Browsing Data Science by Author "Shirazi, Mohammad"
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Optimal Decumulation for Retirees using Tontines: a Dynamic Neural Network Based Approach
Shirazi, Mohammad (University of Waterloo, 2023-09-19)We introduce a new approach for optimizing neural networks (NN) using data to solve a stochastic control problem with stochastic constraints. We utilize customized activation functions for the output layers of the NN, ...