Deep ReLU Networks Overcome the Curse of Dimensionality for Generalized Bandlimited Functions

2021 ◽  
Vol 39 (6) ◽  
pp. 801-815
Author(s):  
Hadrien Montanelli
2017 ◽  
Author(s):  
Gianmarco Manzini ◽  
Gian Luca Delzanno ◽  
Louis James Vernon

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Hiroyuki Kawakatsu

AbstractThis paper considers a class of multivariate ARCH models with scalar weights. A new specification with hyperbolic weighted moving average (HWMA) is proposed as an analogue of the EWMA model. Despite the restrictive dynamics of a scalar weight model, the proposed model has a number of advantages that can deal with the curse of dimensionality. The empirical application illustrates that the (pseudo) out-of-sample multistep forecasts can be surprisingly more accurate than those from the DCC model.


2021 ◽  
Vol 280 (9) ◽  
pp. 108962
Author(s):  
Alexander Ulanovskii ◽  
Ilya Zlotnikov

Author(s):  
Eamonn Keogh ◽  
Abdullah Mueen

Sign in / Sign up

Export Citation Format

Share Document