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压缩映射不动点的最坏情形计算存在维数灾难吗？AI 解读

This paper analyzes the complexity of the contraction fixed point problem: compute an e-approximation to the fixed point V * = Γ(V * ) of a contraction mapping r that maps a Banach space B d of continuous functions of d variables into itself. We focus on quasi linear contractions where Γ is a nonlinear functional of a finite number of conditional expectation operators. This class includes contractive Fredholm integral equations that arise in asset pricing applications and…

GAUSS 与 MATLAB：一项比较AI 解读

Abstract I compare two high‐level matrix programming languages with built‐in function libraries and graphics routines. Their interactive nature and convenient syntax makes them ideal for use in econometric applications. The languages are remarkably similar in terms of their features and performance. MATLAB's chief advantage is that it runs on a wider array of hardware and operating systems than GAUSS. GAUSS's main advantage is that it has better coverage of statistical and…