3. Impression matrix norm
Solutions for dynamic large data sets are important in financial markets. Investors would like to tune their positions
according to the real time market impression under fluctuating market price, volatility and interest rate. It is hard to deal
with lots of variables at the same time. Therefore, it is necessary to define a proxy to reflect the market impression quickly.
We consider a 3-dimensional matrix having time, interest rate (r), and stochastic volatility dimensions where matrix entries
are market prices. As an application of 3-dimensional norms we define impression matrix norm.