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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
312021
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
162023
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
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