A Data Driven Neural Network Approach to Optimal Asset Allocation for Target Based Defined Contribution Pension Plans

2018 ◽  
Author(s):  
Yuying Li ◽  
Peter Forsyth
2021 ◽  
Vol 13 (17) ◽  
pp. 3537
Author(s):  
Jean-Marie Vient ◽  
Frederic Jourdin ◽  
Ronan Fablet ◽  
Baptiste Mengual ◽  
Ludivine Lafosse ◽  
...  

Due to complex natural and anthropogenic interconnected forcings, the dynamics of suspended sediments within the ocean water column remains difficult to understand and monitor. Numerical models still lack capabilities to account for the variabilities depicted by in situ and satellite-derived datasets. Besides, the irregular space-time sampling associated with satellite sensors make crucial the development of efficient interpolation methods. Optimal Interpolation (OI) remains the state-of-the-art approach for most operational products. Due to the large increase of both in situ and satellite measurements more and more available information is coming from in situ and satellite measurements, as well as from simulation models. The emergence of data-driven schemes as possibly relevant alternatives with increased capabilities to recover finer-scale processes. In this study, we investigate and benchmark three state-of-the-art data-driven schemes, namely an EOF-based technique, an analog data assimilation scheme, and a neural network approach, with an OI scheme. We rely on an Observing System Simulation Experiment based on high-resolution numerical simulations and simulated satellite observations using real satellite sampling patterns. The neural network approach, which relies on variational data assimilation formulation for the interpolation problem, clearly outperforms both the OI and the other data-driven schemes, both in terms of reconstruction performance and of a greater ability to recover high-frequency events. We further discuss how these results could transfer to real data, as well as to other problems beyond interpolation issues, especially short-term forecasting problems from partial satellite observations.


2018 ◽  
Vol 106 (6) ◽  
pp. 603 ◽  
Author(s):  
Bendaoud Mebarek ◽  
Mourad Keddam

In this paper, we develop a boronizing process simulation model based on fuzzy neural network (FNN) approach for estimating the thickness of the FeB and Fe2B layers. The model represents a synthesis of two artificial intelligence techniques; the fuzzy logic and the neural network. Characteristics of the fuzzy neural network approach for the modelling of boronizing process are presented in this study. In order to validate the results of our calculation model, we have used the learning base of experimental data of the powder-pack boronizing of Fe-15Cr alloy in the temperature range from 800 to 1050 °C and for a treatment time ranging from 0.5 to 12 h. The obtained results show that it is possible to estimate the influence of different process parameters. Comparing the results obtained by the artificial neural network to experimental data, the average error generated from the fuzzy neural network was 3% for the FeB layer and 3.5% for the Fe2B layer. The results obtained from the fuzzy neural network approach are in agreement with the experimental data. Finally, the utilization of fuzzy neural network approach is well adapted for the boronizing kinetics of Fe-15Cr alloy.


1997 ◽  
Author(s):  
Daniel Benzing ◽  
Kevin Whitaker ◽  
Dedra Moore ◽  
Daniel Benzing ◽  
Kevin Whitaker ◽  
...  

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