Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?.

Xiaoqun Wang Ian H. Sloan

Published in: SIAM J. Sci. Comput. (2005)

Keyphrases

high dimensional
high dimensionality
benchmark problems
high dimensions
feature space
website
high dimension
variable selection
np hard
problems involving
optimization problems
dimensionality reduction
data sets
expert systems
lower bound
data analysis
decision trees
social networks