Vatter, Thibault

1. Deep Smoothing of the Implied Volatility Surface
   2019/06/12 by Ackerer, Damien, Tagasovska, Natasa, Vatter, Thibault · 7 citations
   #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Pricing of Securities (q-fin.PR)
2. Generative Models for Simulating Mobility Trajectories
   2018/11/30 by Vaibhav Kulkarni, Kulkarni, Vaibhav, Nataša Tagasovska +5 · 4 citations
   Computer Science · Engineering · Social Sciences · #Data Management and Algorithms #FOS: Computer and information sciences #Human Mobility and Location-Based Analysis #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Traffic Prediction and Management Techniques
3. Generalized Additive Models for Pair-Copula Constructions
   2016/08/04 by Thibault Vatter, Vatter, Thibault, Thomas Nagler +1 · 2 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Monetary Policy and Economic Impact