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

Gonon, LukasLukasGononGrigoryeva, LyudmilaLyudmilaGrigoryevaOrtega, Juan-PabloJuan-PabloOrtega2023-04-132023-04-132019-06-07https://www.alexandria.unisg.ch/handle/20.500.14171/98571enThe Universality Problem in Dynamic Machine Learning with Applications to Realized Covolatilities Forecastingconference paper