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Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises.

Ludovic CalèsApostolos ChalkisIoannis Z. EmirisVissarion Fisikopoulos
Published in: Comput. Geom. (2023)
Keyphrases
  • high dimensional
  • real world
  • multi dimensional
  • low dimensional
  • stock market
  • portfolio optimization
  • neural network
  • dimensionality reduction
  • approximation algorithms
  • approximation error
  • dependency graph