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Cédric Join

Publications and source records attributed to Cédric Join.

At least 55 records · Page 3Linked to original sources
arXiv2016

Model-free immune therapy: A control approach to acute inflammation

Control of an inflammatory immune response is still an ongoing research. Here, a strategy consisting of manipulating a pro and anti-inflammatory mediator is considered. Already existing and promising model-based techniques suffer unfortunately from a most difficult calibration. This is due to the different types of inflammations and to the strong parameter variation between patients. This communication explores another route via the new model-free control and its corresponding "intelligent" controllers. A "virtual" patient, i.e., a mathematical model, is only employed for digital simulations. A most interesting feature of our control strategy is the fact that the two outputs which must be driven are sensorless. This difficulty is overcome by assigning suitable reference trajectories to two other outputs with sensors. Several most encouraging computer simulations, corresponding to different drug treatment strategies, are displayed and discussed.

math.OC↗
arXiv2016

Model-based versus model-free control designs for improving microalgae growth in a closed photobioreactor: Some preliminary comparisons

Controlling microalgae cultivation, i.e., a crucial industrial topic today, is a challenging task since the corresponding modeling is complex, highly uncertain and time-varying. A model-free control setting is therefore introduced in order to ensure a high growth of microalgae in a continuous closed photobioreactor. Computer simulations are displayed in order to compare this design to an input-output feedback linearizing control strategy, which is widely used in the academic literature on photobioreactors. They assess the superiority of the model-free standpoint both in terms of performances and implementation simplicity.

eess.SY↗
arXiv2016

On short-term traffic flow forecasting and its reliability

Recent advances in time series, where deterministic and stochastic modelings as well as the storage and analysis of big data are useless, permit a new approach to short-term traffic flow forecasting and to its reliability, i.e., to the traffic volatility. Several convincing computer simulations, which utilize concrete data, are presented and discussed.

stat.AP↗
arXiv2016

Solar energy production: Short-term forecasting and risk management

Electricity production via solar energy is tackled via short-term forecasts and risk management. Our main tool is a new setting on time series. It allows the definition of "confidence bands" where the Gaussian assumption, which is not satisfied by our concrete data, may be abandoned. Those bands are quite convenient and easily implementable. Numerous computer simulations are presented.

q-fin.GN↗
arXiv2015

Seasonalities and cycles in time series: A fresh look with computer experiments

Recent advances in the understanding of time series permit to clarify seasonalities and cycles, which might be rather obscure in today's literature. A theorem due to P. Cartier and Y. Perrin, which was published only recently, in 1995, and several time scales yield, perhaps for the first time, a clear-cut definition of seasonalities and cycles. Their detection and their extraction, moreover, become easy to implement. Several computer experiments with concrete data from various fields are presented and discussed. The conclusion suggests the application of this approach to the debatable Kondriatev waves.

q-fin.ST↗
arXiv2014

Short-term solar irradiance and irradiation forecasts via different time series techniques: A preliminary study

This communication is devoted to solar irradiance and irradiation short-term forecasts, which are useful for electricity production. Several different time series approaches are employed. Our results and the corresponding numerical simulations show that techniques which do not need a large amount of historical data behave better than those which need them, especially when those data are quite noisy.

cs.LG↗
arXiv2014

Stability margins and model-free control: A first look

We show that the open-loop transfer functions and the stability margins may be defined within the recent model-free control setting. Several convincing computer experiments are presented including one which studies the robustness with respect to delays.

math.OC↗
arXiv2013

Systematic and multifactor risk models revisited

Systematic and multifactor risk models are revisited via methods which were already successfully developed in signal processing and in automatic control. The results, which bypass the usual criticisms on those risk modeling, are illustrated by several successful computer experiments.

q-fin.RM↗
arXiv2013

Model-free control

"Model-free control" and the corresponding "intelligent" PID controllers (iPIDs), which already had many successful concrete applications, are presented here for the first time in an unified manner, where the new advances are taken into account. The basics of model-free control is now employing some old functional analysis and some elementary differential algebra. The estimation techniques become quite straightforward via a recent online parameter identification approach. The importance of iPIs and especially of iPs is deduced from the presence of friction. The strange industrial ubiquity of classic PID's and the great difficulty for tuning them in complex situations is deduced, via an elementary sampling, from their connections with iPIDs. Several numerical simulations are presented which include some infinite-dimensional systems. They demonstrate not only the power of our intelligent controllers but also the great simplicity for tuning them.

