Variational autoencoders: A hands-off approach to volatility M Bergeron, N Fung, J Hull, Z Poulos The Journal of Financial Data Science, Spring 2022 4 (2), 125-138, 2021 | 34 | 2021 |
The topology of nilpotent representations in reductive groups and their maximal compact subgroups M Bergeron Geometry & Topology 19 (3), 1383-1407, 2015 | 32 | 2015 |
Arbitrage-free implied volatility surface generation with variational autoencoders B Ning, S Jaimungal, X Zhang, M Bergeron SIAM Journal on Financial Mathematics 14 (4), 1004-1027, 2023 | 18 | 2023 |
An upper bound for the volumes of complements of periodic geodesics M Bergeron, T Pinsky, L Silberman International Mathematics Research Notices 2019 (15), 4707-4729, 2019 | 17 | 2019 |
A note on nilpotent representations M Bergeron, L Silberman Journal of Group Theory 19 (1), 125-135, 2016 | 13 | 2016 |
Funvol: A multi-asset implied volatility market simulator using functional principal components and neural sdes V Choudhary, S Jaimungal, M Bergeron arXiv preprint arXiv:2303.00859, 2023 | 8 | 2023 |
Topological aspects of the dynamical moduli space of rational maps M Bergeron, K Filom, S Nariman Advances in Mathematics 397, 2022 | 4 | 2022 |
Robust and Active Learning for Deep Neural Network Regression X Li, G Kesidis, DJ Miller, M Bergeron, R Ferguson, V Lucic arXiv preprint arXiv:2107.13124, 2021 | 2 | 2021 |
Learning the Efficient Frontier P Chatigny, I Sergienko, R Ferguson, J Weir, M Bergeron NeurIPS 2023 -- arXiv preprint arXiv:2309.15775, 2023 | | 2023 |
LIBOR Prompts Quantile Leap: Machine Learning for Quantile Derivatives M Bergeron, R Ferguson, V Lucic, I Sergienko Available at SSRN 3882160, 2021 | | 2021 |
Deep Learning to Jump M Bergeron, I Sergienko https://towardsdatascience.com/deep-learning-to-jump-e507103ab8d3, 2020 | | 2020 |
The topology of Baumslag–Solitar representations M Bergeron, L Silberman Journal of Topology and Analysis, 2019 | | 2019 |
The topology of representation varieties MO Bergeron University of British Columbia, 2016 | | 2016 |
Écritures réduites de l’élément le plus long des groupes de Coxeter fini M Bergeron, M Robado, M Scott Bulletin de l’Association Mathématique du Québec, 51-61, 2012 | | 2012 |
On CAT (0) aspects of geometric group theory and some applications to geometric superrigidity M Bergeron McGill University, 2012 | | 2012 |