Econometrics Lunch Seminar (PhD Seminar): Natasia Villadsen
Title: Forecasting High-Dimensional Realised Covariances via Machine Learning
Info about event
Time
Location
Universitetsbyen 51, Building 1816, room 613
Presenter: Natasia Villadsen, AU
Title: Forecasting High-Dimensional Realised Covariances via Machine Learning
Main supervisor: Bezirgen Veliyev
Discussant: TBA
This presentation is also part of Natasia's mandatory 1st year presentation for PhD students.
Coordinators: Mikkel Sølvsten and Morten Ørregaard Nielsen
https://econ.au.dk/ace