Brian Ning

Publication Activity (10 Years)

Years Active: 2018-2023
Publications (10 Years): 4

Top Topics

Function Approximation

Nash Equilibria

Top Venues

SIAM J. Financial Math.

Publications

Brian Ning, Sebastian Jaimungal, Xiaorong Zhang, Maxime Bergeron
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders. SIAM J. Financial Math. 14 (4) (2023)
Brian Ning, Sebastian Jaimungal, Xiaorong Zhang, Maxime Bergeron
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders. CoRR (2021)
Philippe Casgrain, Brian Ning, Sebastian Jaimungal
Deep Q-Learning for Nash Equilibria: Nash-DQN. CoRR (2019)
Brian Ning, Franco Ho Ting Ling, Sebastian Jaimungal
Double Deep Q-Learning for Optimal Execution. CoRR (2018)