Abstract: This article is devoted to stochastic convergence theorems for stochastic impulsive systems (SISs) and their application to discrete-time stochastic feedback control (DTSFC). A general ...
In the case of the Gamma, lognormal and Weibull distributions, maximum simulated likelihood is used with the possibility of four possibilities to construct the draws ...
This repository accompanies Stochastic Finance with Python by Avishek Nag (Apress, 2024). Download the files as a zip using the green button, or clone the repository to your machine using Git.
Abstract: The average impulsive interval is widely used to describe the frequency of impulsive occurrence (FIO), where the occurrence number of impulses is bounded by a linear function of time ...
Deep Learning with Yacine on MSN
How to implement stochastic gradient descent with momentum in Python
Learn how to implement SGD with momentum from scratch in Python—boost your optimization skills for deep learning.
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