As part of our research seminar, Maria Grith (Erasmus University Rotterdam) will lecture on "Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach".
This lecture will take place on Tuesday, January 14th, 2025 at 4:00 pm in Lecture Hall XXI, Main Building, Albertus-Magnus-Platz 1 (100).
Further dates of the research seminar can be found here.