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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  orcid-logo
;
Lyudmila Grigoryeva  orcid-logo
;
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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