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)
Te Bao (Nanyang Technological University, Singapore)
Davide Radi (Catholic University of the Sacred Heart, Italy)
David Goldbaum (University of Technology Sydney, Australia)