SparseGridsForDynamicEcon

Pinned Repositories

HDMR
Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"
Language:Python20 2 03
SparseGrids_in_econ_handbook
Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)
Language:Jupyter Notebook41 2 07

SparseGridsForDynamicEcon's Repositories

SparseGridsForDynamicEcon/SparseGrids_in_econ_handbook
Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)
Language:Jupyter Notebook41 2 07
SparseGridsForDynamicEcon/HDMR
Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"
Language:Python20 2 03