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	20 Jul 2022 17:40
URI:	https://www.alexandria.unisg.ch/publications/258268

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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.

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https://www.alexandria.unisg.ch/id/eprint/258268

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