The Universality Problem in Dynamic Machine Learning with Applications to Realized Covolatilities Forecasting

Item Type Conference or Workshop Item (Paper)
Abstract
Authors Gonon, Lukas; Grigoryeva, Lyudmila & Ortega, Juan-Pablo
Language English
Subjects computer science
other research area
finance
HSG Classification contribution to scientific community
Date 7 June 2019
Event Title SIAM Conference on Financial Mathematics & Engineering
Event Location Toronto
Event Dates 4.6.-7.6.2019
Depositing User Dr. Lukas Gonon
Date Deposited 07 Nov 2019 09:32
Last Modified 07 Nov 2019 09:32
URI: https://www.alexandria.unisg.ch/publications/258268

Download

Full text not available from this repository.

Citation

Gonon, Lukas; Grigoryeva, Lyudmila & Ortega, Juan-Pablo: The Universality Problem in Dynamic Machine Learning with Applications to Realized Covolatilities Forecasting. 2019. - SIAM Conference on Financial Mathematics & Engineering. - Toronto.

Statistics

https://www.alexandria.unisg.ch/id/eprint/258268
Edit item Edit item
Feedback?