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  • Search: subject:"Dimension reduction method"
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Subject
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Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Big Data 1 Big data 1 Data Mining 1 Data dimension reduction method 1 Data envelopment analysis 1 Data mining 1 Data-Envelopment-Analyse 1 Dimension reduction method 1 Multidimensional Lévy process 1 Normal variance-mean mixture 1 Option pricing theory 1 Optionspreistheorie 1 Quasi-Monte Carlo 1 Statistical method 1 Statistische Methode 1 Stochastic process 1 Stochastischer Prozess 1
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Online availability
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CC license 1 Free 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Chen, Zikang 1 Han, Song 1 Imai, Junichi 1
Published in...
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Asia-Pacific financial markets 1 Journal of management science and engineering 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Comparison of dimension reduction methods for DEA under big data via Monte Carlo simulation
Chen, Zikang; Han, Song - In: Journal of management science and engineering 6 (2021) 4, pp. 363-376
Data with large dimensions will bring various problems to the application of data envelopment analysis (DEA). In this study, we focus on a "big data" problem related to the considerably large dimensions of the input-output data. The four most widely used approaches to guide dimension reduction...
Persistent link: https://www.econbiz.de/10013206386
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Dimension reduction for pricing options under multidimensional Lévy processes
Imai, Junichi - In: Asia-Pacific financial markets 22 (2015) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10010511558
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