Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach
Ying Chen (National University of Singapore)
- TI Complexity in Economics Seminars
Ying Chen (National University of Singapore)
Gabor Pinter (Bank of England, United Kingdom)
Maël Lebreton (Paris School of Economics, France and University of Geneva, Switzerland)
Rafael Lalive (University of Lausanne, Switzerland)
Daniel Lewis (University College London, United Kingdom)
Axelle Ferriere (Paris School of Economics, France)
Håkan Holm (Lund University, Sweden)
Nicolas Koch (Mercator Research Institute on Global Commons and Climate Change, Germany)
Erika Deserranno (Bocconi University, Italy)
Joris Pinkse (Pennsylvania State University, United States)
Benoît Schmutz (CREST, Institut Polytechnique de Paris)
James J. Choi (Yale University, United States)
Maarten Voors (Wageningen University)
Murat Mungan (Texas A&M University School of Law, United States)
Yannick Hoga (University of Duisburg-Essen, Germany)
Andreas Kotsadam (University of Oslo, Norway)
Guillaume Vuillemey (HEC Paris, France)
Takayuki Oishi (Meiji Gakuin University, Japan)
Victor Gonzalez-Jimenez
Alejandra Ramos (Trinity College Dublin, Ireland)