math.OC↗
arXiv2013

"Intelligent" controllers on cheap and small programmable devices

It is shown that the "intelligent" controllers which are associated to the recently introduced model-free control synthesis may be easily implemented on cheap and small programmable devices. Several successful numerical experiments are presented with a special emphasis on fault tolerant control.

math.OC↗
arXiv2012

Freeway ramp metering control made easy and efficient

"Model-free" control and the related "intelligent" proportional-integral (PI) controllers are successfully applied to freeway ramp metering control. Implementing moreover the corresponding control strategy is straightforward. Numerical simulations on the other hand need the identification of quite complex quantities like the free flow spêed and the critical density. This is achieved thanks to new estimation techniques where the differentiation of noisy signals plays a key rôle. Several excellent computer simulations are provided and analyzed.

math.OC↗
arXiv2012

Preliminary remarks on option pricing and dynamic hedging

An elementary arbitrage principle and the existence of trends in financial time series, which is based on a theorem published in 1995 by P. Cartier and Y. Perrin, lead to a new understanding of option pricing and dynamic hedging. Intricate problems related to violent behaviors of the underlying, like the existence of jumps, become then quite straightforward by incorporating them into the trends. Several convincing computer experiments are reported.

q-fin.PR↗
arXiv2011

Is a probabilistic modeling really useful in financial engineering? - A-t-on vraiment besoin d'un modèle probabiliste en ingénierie financière ?

A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, but also efficient calculations which were already successfully applied in automatic control and in signal processing. It is based on a theorem due to P. Cartier and Y. Perrin, which was published in 1995. The above results are employed for sketching a dynamical portfolio and strategy management, without any global optimization technique. Numerous computer simulations are presented.

q-fin.CP↗
arXiv2011

Nothing is as Practical as a Good Theory: Model-Free Control Rien de plus utile qu'une bonne théorie: la commande sans modèle

The experience gained with numerous successful applications permits to revisit some points of model-free control. The numerical differentiation of noisy signals may be replaced by a real time parameter identification which is much simpler. The strange ubiquity of classic PIDs is explained as well as the almost universal utilization of ultra-local models of order 1. We show that even with a partially known model the utilization of an intelligent PI controller remains profitable. Two examples, an inverted pendulum and a heat exchanger, seem to confirm the superiority of model-free control with respect to sliding modes control and techniques stemming from infinite-dimensional systems, such as delays or partial differential equations. Our paper is illustrated by several computer simulations.

math.OC↗
arXiv2011

Volatility made observable at last

The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset. It yields as a byproduct a new understanding of the means of returns, of the beta coefficient, and of the Sharpe and Treynor ratios. New estimation techniques from automatic control and signal processing, which were already successfully applied in quantitative finance, lead to several computer experiments with some quite convincing forecasts.

q-fin.CP↗
arXiv2010

A mathematical explanation via "intelligent" PID controllers of the strange ubiquity of PIDs

The ubiquity of PID controllers in the industry has remained mysterious until now. We provide here a mathematical explanation of this strange phenomenon by comparing their sampling with the the one of "intelligent" PID controllers, which were recently introduced. Some computer simulations nevertheless confirm the superiority of the new intelligent feedback design.

math.OC↗
arXiv2010

Delta Hedging in Financial Engineering: Towards a Model-Free Approach

Delta hedging, which plays a crucial rôle in modern financial engineering, is a tracking control design for a "risk-free" management. We utilize the existence of trends in financial time series (Fliess M., Join C.: A mathematical proof of the existence of trends in financial time series, Proc. Int. Conf. Systems Theory: Modelling, Analysis and Control, Fes, 2009. Online: http://hal.inria.fr/inria-00352834/en/) in order to propose a model-free setting for delta hedging. It avoids most of the shortcomings encountered with the now classic Black-Scholes-Merton framework. Several convincing computer simulations are presented. Some of them are dealing with abrupt changes, i.e., jumps.

q-fin.PR↗