Research on the application of improved MCMC algorithm in the measurement of high-dimensional financial data
In the face of high-dimensional financial data econometric analysis, numerous algorithms inevitably face problems such as difficult model identification, too slow convergence, and too long iteration time. Therefore, the study combines wavelet theory, multiresolution analysis and parallelized samplin...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-12-01
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| Series: | Systems and Soft Computing |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2772941925001292 |
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