Vatter, Thibault

3 publications

NeurIPS 2020 Deep Smoothing of the Implied Volatility Surface Damien Ackerer, Natasa Tagasovska, Thibault Vatter

ICML 2020 Distinguishing Cause from Effect Using Quantiles: Bivariate Quantile Causal Discovery Natasa Tagasovska, Valérie Chavez-Demoulin, Thibault Vatter

NeurIPS 2019 Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders Natasa Tagasovska, Damien Ackerer, Thibault Vatter