Enhancing automic and optimal control systems through graphical structures
The concept of graphical structures of extended suprametric space is introduced in this study
and applied to supra-graphical contractive map**. A recursive algorithm in connection …
and applied to supra-graphical contractive map**. A recursive algorithm in connection …
Optimal control methodology for the counter-terrorism strategies: The relaxation based approach
This paper deals with a novel application of the advanced optimal control techniques to a
Counter-Terrorism optimal decision-making problem. The recently developed model of the …
Counter-Terrorism optimal decision-making problem. The recently developed model of the …
On a Data-Driven Optimization Approach to the PID-Based Algorithmic Trading
V Azhmyakov, I Shirokov, Y Dernov… - Journal of Risk and …, 2023 - mdpi.com
This paper proposes an optimal trading algorithm based on a novel application of
conventional control engineering (CE). We consider a fundamental CE concept, namely, the …
conventional control engineering (CE). We consider a fundamental CE concept, namely, the …
Application of a Switched PIDD Type Control Strategy to the Model-Free Algorithmic Trading
V Azhmyakov, I Shirokov, LAG Trujillo - IFAC-PapersOnLine, 2022 - Elsevier
Our paper is devoted to an applications of the feedback control methodology to the modern
Algorithmic Trading (AT). The controller we propose performs a specific four term control …
Algorithmic Trading (AT). The controller we propose performs a specific four term control …
Robust state estimations in controlled ARMA processes with the non-Gaussian noises: applications to the delayed dynamics
This paper deals with a novel theoretic approach to the robust state estimations in discrete-
time dynamic systems with the non-Gaussian correlated stochastic noises. The methodology …
time dynamic systems with the non-Gaussian correlated stochastic noises. The methodology …
A Formal Approach to Optimally Configure a Fully Connected Multilayer Hybrid Neural Network
This paper is devoted to a novel formal analysis, optimizing the learning models for
feedforward multilayer neural networks with hybrid structures. The proposed mathematical …
feedforward multilayer neural networks with hybrid structures. The proposed mathematical …
[PDF][PDF] On the Proportional-Integral-Derivative based trading algorithm under the condition of the log-normal distribution of stock market data
V Azhmyakov, I Shirokov, Y Dernov… - … and Applications in …, 2022 - researchgate.net
Our paper deals with a novel trading algorithm based on the conventional feedback control
methodology. A profitable trading algorithm design for stock markets constitutes a very …
methodology. A profitable trading algorithm design for stock markets constitutes a very …
A gradient algorithm for solution of the optimal control problem for hybrid switching systems
In this article, an algorithm is presented for solving the optimal control problem for the
general form of a hybrid switching system. The cost function comprises terminal, running and …
general form of a hybrid switching system. The cost function comprises terminal, running and …
Stabilization of a class of switched dynamic systems: the Riccati-equation-based Approach
M Bonilla, NA Aguillón, MA Ortiz Castillo… - IMA Journal of …, 2022 - academic.oup.com
Our paper deals with the stabilization of a class of time-dependent linear autonomous
complex systems with a switched structure. The initially given switched dynamic system is …
complex systems with a switched structure. The initially given switched dynamic system is …
On the Optimal Control Approach to the Hybrid Deep Learning
V Azhmyakov, LAG Trujillo… - 2024 10th International …, 2024 - ieeexplore.ieee.org
This paper proposes a novel interpretation of the hybrid Deep Learning (DL) models in the
form of an auxiliary semiclassical Optimal Control Problem (OCP) with a switched structure …
form of an auxiliary semiclassical Optimal Control Problem (OCP) with a switched structure …