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CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:Recurrent neural architectures for nonlinear volatility modeli
 ng
X-WR-TIMEZONE:Europe/Warsaw
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TZID:Europe/Warsaw
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TZOFFSETFROM:+0100
TZOFFSETTO:+0200
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DTSTART:19700329T020000
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BEGIN:VEVENT
UID:seminar-58-recurrent-neural-architectures-for-nonlinear-volatility-mode
 ling@qfrg.wne.uw.edu.pl
DTSTAMP:20261109T150632Z
DTSTART;TZID=Europe/Warsaw:20250512T183000
DTEND;TZID=Europe/Warsaw:20250512T200000
SUMMARY:QFRG & DSLab seminar: Recurrent neural architectures for nonlinear 
 volatility modeling
DESCRIPTION:Josip Arneric\, Mateusz Buczyński\n\nhttps://qfrg.wne.uw.edu.p
 l/seminars/58-recurrent-neural-architectures-for-nonlinear-volatility-mode
 ling/
LOCATION:Faculty of Economic Sciences\, University of Warsaw\, ul. Długa 4
 4/50\, 00-241 Warszawa\, Poland
URL:https://qfrg.wne.uw.edu.pl/seminars/58-recurrent-neural-architectures-f
 or-nonlinear-volatility-modeling/
END:VEVENT
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