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 | 20 Jul 2022 17:40 |
URI: | https://www.alexandria.unisg.ch/publications/258268 |
DownloadFull text not available from this repository.CitationGonon, 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. Statisticshttps://www.alexandria.unisg.ch/id/eprint/258268
|