We propose a semi-Lagrangian scheme using a spatially adaptive sparse grid to deal with non-linear time-dependent Hamilton-Jacobi Bellman equations. We focus in particular on front propagation models in higher dimensions ......

We present a machine learning approach using the sparse grid combination technique for the forecasting of intraday foreign exchange rates. The aim is to learn the impact of trading rules used by technical analysts just ......

Generative dimensionality reduction methods play an important role in machine learning applications because they construct an explicit mapping from a low-dimensional space to the high-dimensional data space. We discuss a ......