Thibault Vatter

11 papers A* 3Journal 7Unranked 1

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Throwing Vines at the Wall: Structure Learning via Random Search. CoRR Thibault Vatter, Thomas Nagler
2025	J	`jnl`	Vine Copulas as Differentiable Computational Graphs. CoRR Tuoyuan Cheng, Thibault Vatter, Thomas Nagler, Kan Chen
2024	—	`conf`	Global Taxonomy of Stablecoins. MARBLE Christophe Le Brun, Oetske Leroux-Fankhauser, Natkamon Tovanich, Thibault Vatter, Arnaud Gaudinat
2021	J	`jnl`	Marginalizable Density Models. CoRR Dar Gilboa, Ari Pakman, Thibault Vatter
2020	A*	`conf`	Deep Smoothing of the Implied Volatility Surface. NeurIPS Damien Ackerer, Natasa Tagasovska, Thibault Vatter
2020	A*	`conf`	Distinguishing Cause from Effect Using Quantiles: Bivariate Quantile Causal Discovery. ICML Natasa Tagasovska, Valérie Chavez-Demoulin, Thibault Vatter
2019	A*	`conf`	Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders. NeurIPS Natasa Tagasovska, Damien Ackerer, Thibault Vatter
2019	J	`jnl`	Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders. CoRR Natasa Tagasovska, Damien Ackerer, Thibault Vatter
2019	J	`jnl`	Deep Smoothing of the Implied Volatility Surface. CoRR Damien Ackerer, Natasa Tagasovska, Thibault Vatter
2018	J	`jnl`	Generative Models for Simulating Mobility Trajectories. CoRR Vaibhav Kulkarni, Natasa Tagasovska, Thibault Vatter, Benoît Garbinato
2015	J	`jnl`	Generalized additive models for conditional dependence structures. J. Multivar. Anal. Thibault Vatter, Valérie Chavez-Demoulin