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  • Search: subject:"the curse of dimensionality"
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Year of publication
Subject
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backward stochastic differential equation 2 breaking the curse of dimensionality 2 deep learning 2 deep reinforcement learning 2 dynamic programming 2 finite volume method 2 heterogeneous-agent continuous-time model 2 the curse of dimensionality 2 Analysis 1 Dynamic programming 1 Dynamische Optimierung 1 Finanzmathematik 1 Mathematical analysis 1 Mathematical finance 1 Mathematical programming 1 Mathematische Optimierung 1 Option pricing theory 1 Optionspreistheorie 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1
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Online availability
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Free 4
Type of publication
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Book / Working Paper 4
Type of publication (narrower categories)
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Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 4
Author
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Fernández-Villaverde, Jesús 2 Kahou, Mahdi Ebrahimi 2 Perla, Jesse 2 Sood, Arnav 2 Huang, Ji 1 Ji, Huang 1
Published in...
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CESifo Working Paper 2 CESifo working papers 2
Source
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ECONIS (ZBW) 2 EconStor 2
Showing 1 - 4 of 4
Cover Image
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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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
Exploiting Symmetry in High-Dimensional Dynamic Programming
Kahou, Mahdi Ebrahimi; Fernández-Villaverde, Jesús; … - 2021
with a large (but finite) number of heterogeneous agents using deep learning. The „curse of dimensionality“ is avoided due …
Persistent link: https://www.econbiz.de/10012599248
Saved in:
Cover Image
Exploiting symmetry in high-dimensional dynamic programming
Kahou, Mahdi Ebrahimi; Fernández-Villaverde, Jesús; … - 2021
with a large (but finite) number of heterogeneous agents using deep learning. The "curse of dimensionality" is avoided due …
Persistent link: https://www.econbiz.de/10012581353
Saved in:
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