Thibault Vatter
3 papers · 2019–2020 · 2 venues · across top CS/AI venues
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Achievements
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Conference Polyglot · Bronze
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Keywords
causal discovery
(1)
quantile regression
(1)
minimum description length
(1)
option pricing
(1)
generative model
(1)
latent representation
(1)
vine copula
(1)
financial modeling
(1)
high-dimensional distribution
(1)
neural network
(1)
neural autoencoder
(1)
implied volatility
(1)
arbitrage-free constraint
(1)
volatility surface
(1)
additive mechanism
(1)
multiplicative mechanism
(1)
location-scale mechanism
(1)