{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,3,30]],"date-time":"2022-03-30T15:47:21Z","timestamp":1648655241601},"reference-count":25,"publisher":"Springer Science and Business Media LLC","issue":"8","license":[{"start":{"date-parts":[[2017,1,10]],"date-time":"2017-01-10T00:00:00Z","timestamp":1484006400000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Neural Comput &amp; Applic"],"published-print":{"date-parts":[[2018,10]]},"DOI":"10.1007\/s00521-016-2814-6","type":"journal-article","created":{"date-parts":[[2017,1,9]],"date-time":"2017-01-09T23:49:59Z","timestamp":1484005799000},"page":"2479-2487","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["A new method to explore the structure of effective dimensions for functions"],"prefix":"10.1007","volume":"30","author":[{"given":"Chenxi","family":"Fan","sequence":"first","affiliation":[]},{"given":"Qingbiao","family":"Wu","sequence":"additional","affiliation":[]},{"given":"Yasir","family":"Khan","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2017,1,10]]},"reference":[{"key":"2814_CR1","volume-title":"An adaptive sparse grid approach for time series prediction, sparse grids and applications","author":"B Bohn","year":"2013","unstructured":"Bohn B, Griebel M (2013) An adaptive sparse grid approach for time series prediction, sparse grids and applications. Springer, Berlin"},{"key":"2814_CR2","doi-asserted-by":"crossref","first-page":"27","DOI":"10.21314\/JCF.1997.005","volume":"1","author":"RE Caflisch","year":"1997","unstructured":"Caflisch RE, Morokoff W, Owen A (1997) Valuation of mortgage backed securities using Brownian bridges to reduce effective dimension. J Comput Finance 1:27\u201346","journal-title":"J Comput Finance"},{"key":"2814_CR3","doi-asserted-by":"crossref","first-page":"111","DOI":"10.1016\/j.jat.2014.04.014","volume":"184","author":"J Dick","year":"2014","unstructured":"Dick J, Gnewuch M (2014) Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition. J Approx Theory 184:111\u2013145","journal-title":"J Approx Theory"},{"key":"2814_CR4","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511761188","volume-title":"Digital nets and sequences: discrepancy theory and quasi-Monte Carlo integration","author":"J Dick","year":"2010","unstructured":"Dick J, Pillichshammer F (2010) Digital nets and sequences: discrepancy theory and quasi-Monte Carlo integration. Cambridge University Press, Cambridge"},{"key":"2814_CR5","doi-asserted-by":"crossref","first-page":"63","DOI":"10.1007\/s00211-005-0674-6","volume":"103","author":"J Dick","year":"2006","unstructured":"Dick J, Sloan IH, Wang X, Wo\u017aniakowski H (2006) Good lattice rules in weighted Korobov spaces with general weights. Numer Math 103:63\u201397","journal-title":"Numer Math"},{"key":"2814_CR6","doi-asserted-by":"crossref","first-page":"133","DOI":"10.1017\/S0962492913000044","volume":"22","author":"J Dick","year":"2013","unstructured":"Dick J, Kuo FY, Sloan IH (2013) High-dimensional integration: the quasi-Monte Carlo way. Acta Numer 22:133\u2013288","journal-title":"Acta Numer"},{"key":"2814_CR7","volume-title":"Options, futures, and other derivatives","author":"J Hull","year":"1999","unstructured":"Hull J (1999) Options, futures, and other derivatives. Pearson Education, Noida"},{"key":"2814_CR8","doi-asserted-by":"crossref","first-page":"A2101","DOI":"10.1137\/130926286","volume":"36","author":"J Imai","year":"2014","unstructured":"Imai J, Tan KS (2014) Pricing derivative securities using integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment. SIAM J Sci Comput 36:A2101\u2013A2121","journal-title":"SIAM J Sci Comput"},{"key":"2814_CR9","doi-asserted-by":"crossref","first-page":"926","DOI":"10.1287\/mnsc.42.6.926","volume":"42","author":"C Joy","year":"1996","unstructured":"Joy C, Boyle PP, Tan KS (1996) Quasi-Monte Carlo methods in numerical finance. Manag Sci 42:926\u2013938","journal-title":"Manag Sci"},{"key":"2814_CR10","doi-asserted-by":"crossref","first-page":"3351","DOI":"10.1137\/110845537","volume":"50","author":"FY Kuo","year":"2012","unstructured":"Kuo FY, Schwab C, Sloan IH (2012) Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients. SIAM J Numer Anal 50:3351\u20133374","journal-title":"SIAM J Numer Anal"},{"key":"2814_CR11","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1017\/S1446181112000077","volume":"53","author":"FY Kuo","year":"2012","unstructured":"Kuo FY, Schwab C, Sloan IH (2012) Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond. ANZIAM J 53:1\u201337","journal-title":"ANZIAM J"},{"key":"2814_CR12","doi-asserted-by":"crossref","first-page":"411","DOI":"10.1007\/s10208-014-9237-5","volume":"15","author":"FY Kuo","year":"2015","unstructured":"Kuo FY, Schwab C, Sloan IH (2015) Multi-level quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients. Found Comput Math 15:411\u2013449","journal-title":"Found