Dimensionality reduction and greedy learning of convoluted stochastic dynamics (Q1007727)

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Dimensionality reduction and greedy learning of convoluted stochastic dynamics
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    Dimensionality reduction and greedy learning of convoluted stochastic dynamics (English)
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    24 March 2009
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    nonlinear approximation
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    volatility deconvolution and recovery
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    wavelets
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    vaguelettes and ICA
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    dimensionality reduction
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    greedy learning
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