Guo, Zhishan. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (p. 71-82). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement i --- p.ii / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Constrained Pseudoconvex Optimization --- p.1 / Chapter 1.2 --- Recurrent Neural Networks --- p.4 / Chapter 1.3 --- Thesis Organization --- p.7 / Chapter 2 --- Literature Review --- p.8 / Chapter 2.1 --- Pseudo convex Optimization --- p.8 / Chapter 2.2 --- Recurrent Neural Networks --- p.10 / Chapter 3 --- Model Description and Convergence Analysis --- p.17 / Chapter 3.1 --- Model Descriptions --- p.18 / Chapter 3.2 --- Global Convergence --- p.20 / Chapter 4 --- Numerical Examples --- p.27 / Chapter 4.1 --- Gaussian Optimization --- p.28 / Chapter 4.2 --- Quadratic Fractional Programming --- p.36 / Chapter 4.3 --- Nonlinear Convex Programming --- p.39 / Chapter 5 --- Real-time Data Reconciliation --- p.42 / Chapter 5.1 --- Introduction --- p.42 / Chapter 5.2 --- Theoretical Analysis and Performance Measurement --- p.44 / Chapter 5.3 --- Examples --- p.45 / Chapter 6 --- Real-time Portfolio Optimization --- p.53 / Chapter 6.1 --- Introduction --- p.53 / Chapter 6.2 --- Model Description --- p.54 / Chapter 6.3 --- Theoretical Analysis --- p.56 / Chapter 6.4 --- Illustrative Examples --- p.58 / Chapter 7 --- Conclusions and Future Works --- p.67 / Chapter 7.1 --- Concluding Remarks --- p.67 / Chapter 7.2 --- Future Works --- p.68 / Chapter A --- Publication List --- p.69 / Bibliography --- p.71
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_327502 |
| Date | January 2011 |
| Contributors | Guo, Zhishan., Chinese University of Hong Kong Graduate School. Division of Mechanical and Automation Engineering. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, ix, 82 p. : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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