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Brian Ning

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2020 – today

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2023
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  - journals/siamfm/NingJZB23
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Brian Ning, Sebastian Jaimungal, Xiaorong Zhang, Maxime Bergeron:
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders. SIAM J. Financial Math. 14(4): 1004-1027 (2023)
2021
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  - journals/corr/abs-2108-04941
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Brian Ning, Sebastian Jaimungal, Xiaorong Zhang, Maxime Bergeron:
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders. CoRR abs/2108.04941 (2021)

2010 – 2019

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2019
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  - journals/corr/abs-1904-10554
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Philippe Casgrain, Brian Ning, Sebastian Jaimungal:
Deep Q-Learning for Nash Equilibria: Nash-DQN. CoRR abs/1904.10554 (2019)
2018
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  - journals/corr/abs-1812-06600
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Brian Ning, Franco Ho Ting Ling, Sebastian Jaimungal:
Double Deep Q-Learning for Optimal Execution. CoRR abs/1812.06600 (2018)

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