Browsing Data Science by Title
Now showing items 3-6 of 6
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Optimal Decumulation for Retirees using Tontines: a Dynamic Neural Network Based Approach
(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, ... -
A Particle Filter Method of Inference for Stochastic Differential Equations
(University of Waterloo, 2022-05-31)Stochastic Differential Equations (SDE) serve as an extremely useful modelling tool in areas including ecology, finance, population dynamics, and physics. Yet, parameter inference for SDEs is notoriously difficult due ... -
A Robust Neural Network Approach to Optimal Decumulation and Factor Investing in Defined Contribution Pension Plans
(University of Waterloo, 2023-09-18)In this thesis, we propose a novel data-driven neural network (NN) optimization framework for solving an optimal stochastic control problem under stochastic constraints. The NN utilizes customized output layer activation ... -
Simple Yet Effective Pseudo Relevance Feedback with Rocchio’s Technique and Text Classification
(University of Waterloo, 2022-08-22)With the continuous growth of the Internet and the availability of large-scale collections, assisting users in locating the information they need becomes a necessity. Generally, an information retrieval system will process ...