebastian Jaimungal, Xiaorong Zhang, Maxime Bergeron

SIAM J. Financial Math., December, 2023

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

Vedant Choudhary, Sebastian Jaimungal, Maxime Bergeron

CoRR, 2023

Learning the Efficient Frontier.

Philippe Chatigny, Ivan Sergienko, Ryan Ferguson, Jordan Weir, Maxime Bergeron

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

2021

Robust and Active Learning for Deep Neural Network Regression.

Xi Li, George Kesidis, David J. Miller, Maxime Bergeron, Ryan Ferguson, Vladimir Lucic

CoRR, 2021