31 citations · 63 across the 39 of their papers we have counts for
3 papers · 1 filter
A new encoding of implied volatility surfaces for their synthetic generation
Zheng Gong, Wojciech Frys, Renzo Tiranti +3
In financial terms, an implied volatility surface can be described by its term structure, its skewness and its overall volatility level. We use a PCA variational auto-encoder model…
Error in the Euclidean Preference Model
Luke Thorburn, Maria Polukarov, Carmine Ventre
Spatial models of preference, in the form of vector embeddings, are learned by many deep learning and multiagent systems, including recommender systems. Often these models are assu…
Non-Obvious Manipulability for Single-Parameter Agents and Bilateral Trade
Thomas Archbold, Bart de Keijzer, Carmine Ventre
A recent line of work in mechanism design has focused on guaranteeing incentive compatibility for agents without contingent reasoning skills: obviously strategyproof mechanisms gua…