Repository logo
Research Outputs
Projects
People
Statistics
  1. Home
  2. HSG CRIS
  3. HSG Publications
  4. The Universality Problem in Dynamic Machine Learning with Applications to Realized Covolatilities Forecasting
Details

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  
;
Lyudmila Grigoryeva  
;
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
Support
HSG researchers can find instructions here for adding or importing publications (DOI, ORCID). Please send questions to alexandria@unisg.ch

Built with DSpace-CRIS software - Extension maintained and optimized by 4Science

  • Accessibility settings
  • Privacy policy
  • End User Agreement
  • Send Feedback
Repository logo COAR Notify