Pages that link to "Item:Q5693192"
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The following pages link to Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? (Q5693192):
Displayed 37 items.
- How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
- Adaptive ANOVA decomposition of stochastic incompressible and compressible flows (Q422978) (← links)
- Quasi-Monte Carlo methods for lattice systems: a first look (Q525790) (← links)
- Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids (Q544574) (← links)
- Dimension-wise integration of high-dimensional functions with applications to finance (Q708311) (← links)
- Multi-element probabilistic collocation method in high dimensions (Q846580) (← links)
- Randomly shifted lattice rules for unbounded integrands (Q855892) (← links)
- Exact cubature for a class of functions of maximum effective dimension (Q855894) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
- Polynomial-time algorithms for multivariate linear problems with finite-order weights: Average case setting (Q1029550) (← links)
- On the fundamental conjecture of HDMR: a Fourier analysis approach (Q1704731) (← links)
- Finite-order weights imply tractability of linear multivariate problems (Q1881675) (← links)
- Finite-order weights imply tractability of multivariate integration (Q1883584) (← links)
- Constructive representation of functions in low-rank tensor formats (Q1939497) (← links)
- Generation and application of multivariate polynomial quadrature rules (Q1986197) (← links)
- Automatic control variates for option pricing using neural networks (Q2040464) (← links)
- Symmetry exploits for Bayesian cubature methods (Q2302452) (← links)
- Bootstrap confidence sets for spectral projectors of sample covariance (Q2312688) (← links)
- A computational investigation of the optimal Halton sequence in QMC applications (Q2335713) (← links)
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
- Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
- Low discrepancy sequences in high dimensions: how well are their projections distributed? (Q2479345) (← links)
- Good lattice rules in weighted Korobov spaces with general weights (Q2491143) (← links)
- Dependence properties of scrambled Halton sequences (Q2672396) (← links)
- Single-index importance sampling with stratification (Q2684956) (← links)
- ANOVA Decomposition of Convex Piecewise Linear Functions (Q2926240) (← links)
- A multivariate fast discrete Walsh transform with an application to function interpolation (Q3055160) (← links)
- Good lattice rules based on the general weighted star discrepancy (Q3426032) (← links)
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation (Q3600420) (← links)
- Efficient exposure computation by risk factor decomposition (Q4619510) (← links)
- Better Approximations of High Dimensional Smooth Functions by Deep Neural Networks with Rectified Power Units (Q5162006) (← links)
- Construction algorithms for polynomial lattice rules for multivariate integration (Q5315423) (← links)
- Liberating the Dimension for Function Approximation and Integration (Q5326106) (← links)
- A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance (Q5326133) (← links)
- Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats (Q6159076) (← links)