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

Type
conference paper
Date Issued
2019-06-07
Author(s)
Gonon, Lukas
Grigoryeva, Lyudmila
Ortega, Juan-Pablo
Language
English
HSG Classification
contribution to scientific community
Event Title
SIAM Conference on Financial Mathematics & Engineering
Event Location
Toronto
Event Date
4.6.-7.6.2019
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/98571
Subject(s)
  • other research area

  • computer science

  • finance

Division(s)
  • SEPS - School of Econ...

  • MS - Faculty of Mathe...

Eprints ID
258268
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