Zobrazeno 1 - 10
of 65
pro vyhledávání: '"Sie Long Kek"'
Publikováno v:
Data Science in Finance and Economics, Vol 2, Iss 4, Pp 356-370 (2022)
In this paper, a financial risk model, which is formulated from the risk management process of financial markets, is studied. By considering the presence of Gaussian white noise, the financial risk model is reformulated as a stochastic optimal contro
Externí odkaz:
https://doaj.org/article/b60f1b55399247de914a1b9ecf176ca1
Publikováno v:
Results in Control and Optimization, Vol 4, Iss , Pp 100022- (2021)
In this paper, the testing of linear models with different parameter values is conducted for solving the optimal control problem of a second-order dynamical system. The purpose of this testing is to provide the solution with the same structure but di
Externí odkaz:
https://doaj.org/article/9d8e8acae34345efae0b281da97890f0
Autor:
Stephanie S. W. Su, Sie Long Kek
Publikováno v:
Journal of Mathematics, Vol 2021 (2021)
In this paper, the current variant technique of the stochastic gradient descent (SGD) approach, namely, the adaptive moment estimation (Adam) approach, is improved by adding the standard error in the updating rule. The aim is to fasten the convergenc
Externí odkaz:
https://doaj.org/article/66cb556a62aa42b489ab00042cfe6896
Publikováno v:
Spreadsheets in Education, Vol 8, Iss 2 (2015)
Motivated by the work of Richardson’s extrapolation spreadsheet calculator up to level 4 to approximate definite differentiation, we have developed a Romberg integral spreadsheet calculator to approximate definite integral. The main feature of this
Externí odkaz:
https://doaj.org/article/1e942ec3fc674e99a27641f198b48e6a
Publikováno v:
Spreadsheets in Education, Vol 7, Iss 1 (2014)
Even though interpolating bivariate data by Lagrange interpolation is straightforward, its repetitive calculations are quite boring and complicated if the number of data is large. Hence, there is a need to have a suitable tool in teaching and learnin
Externí odkaz:
https://doaj.org/article/e4f0535d961a43638ab5167ccf3b8cce
Publikováno v:
Spreadsheets in Education, Vol 8, Iss 1 (2014)
Motivated by the work of a spreadsheet solution of a system of ordinary differential equations (ODEs) using the fourth-order Runge-Kutta (RK4) method, a RK4 spreadsheet calculator for solving a system of two first-order ODEs was developed using VBA p
Externí odkaz:
https://doaj.org/article/20af7dbad67e4244845a501686d09e09
Publikováno v:
Spreadsheets in Education, Vol 6, Iss 2 (2013)
Even though approximating the definite differentiation by Richardson’s extrapolation method is straight forward, but its repetitive calculations are quite boring. Hence, there is a need to develop a suitable tool in teaching and learning for this m
Externí odkaz:
https://doaj.org/article/9315545dd39a4d60b01cb139c96cbc81
Publikováno v:
Spreadsheets in Education, Vol 5, Iss 2 (2012)
Solving systems of ordinary differential equations (ODEs) by using the fourth-order Runge-Kutta (RK4) method in classroom or in examinations is quite tedious, tiring and boring since it involves many iterative calculations. Hence, there is a need to
Externí odkaz:
https://doaj.org/article/93a520529ab74da7b1babfb37441f5a0
Publikováno v:
Advances in Technology Innovation. 8:150-161
This study aims to optimally control the level of a four-tank system at the steady state in the random disturbance environment using the stochastic approximation (SA) approach. Firstly, the stochastic optimal control problem of an equivalent discrete
Publikováno v:
Applied Computing and Intelligence. 3:79-92
In this paper, optimal control of an inverted pendulum on a cart system is studied. Since the nonlinear structure of the system is complex, and in the presence of random disturbances, optimization and control of the motion of the system become more c