Scalable high-dimensional dynamic stochastic economic modeling.

Johannes Brumm Dmitry Mikushin Simon Scheidegger Olaf Schenk

Published in: J. Comput. Sci. (2015)

Keyphrases

high dimensional
stochastic models
dynamic environments
dimensionality reduction
feature space
low dimensional
lightweight
nearest neighbor
high dimensional data
social networks
similarity search
metric space
variable selection