Concepedia

Maxime Bergeron

MB

Statistics

Publications

4

Citations

68

H-Index

4

Active since

2015

Affiliations

University of Toronto(Current)

Rogers (United States)

Maxime Bergeron is an author at University of Toronto specializing in option pricing, business, and representation theory.

Top concepts

BusinessEngineeringData ScienceAsset PricingOption PricingMachine LearningVolatility ModelingQuantitative FinanceRepresentation TheoryMultivariate Stochastic Volatility

Publications per year

2015–2023

4

Publications

4

The topology of nilpotent representations in reductive groups and their maximal compact subgroups

Maxime Bergeron · Geometry & Topology · 2015 · 30 citations · Full text

Lie Group, Representation Theory, Nilpotent Representations +6

Variational Autoencoders: A Hands-Off Approach to Volatility

Maxime Bergeron, Nicholas Fung, John Hull et al. · The Journal of Financial Data Science · 2022 · 14 citations

Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +13

Variational Autoencoders: A Hands-Off Approach to Volatility

Maxime Bergeron, Nicholas Fung, Zissis Poulos et al. · SSRN Electronic Journal · 2021 · 12 citations · Full text

Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders

Brian Ning, Sebastian Jaimungal, Xiaorong Zhang et al. · SIAM Journal on Financial Mathematics · 2023 · 12 citations

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