The agent-based financial market simulators serve as an important validation tool for trading strategies. For high-fidelity simulation, it is pivotal to calibrate the parameters of a simulator so that the generated si...
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ISBN:
(数字)9798350308365
ISBN:
(纸本)9798350308372
The agent-based financial market simulators serve as an important validation tool for trading strategies. For high-fidelity simulation, it is pivotal to calibrate the parameters of a simulator so that the generated simulation data resembles the observed real market data of interest. In traditional calibration methods, it is typical that the parameters of the simulator are set to be time-invariant. However, the dynamic nature of the real financial market introduces various variability into the behaviors of the market participants over different time intervals, posing in-herent limitations to the traditional methods. A more reasonable approach might involve employing a simulator with time-variant parameters. This suggests that the model parameters can be dynamically adjusted at different stages of the simulation to adapt to the evolving market. Consequently, the calibration problem of the financial market simulators can be treated as a dynamic optimization problem. To dynamically calibrate the simulators, we introduce an Evolutionary Dynamic Optimization (EDO) framework. By monitoring the changes of the best fitness, the whole simulation time interval is adaptively divided into multiple stages. Then the Negatively Correlated Search (NCS) algorithm is employed to effectively adjust the parameters at different simulation stages to better simulate the real financial market. Empirical results on both synthetic and real data verify that our dynamic calibration framework significantly outperforms traditional calibration methods that fixing a parameter for the whole simulation interval. The proposed strategy of detecting dynamic changes is also shown to be more reliable than the naive method of manually segmenting stages. In terms of calibration time, our proposed method significantly improves by nearly 93% compared to the fixed parameter setting, and approximately 61% compared to manual segmentation calibration.
This article focuses on the validation of a classical PID controller scheme for flexible spacecraft with regards to the effect of parameter uncertainty on system stability and pointing precision. A high-fidelity simul...
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This article focuses on the validation of a classical PID controller scheme for flexible spacecraft with regards to the effect of parameter uncertainty on system stability and pointing precision. A high-fidelity simulation environment with external disturbances was built in Simulink using a control-oriented model of an Earth-observing satellite with a flexible appendage and on-board microvibration sources in orbit around the planet. Then, a PID control loop was designed with sensor dynamics, time delay behaviour, and a smooth trajectory generator. After declaring the natural frequencies, damping ratio, and rotation angle of the appendage, as well as the propellant tank mass to be uncertain, two worst-case scenarios were identified. Comparing the response of worst-case systems with nominal settings, only a minor drop has been found in the phase margins, with little to no difference in the pointing errors (smaller than ±2 arcsec for both roll and pitch).
Script identification is vital for understanding scenes and video images. It is challenging due to high variations in physical appearance, typeface design, complex background, distortion, and significant overlap in th...
Script identification is vital for understanding scenes and video images. It is challenging due to high variations in physical appearance, typeface design, complex background, distortion, and significant overlap in the characteristics of different scripts. Unlike existing models, which aim to tackle the script images utilizing the scene text image as a whole, we propose to split the image into upper and lower halves to capture the intricate differences in stroke and style of various scripts. Motivated by the accomplishments of the transformer, a modified script-style-aware Mobile-Vision Transformer (M-ViT) is explored for encoding visual features of the images. To enrich the features of the transformer blocks, a novel Edge Enhanced Style Aware Channel Attention Module (EESA-CAM) has been integrated with M-ViT. Furthermore, the model fuses the features of the dual encoders (extracting features from the upper and the lower half of the images) by a dynamic weighted average procedure utilizing the gradient information of the encoders as the weights. In experiments on three standard datasets, MLe2e, CVSI2015, and SIW-13, the proposed model yielded superior performance compared to state-of-the-art models.
Considering the actual multi-agent coverage process, the motion trajectories are seriously affected by disturbances and noise. In this paper, a cooperative control method based on active disturbance rejection controll...
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Over the past decade, the continuous surge in cloud computing demand has intensified data center workloads, leading to significant carbon emissions and driving the need for improving their efficiency and sustainabilit...
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ISBN:
(数字)9783907144107
ISBN:
(纸本)9798331540920
Over the past decade, the continuous surge in cloud computing demand has intensified data center workloads, leading to significant carbon emissions and driving the need for improving their efficiency and sustainability. This paper focuses on the optimal allocation problem of batch compute loads with temporal and spatial flexibility across a global network of data centers. We propose a bilevel game-theoretic solution approach that captures the inherent hierarchical relationship between supervisory control objectives, such as carbon reduction and peak shaving, and operational objectives, such as priority-aware scheduling. Numerical simulations with real carbon intensity data demonstrate that the proposed approach success-fully reduces carbon emissions while simultaneously ensuring operational reliability and priority-aware scheduling.
Spiking neural networks (SNNs) have captured apparent interest over the recent years, stemming from neuroscience and reaching the field of artificial intelligence. However, due to their nature SNNs remain far behind i...
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Enhancing the communication rate and quality has become the primary goal for the development of next-generation mobile communication networks, and traditional techniques such as MIMO and increasing the transmit power ...
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Sensor network localization (SNL) problems require determining the physical coordinates of all sensors in a network. This process relies on the global coordinates of anchors and the available measurements between non-...
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ISBN:
(数字)9783907144107
ISBN:
(纸本)9798331540920
Sensor network localization (SNL) problems require determining the physical coordinates of all sensors in a network. This process relies on the global coordinates of anchors and the available measurements between non-anchor and anchor nodes. Attributed to the intrinsic non-convexity, obtaining a globally optimal solution to SNL is challenging, as well as implementing corresponding algorithms. In this paper, we formulate a non-convex multi-player potential game for a generic SNL problem to investigate the identification condition of the global Nash equilibrium (NE) therein, where the global NE represents the global solution of SNL. We employ canonical duality theory to transform the non-convex game into a complementary dual problem. Then we develop a conjugation-based algorithm to compute the stationary points of the complementary dual problem. On this basis, we show an identification condition of the global NE: the stationary point of the proposed algorithm satisfies a duality relation. Finally, simulation results are provided to validate the effectiveness of the theoretical results.
Aiming at the truck scheduling problem in the open-pit mine scenario, a truck scheduling model based on real-time ore blending is established, and an adaptive evolution algorithm for truck scheduling based on DCNSGA-I...
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Since 2013, the PULP (Parallel Ultra-Low Power) Platform project has been oneof the most active and successful initiatives in designing research IPs andreleasing them as open-source. Its portfolio now ranges from proc...
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