High-Dimensional Regression on Sparse Grids Applied to Pricing Moving Window Asian Options

Open Journal of Statistics ◽

10.4236/ojs.2013.36051 ◽

2013 ◽

Vol 03 (06) ◽

pp. 427-440 ◽

Author(s):

Stefan Dirnstorfer ◽

Andreas J. Grau ◽

Rudi Zagst

Keyword(s):

Sparse Grids ◽

High Dimensional ◽

Moving Window ◽

Asian Options ◽

High Dimensional Regression

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Testing Covariates in High Dimensional Regression

SSRN Electronic Journal ◽

10.2139/ssrn.2260820 ◽

2013 ◽

Author(s):

Wei Lan ◽

Hansheng Wang ◽

Chih-Ling Tsai

Keyword(s):

High Dimensional ◽

High Dimensional Regression

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Hierarchical selection of variables in sparse high-dimensional regression

Institute of Mathematical Statistics Collections - Borrowing Strength: Theory Powering Applications – A Festschrift for Lawrence D. Brown ◽

10.1214/10-imscoll605 ◽

2010 ◽

pp. 56-69 ◽

Author(s):

Peter J. Bickel ◽

Ya’acov Ritov ◽

Alexandre B. Tsybakov

Keyword(s):

High Dimensional ◽

Selection Of Variables ◽

High Dimensional Regression ◽

Hierarchical Selection ◽

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A Fast and Scalable Multiobjective Genetic Fuzzy System for Linguistic Fuzzy Modeling in High-Dimensional Regression Problems

IEEE Transactions on Fuzzy Systems ◽

10.1109/tfuzz.2011.2131657 ◽

2011 ◽

Vol 19 (4) ◽

pp. 666-681 ◽

Author(s):

Rafael Alcala ◽

María José Gacto ◽

Francisco Herrera

Keyword(s):

Fuzzy System ◽

Fuzzy Modeling ◽

High Dimensional ◽

Genetic Fuzzy System ◽

High Dimensional Regression ◽

Regression Problems ◽

Linguistic Fuzzy Modeling

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Linguistic Fuzzy Modeling for High Dimensional Regression Problem Using Multi-Objective Genetic Algorithm

2018 International Conference on Computer, Communication, Chemical, Material and Electronic Engineering (IC4ME2) ◽

10.1109/ic4me2.2018.8465603 ◽

2018 ◽

Author(s):

Sayeeda Ashraf ◽

Pintu Chandra Shill

Keyword(s):

Genetic Algorithm ◽

Fuzzy Modeling ◽

High Dimensional ◽

Regression Problem ◽

Multi Objective ◽

Multi Objective Genetic Algorithm ◽

High Dimensional Regression ◽

Linguistic Fuzzy Modeling

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A multiple-case deletion approach for detecting influential points in high-dimensional regression

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2018.1433840 ◽

2018 ◽

Vol 48 (7) ◽

pp. 2065-2082 ◽

Author(s):

Tao Wang ◽

Qun Li ◽

Qingpei Zang ◽

Zhonghua Li

Keyword(s):

High Dimensional ◽

Influential Points ◽

Case Deletion ◽

High Dimensional Regression ◽

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Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options

Inspired by Finance ◽

10.1007/978-3-319-02069-3_15 ◽

2014 ◽

pp. 331-348

Author(s):

Peter Hepperger

Keyword(s):

Differential Equations ◽

High Dimensional ◽

Asian Options ◽

Low Dimensional

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A systematic review on model selection in high-dimensional regression

Journal of the Korean Statistical Society ◽

10.1016/j.jkss.2018.10.001 ◽

2019 ◽

Vol 48 (1) ◽

pp. 1-12 ◽

Author(s):

Eun Ryung Lee ◽

Jinwoo Cho ◽

Kyusang Yu

Keyword(s):

Systematic Review ◽

Model Selection ◽

High Dimensional ◽

High Dimensional Regression

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Consistent variable selection in high dimensional regression via multiple testing

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2005.03.011 ◽

2006 ◽

Vol 136 (12) ◽

pp. 4349-4364 ◽

Author(s):

Florentina Bunea ◽

Marten H. Wegkamp ◽

Anna Auguste

Keyword(s):

Variable Selection ◽

Multiple Testing ◽

High Dimensional ◽

High Dimensional Regression

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A Simple Bayesian Algorithm for Feature Ranking in High Dimensional Regression Problems

AI 2011: Advances in Artificial Intelligence - Lecture Notes in Computer Science ◽

10.1007/978-3-642-25832-9_23 ◽

2011 ◽

pp. 223-230

Author(s):

Enes Makalic ◽

Daniel F. Schmidt

Keyword(s):

High Dimensional ◽

Feature Ranking ◽

Bayesian Algorithm ◽

High Dimensional Regression ◽

Regression Problems

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A joint estimation for the high-dimensional regression modeling on stratified data

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2021.2008435 ◽

2021 ◽

pp. 1-12

Author(s):

Yimiao Gao ◽

Yuehan Yang

Keyword(s):

Regression Modeling ◽

Joint Estimation ◽

High Dimensional ◽

High Dimensional Regression ◽

Stratified Data

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