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  • Search: subject:"Curse of dimensionality"
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Year of publication
Subject
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Curse of dimensionality 45 curse of dimensionality 33 Theorie 24 Theory 23 Stochastischer Prozess 20 Stochastic process 18 Estimation theory 15 Schätztheorie 15 Dynamic programming 12 Mathematical programming 12 Mathematische Optimierung 12 Dynamische Optimierung 10 Prognoseverfahren 8 multivariate stochastic volatility 8 Forecasting model 7 Neural networks 7 block structures 7 Artificial intelligence 6 Curse of Dimensionality 6 Deep learning 6 Endogenous grid 6 Künstliche Intelligenz 6 Large scale 6 Markov chain 6 Markov-Kette 6 Neuronale Netze 6 Schätzung 6 Asymptotic expansion 5 Discrete choice 5 Diskrete Entscheidung 5 Envelope condition 5 Estimation 5 Kapitaleinkommen 5 Kolmogorov PDEs 5 Learning process 5 Lernprozess 5 Malliavin calculus 5 Value function iteration 5 heavy-tailed distribution 5 leverage effects 5
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Online availability
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Free 44 Undetermined 36
Type of publication
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Article 45 Book / Working Paper 44
Type of publication (narrower categories)
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Article in journal 31 Aufsatz in Zeitschrift 31 Working Paper 25 Arbeitspapier 15 Graue Literatur 15 Non-commercial literature 15 Article 2 Thesis 1
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Language
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English 66 Undetermined 23
Author
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Asai, Manabu 8 Caporin, Massimiliano 8 McAleer, Michael 7 Maliar, Lilia 6 Maliar, Serguei 6 Lee, Sokbae 5 Takahashi, Akihiko 5 Yamada, Toshihiro 5 Chen, Le-Yu 4 Winschel, Viktor 4 Gonon, Lukas 3 Arellano, Cristina 2 Blasques, Francisco 2 Ca' Zorzi, Michele 2 Chudik, Alexander 2 Dieppe, Alistair 2 Fernández-Villaverde, Jesús 2 Giannone, Domenico 2 Guo, Junjie 2 Iguchi, Yuga 2 Kahou, Mahdi Ebrahimi 2 Koopman, Siem Jan 2 Krätzig, Markus 2 Laan, Mark van der 2 Lenza, Michele 2 Moussa, Karim 2 Naito, Riu 2 Perla, Jesse 2 Pflüger, Dirk 2 Primiceri, Giorgio E. 2 Rust, John 2 Schober, Peter 2 Schwab, Christoph 2 Sood, Arnav 2 Tsyrennikov, Viktor 2 Vaart, Aad van der 2 Valentin, Julian 2 Xu, Ke-Li 2 Ammar, A. 1 Andrews, Donald W.K. 1
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Institution
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Department of Economics and Finance, College of Business and Economics 2 Berkeley Electronic Press 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Brigham Young University 1 Department of Economics, University of Victoria 1 EconWPA 1 Erasmus University Rotterdam, Econometric Institute 1 European Central Bank 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institute of Economic Research, Kyoto University 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Tilburg University, Center for Economic Research 1 Tinbergen Instituut 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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CIRJE discussion papers / F series 4 Journal of econometrics 4 Journal of economic dynamics & control 3 Tinbergen Institute Discussion Paper 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 CESifo Working Paper 2 CESifo working papers 2 Computational economics 2 Discussion paper / Tinbergen Institute 2 ECB Working Paper 2 Economic modelling 2 Finance and stochastics 2 Working Papers in Economics 2 cemmap working paper 2 Annals of the Institute of Statistical Mathematics 1 Annual review of economics 1 Applied Econometrics 1 Applied economics 1 BYU Macroeconomics and Computational Laboratory Working Paper Series 1 CAEPR working papers 1 CARF working paper 1 Computational Economics 1 Computational Optimization and Applications 1 Computing in Economics and Finance 2005 1 Cowles Foundation Discussion Papers 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Documentos de Trabajo del ICAE 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Econometrics Working Papers 1 Economics Letters 1 Economics Papers from University Paris Dauphine 1 Economics letters 1 Energy economics 1 European journal of operational research : EJOR 1 Finance and Stochastics 1 GE, Growth, Math methods 1 Handbook of computational economics : volume 3 1 International Journal of Biostatistics 1
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Source
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ECONIS (ZBW) 47 RePEc 29 EconStor 12 BASE 1
Showing 51 - 60 of 89
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu; Caporin, Massimiliano; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009767006
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Time-consistent mean-variance portfolio selection with only risky assets
Pun, Chi Seng - In: Economic modelling 75 (2018), pp. 281-292
Persistent link: https://www.econbiz.de/10012101523
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The perils of aggregating foreign variables in panel data models
Ca' Zorzi, Michele; Chudik, Alexander; Dieppe, Alistair - 2012
The curse of dimensionality refers to the difficulty of including all relevant variables in empirical applications due …
Persistent link: https://www.econbiz.de/10011605489
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Cover Image
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
McAleer, Michael; Asai, Manabu; Caporin, Massimiliano - Institute of Economic Research, Kyoto University - 2012
Most multivariate variance or volatility models suffer from a common problem, the “curse of dimensionality”. For this …
Persistent link: https://www.econbiz.de/10010540176
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Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
Asai, Manabu; Caporin, Massimiliano; McAleer, Michael - Facultad de Ciencias Económicas y Empresariales, … - 2012
Most multivariate variance or volatility models suffer from a common problem, the “curse of dimensionality”. For this …
Persistent link: https://www.econbiz.de/10009652057
Saved in:
Cover Image
The perils of aggregating foreign variables in panel data models
Ca' Zorzi, Michele; Chudik, Alexander; Dieppe, Alistair - European Central Bank - 2012
The curse of dimensionality refers to the difficulty of including all relevant variables in empirical applications due …
Persistent link: https://www.econbiz.de/10010686730
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Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation
Kleijnen, Jack P.C.; Shi, W.; Liu, Zhixue - Tilburg University, Center for Economic Research - 2012
Abstract: Factor screening searches for the really important inputs (factors) among the many inputs that are changed in a realistic simulation experiment. Sequential bifurcation (or SB) is a sequential method that changes groups of inputs simultaneously. SB is the most e¢ cient and effective...
Persistent link: https://www.econbiz.de/10011091457
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Approximate stochastic dynamic programming for hydroelectric production planning
Zéphyr, Luckny; Lang, Pascal; Lamond, Bernard F.; … - In: European journal of operational research : EJOR 262 (2017) 2, pp. 586-601
Persistent link: https://www.econbiz.de/10011798818
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Envelope condition method with an application to default risk models
Arellano, Cristina; Maliar, Lilia; Maliar, Serguei; … - In: Journal of economic dynamics & control 69 (2016), pp. 436-459
Persistent link: https://www.econbiz.de/10011708605
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Adaptive transit routing in stochastic time-dependent networks
Rambha, Tarun; Boyles, Stephen D.; Waller, S. Travis - In: Transportation science : a journal of the Institute for … 50 (2016) 3, pp. 1043-1059
Persistent link: https://www.econbiz.de/10011550409
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