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)
Takayuki Oishi (Meiji Gakuin University, Japan)
Faculty: Andrei Levchenko (University of Michigan) and Michael D. König (Vrije Universiteit Amsterdam)
Melika Liporace (Tilburg University) and Rense Corten (Utrecht University)
Steef Peters (CEO and founder at wallet79) and Ben Meylahn (University of Amsterdam)
Shyam Sunder (Yale University, United States)
Tolga Özden
Sanjeev Goyal (University of Cambridge), Christine Gutekunst (Maastricht University), Jean-Jacques Herings (Maastricht University), Robin Lumsdaine (Erasmus University Rotterdam),Danilo Spinola (Maastricht University), et al.
Camille Cornand (University of Lyon, France)
Raquel Fernandez (New York University, United States)
Fernando Vega Redondo (Bocconi University, Italy)
Michael Kopel (University of Graz, Austria)
Anghel Negriu (University of Amsterdam)
Robert MacKay (Warwick, The United Kingdom)
Linda Schilling
Gavin Goy (University of Amsterdam)
Wei Xiao (Binghamton University)
Luba Petersen (Simon Fraser University, Canada)