The application of neural networks in active suspension

This thesis considers the application of neural networks to automotive suspension systems. In particular their ability to learn non-linear feedback control relationships. The speed of processing, once trained, means that neural networks open up new opportunities and allow increased complexity in the control strategies employed. The suitability of neural networks for this task is demonstrated here using multilayer perceptron, (MLP) feed forward neural networks applied to a quarter vehicle simulation model. Initially neural networks are trained from a training data set created using a non-linear optimal control strategy, the complexity of which prohibits its direct use. They are shown to be successful in learning the relationship between the current system states and the optimal control. [Continues.

Neural networks can detect model-free static arbitrage strategies

In this paper we demonstrate both theoretically as well as numerically that neural networks can detect model-free static arbitrage opportunities whenever the market admits some. Due to the use of neural networks, our method can be applied to financial markets with a high number of traded securities and ensures almost immediate execution of the corresponding trading strategies. To demonstrate its tractability, effectiveness, and robustness we provide examples using real financial data. From a technical point of view, we prove that a single neural network can approximately solve a class of convex semi-infinite programs, which is the key result in order to derive our theoretical results that neural networks can detect model-free static arbitrage strategies whenever the financial market admits such opportunities