Follow
Maxime Bergeron
Maxime Bergeron
Verified email at uchicago.edu
Title
Cited by
Cited by
Year
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
322021
The topology of nilpotent representations in reductive groups and their maximal compact subgroups
M Bergeron
Geometry & Topology 19 (3), 1383-1407, 2015
312015
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
202019
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
172023
A note on nilpotent representations
M Bergeron, L Silberman
Journal of Group Theory 19 (1), 125-135, 2016
132016
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
72023
Topological aspects of the dynamical moduli space of rational maps
M Bergeron, K Filom, S Nariman
Advances in Mathematics 397, 2022
42022
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
22021
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
The system can't perform the operation now. Try again later.
Articles 1–15