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  • Search: subject:"curse of dimensionality"
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Year of publication
Subject
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Curse of dimensionality 21 curse of dimensionality 14 Stochastischer Prozess 11 Stochastic process 9 Estimation theory 7 Schätztheorie 7 Theorie 7 Theory 6 block structures 6 multivariate stochastic volatility 6 Asymptotic expansion 5 Deep learning 5 Kolmogorov PDEs 5 Malliavin calculus 5 Curse of Dimensionality 4 Option pricing theory 4 Optionspreistheorie 4 Prognoseverfahren 4 conditional moment inequalities 4 discrete choice 4 heavy-tailed distribution 4 leverage effects 4 multi-factors 4 partial identification 4 Deep neural network 3 Discrete choice 3 Diskrete Entscheidung 3 Dynamic programming 3 Expression rate 3 Forecasting model 3 Kapitaleinkommen 3 Mathematical programming 3 Mathematische Optimierung 3 Neural networks 3 Neuronale Netze 3 Schätzung 3 dynamic programming 3 Analysis 2 Barron space 2 Capital income 2
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Online availability
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Free 43
Type of publication
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Book / Working Paper 37 Article 6
Type of publication (narrower categories)
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Working Paper 24 Arbeitspapier 14 Graue Literatur 14 Non-commercial literature 14 Article in journal 4 Aufsatz in Zeitschrift 4 Article 2 Thesis 1
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Language
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English 35 Undetermined 8
Author
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Asai, Manabu 6 Caporin, Massimiliano 6 McAleer, Michael 5 Takahashi, Akihiko 5 Yamada, Toshihiro 5 Lee, Sokbae 4 Chen, Le-Yu 3 Gonon, Lukas 3 Blasques, Francisco 2 Ca' Zorzi, Michele 2 Chudik, Alexander 2 Dieppe, Alistair 2 Fernández-Villaverde, Jesús 2 Giannone, Domenico 2 Iguchi, Yuga 2 Kahou, Mahdi Ebrahimi 2 Koopman, Siem Jan 2 Krätzig, Markus 2 Lenza, Michele 2 Maliar, Lilia 2 Maliar, Serguei 2 Moussa, Karim 2 Naito, Riu 2 Perla, Jesse 2 Pflüger, Dirk 2 Primiceri, Giorgio E. 2 Schober, Peter 2 Schwab, Christoph 2 Sood, Arnav 2 Valentin, Julian 2 Winschel, Viktor 2 Andrews, Donald W.K. 1 Arellano, Cristina 1 Asai, M. 1 Caporin, M. 1 Chen, Le-yu 1 Draeseke, Robert 1 Dramski, Mariusz 1 Gheyas, Iffat A. 1 Giles, David E. A. 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Brigham Young University 1 Department of Economics, University of Victoria 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 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Tilburg University, Center for Economic Research 1 Tinbergen Instituut 1
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Published in...
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CIRJE discussion papers / F series 4 Tinbergen Institute Discussion Paper 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 CESifo Working Paper 2 CESifo working papers 2 Discussion paper / Tinbergen Institute 2 ECB Working Paper 2 Finance and stochastics 2 cemmap working paper 2 BYU Macroeconomics and Computational Laboratory Working Paper Series 1 CAEPR working papers 1 CARF working paper 1 Computational Economics 1 Computational economics 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 Econometrics Working Papers 1 European research studies 1 Finance and Stochastics 1 KIER Working Papers 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Tinbergen Institute Discussion Papers 1 Working Paper Series / European Central Bank 1 Working Papers. Serie AD 1 Working paper series / European Central Bank 1 Working paper series / Federal Reserve Bank of Richmond 1
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Source
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ECONIS (ZBW) 18 EconStor 12 RePEc 12 BASE 1
Showing 1 - 10 of 43
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Deep neural network expressivity for optimal stopping problems
Gonon, Lukas - In: Finance and stochastics 28 (2024) 3, pp. 865-910
Persistent link: https://www.econbiz.de/10015130415
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Extremum Monte Carlo Filters: Real-Time Signal Extraction via Simulation and Regression
Blasques, Francisco; Koopman, Siem Jan; Moussa, Karim - 2023
simulated and is not liable to the curse of dimensionality. Furthermore, the use of extremum estimation allows for a wide range …
Persistent link: https://www.econbiz.de/10014321789
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A Probabilistic Solution to High-Dimensional Continuous-Time Macro and Finance Models
Huang, Ji - 2023
. Deep learning streamlines the search for the probabilistic solution, which is less sensitive to the "curse of … dimensionality." The paper proposes a straightforward algorithm and assesses its accuracy by considering a multiple-country model …
Persistent link: https://www.econbiz.de/10014377574
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Extremum Monte Carlo filters : real-time signal extraction via simulation and regression
Blasques, Francisco; Koopman, Siem Jan; Moussa, Karim - 2023 - This version: March 23, 2023
simulated and is not liable to the curse of dimensionality. Furthermore, the use of extremum estimation allows for a wide range …
Persistent link: https://www.econbiz.de/10014247627
Saved in:
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Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko; Yamada, Toshihiro - 2023 - This version: May 9, 2023
Persistent link: https://www.econbiz.de/10014289121
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A probabilistic solution to high-dimensional continuous-time macro and finance models
Ji, Huang - 2023
. Deep learning streamlines the search for the probabilistic solution, which is less sensitive to the "curse of … dimensionality." The paper proposes a straightforward algorithm and assesses its accuracy by considering a multiple-country model …
Persistent link: https://www.econbiz.de/10014331249
Saved in:
Cover Image
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko; Yamada, Toshihiro - 2023 - This version : May 9, 2023
Persistent link: https://www.econbiz.de/10014266288
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Alternative dimensional reduction methods on the example of data preprocessing to build a ship exhaust model
Dramski, Mariusz; Mąka, Marcin - In: European research studies 25 (2022) 2, pp. 587-596
Persistent link: https://www.econbiz.de/10013532054
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Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids
Schober, Peter; Valentin, Julian; Pflüger, Dirk - In: Computational economics 59 (2022) 1, pp. 185-224
Persistent link: https://www.econbiz.de/10013168972
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Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
Gonon, Lukas; Schwab, Christoph - In: Finance and Stochastics 25 (2021) 4, pp. 615-657
Persistent link: https://www.econbiz.de/10014497566
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