Ivo Richert

Publication Activity (10 Years)

Years Active: 2021-2022
Publications (10 Years): 2

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Publications

Ivo Richert, Robert Buch
Interpolation of Missing Swaption Volatility Data using Gibbs Sampling on Variational Autoencoders. CoRR (2022)
Robert Sicks, Stefanie Grimm, Ralf Korn, Ivo Richert
Estimating the Value-at-Risk by Temporal VAE. CoRR (2021)