Comput Math"},{"key":"2814_CR13","volume-title":"Monte Carlo and quasi-Monte Carlo sampling","author":"C Lemieux","year":"2009","unstructured":"Lemieux C (2009) Monte Carlo and quasi-Monte Carlo sampling. Springer, Berlin"},{"key":"2814_CR14","doi-asserted-by":"crossref","DOI":"10.1137\/1.9781611970081","volume-title":"Random number generation and quasi-Monte Carlo methods","author":"H Niederreiter","year":"1992","unstructured":"Niederreiter H (1992) Random number generation and quasi-Monte Carlo methods. SIAM, Philadelphia"},{"key":"2814_CR15","volume-title":"Effective dimension for weighted function spaces. Unpublished results","author":"A Owen","year":"2014","unstructured":"Owen A (2014) Effective dimension for weighted function spaces. Unpublished results. Stanford University, Stanford"},{"key":"2814_CR16","doi-asserted-by":"crossref","first-page":"113","DOI":"10.3905\/jpm.1995.409541","volume":"22","author":"SH Paskov","year":"1995","unstructured":"Paskov SH, Traub JF (1995) Faster valuation of financial derivatives. J Portf Manag 22:113\u2013123","journal-title":"J Portf Manag"},{"key":"2814_CR17","volume-title":"Infinite linear programs","author":"T Sharkey","year":"2011","unstructured":"Sharkey T (2011) Infinite linear programs. Wiley Encyclopedia of Operations Research and Management Science, New Jersey"},{"key":"2814_CR18","doi-asserted-by":"crossref","first-page":"1087","DOI":"10.1137\/090765547","volume":"48","author":"J Shen","year":"2010","unstructured":"Shen J, Wang L (2010) Sparse spectral approximations of high-dimensional problems based on hyperbolic cross. SIAM J Numer Anal 48:1087\u20131109","journal-title":"SIAM J Numer Anal"},{"key":"2814_CR19","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1006\/jcom.1997.0463","volume":"14","author":"IH Sloan","year":"1998","unstructured":"Sloan IH, Wo\u017aniakowski H (1998) When are quasi-Monte Carlo algorithms efficient for high dimensional integrals? J Complex 14:1\u201333","journal-title":"J Complex"},{"key":"2814_CR20","doi-asserted-by":"crossref","first-page":"271","DOI":"10.1016\/S0378-4754(00)00270-6","volume":"55","author":"IM Sobol","year":"2001","unstructured":"Sobol IM (2001) Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates. Math Comput Simul 55:271\u2013280","journal-title":"Math Comput Simul"},{"key":"2814_CR21","doi-asserted-by":"crossref","first-page":"A283","DOI":"10.1137\/100814597","volume":"34","author":"X Wang","year":"2012","unstructured":"Wang X (2012) Enhancing quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance. SIAM J Sci Comput 34:A283\u2013A308","journal-title":"SIAM J Sci Comput"},{"key":"2814_CR22","doi-asserted-by":"crossref","first-page":"101","DOI":"10.1016\/S0885-064X(03)00003-7","volume":"19","author":"X Wang","year":"2003","unstructured":"Wang X, Fang KT (2003) The effective dimension and quasi-Monte Carlo integration. J Complex 19:101\u2013124","journal-title":"J Complex"},{"key":"2814_CR23","doi-asserted-by":"crossref","first-page":"159","DOI":"10.1137\/S1064827503429429","volume":"27","author":"X Wang","year":"2005","unstructured":"Wang X, Sloan IH (2005) Why are high-dimensional finance problems often of low effective dimension? SIAM J Sci Comput 27:159\u2013183","journal-title":"SIAM J Sci Comput"},{"key":"2814_CR24","doi-asserted-by":"crossref","first-page":"631","DOI":"10.1093\/imanum\/drl044","volume":"27","author":"X Wang","year":"2007","unstructured":"Wang X, Sloan IH (2007) Brownian bridge and principal component analysis: towards removing the curse of dimensionality. IMA J Numer Anal 27:631\u2013654","journal-title":"IMA J Numer Anal"},{"key":"2814_CR25","doi-asserted-by":"crossref","first-page":"376","DOI":"10.1287\/mnsc.1120.1568","volume":"59","author":"X Wang","year":"2013","unstructured":"Wang X, Tan KS (2013) Pricing and hedging with discontinuous functions: quasi-Monte Carlo methods and dimension reduction. Manag Sci 59:376\u2013389","journal-title":"Manag Sci"}],"container-title":["Neural Computing and Applications"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s00521-016-2814-6\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00521-016-2814-6.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00521-016-2814-6.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2018,9,26]],"date-time":"2018-09-26T03:25:58Z","timestamp":1537932358000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s00521-016-2814-6"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,1,10]]},"references-count":25,"journal-issue":{"issue":"8","published-print":{"date-parts":[[2018,10]]}},"alternative-id":["2814"],"URL":"https:\/\/doi.org\/10.1007\/s00521-016-2814-6","relation":{},"ISSN":["0941-0643","1433-3058"],"issn-type":[{"value":"0941-0643","type":"print"},{"value":"1433-3058","type":"electronic"}],"subject":[],"published":{"date-parts":[[2017,1,10]]}}}