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Memristor is a newly prototyped nonlinear circuit device. Its value is not unique and changes according to the value of the magnitude and polarity of the voltage applied to it. In this paper, a simplified mathematical model is proposed to characterize the pinched hysteretic feature of the memristor, a memristor-based recurrent neural network model is given, and its global stability is studied. Using...
Model predictive control (MPC), also known as receding horizon control (RHC), is an advanced control strategy for optimizing the performance of control systems. For nonlinear systems, standard MPC schemes based on linearization would result in poor performance. In this paper, we propose an MPC scheme for nonlinear affine systems based on a recurrent neural network (RNN) called the simplified dual...
In this paper, we consider the contingent claim pricing and hedging of European call option. The theory of stock trading volume is applied to describe and study the fluctuations of stock prices in a stock market, and we obtain the formula for pricing a European call option. Then we discuss the range of parameters of the formula in a risk-averse market, and give the corresponding option pricing bounds...
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