Maxime Bergeron

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 6

Top Topics

Active Sampling

Principal Components

Asset Management

Top Venues

SIAM J. Financial Math.

Publications

Philippe Chatigny, Ivan Sergienko, Ryan Ferguson, Jordan Weir, Maxime Bergeron
Learning the Efficient Frontier. NeurIPS (2023)
Vedant Choudhary, Sebastian Jaimungal, Maxime Bergeron
FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs. CoRR (2023)
Philippe Chatigny, Ivan Sergienko, Ryan Ferguson, Jordan Weir, Maxime Bergeron
Learning the Efficient Frontier. CoRR (2023)
Brian Ning, Sebastian Jaimungal, Xiaorong Zhang, Maxime Bergeron
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders. SIAM J. Financial Math. 14 (4) (2023)
Xi Li, George Kesidis, David J. Miller, Maxime Bergeron, Ryan Ferguson, Vladimir Lucic
Robust and Active Learning for Deep Neural Network Regression. CoRR (2021)
Brian Ning, Sebastian Jaimungal, Xiaorong Zhang, Maxime Bergeron
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders. CoRR (2021)