Statistical Learning of Some Complex Systems: From Dynamic Systems to Market Microstructure
A complex system is one with many parts, whose behaviors are strongly dependent on each other. There are two interesting questions about complex systems. One is to understand how to recover the true structure of a complex system from noisy data. The other is to understand how the system interacts wi...
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| Language: | en_US |
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Harvard University
2013
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| Online Access: | http://dissertations.umi.com/gsas.harvard:10917 http://nrs.harvard.edu/urn-3:HUL.InstRepos:11124825 |