Aryan Eftekhari

Università della Svizzera italiana - Institute of Computational Science

Via Giuseppe Buffi 13

Lugano, Ticino 6900

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

333

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

High-Dimensional Dynamic Stochastic Model Representation

Number of pages: 26 Posted: 11 Jun 2020 Last Revised: 10 Feb 2022
Aryan Eftekhari and Simon Scheidegger
Università della Svizzera italiana - Institute of Computational Science and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 182 (226,999)

Abstract:

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Generalized ANOVA, Dimensional Decomposition, High-Dimensional Model Representation, Adaptive Sparse Grids, High-Performance Computing, International Real Business Cycles, Occasionally Binding Constraints

2.

Large-Scale Precision Matrix Estimation With SQUIC

Number of pages: 15 Posted: 16 Aug 2021
Università della Svizzera italiana - Institute of Computational Science, Universita della Svizzera italiana (USI Lugano), Universita della Svizzera italiana (USI Lugano), TU Braunschweig, University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Universita della Svizzera italiana (USI Lugano)
Downloads 151 (265,318)

Abstract:

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SQUIC, precision matrix, LASSO, maximum likelihood,R,Python