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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    The international journal of advanced manufacturing technology 16 (2000), S. 370-375 
    ISSN: 1433-3015
    Keywords: Keywords: Die design optimisation; Hybrid intelligent system
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Die design is heavily experience based and the die design process is an iterative procedure of trial and error in order to obtain a final die design for the successful manufacture of stampings. Most automotive industries use internal guidelines and past experience for die design. Even though powerful computer-aided design systems are being used in automotive industry, the lack of adequate analysis tools at the initial die geometry design stage hinders the die manufacturing process, and also necessitates lead times of the order of 5–30 weeks [1]. At the concept design stage, and during the initial die development process, the variations in geometry and process conditions are so large that it is prohibitively expensive to use 3D finite element analysis. The complexity of die design heuristic knowledge hinders the development and application of knowledge-based systems. Hybrid intelligent systems are computer programs in which at least one of the constituent models simulates intelligent behaviour [2]. These models could be knowledge-based systems, artificial neural networks, fuzzy logic systems, etc. In this approach both artificial neural networks, knowledge-based systems and finite-element analysis (FEA) for modelling the design process are used. A simulation-based design approach [3] for the die design process is followed. Artificial neural networks (ANNs) are preliminary design tools which indicate the formability of the component geometry, for the selected process and material conditions. The ANN module is trained from FEA results for a generic set of component geometries, process conditions, and material properties. The final die design validation is carried out by FEA. The intelligent frame-work incorporates rules for material selection, process parameter selection and their modification. Component geometry is a critical parameter which affects the manufacturability of the given part. Hence, an intelligent geometry handling module, which automatically modifies and optimises the geometry of the designed die, is implemented in the present system. Knowledge-based blackboard architecture is used for the integration of various analysis models such as CAD, FEA, and ANN, as an intelligent framework for die design [4]. The hybrid intelligent system provides an integrated decision support environment for simulation and analysis of the forming process, both during the initial die design phase and during the die tryout phase. The hybrid intelligent systems approach supports the capability for automatic evaluation of prospective die design for manufacturability, and performs automatic modification of design inputs. Applications of the hybrid intelligent system for die design are described together with a comparison with shop floor data.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Journal of materials science 23 (1988), S. 1351-1359 
    ISSN: 1573-4803
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract The forming limit diagram and strain distribution under punch stretching at room temperature of an AI-Ca-Zn (superplastic) alloy have been evaluated. Tensile behaviour up to 200° C is reported. The fracture surfaces have been examined by scanning electron microscopy and the results are analysed to support the failure criterion proposed earlier by Marciniaket al.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Journal of materials science 13 (1994), S. 795-798 
    ISSN: 1573-4811
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Type of Medium: Electronic Resource
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    The international journal of advanced manufacturing technology 16 (2000), S. 376-381 
    ISSN: 1433-3015
    Keywords: Keywords: Artificial neural network; Springback; Vee air bending
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Springback is a serious problem in the air vee bending process because of its inconsistency. An on-line tool to control spring-back is more reliable than an analytical model which might not be able to control the stroke of the machine in real-time. Therefore, one might resort to adaptive control or use an artificial neural network (ANN) trainer, either using experimental data or analytical predictions (or both), and use it for real-time control of the machine tool. The inconsistency in springback is then reduced to within acceptable limits. Adaptive control would need several strokes to complete the job, but it is envisaged that the job could be completed in a single stroke with the ANN. The present paper discusses the development of an ANN which can be used to train and later to predict the springback, as well as the punch travel, to achieve the desired angle in a single stroke in an air vee bending process.
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  • 5
    Publication Date: 1988-04-01
    Print ISSN: 0022-2461
    Electronic ISSN: 1573-4803
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Physics
    Published by Springer
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  • 6
    Publication Date: 2016-03-27
    Description: This paper presents a new heuristic for fast approximation of VaR (Value-at-Risk) and CVaR (conditional Value-at-Risk) for financial portfolios, where the net worth of a portfolio is a non-linear function of possibly non-Gaussian risk factors. The proposed method is based on mapping non-normal marginal distributions into normal distributions via a probability conserving transformation and then using a quadratic, i.e. Delta–Gamma, approximation for the portfolio value. The method is very general and can deal with a wide range of marginal distributions of risk factors, including non-parametric distributions. Its computational load is comparable with the Delta–Gamma–Normal method based on Fourier inversion. However, unlike the Delta–Gamma–Normal method, the proposed heuristic preserves the tail behaviour of the individual risk factors, which may be seen as a significant advantage. We demonstrate the utility of the new method with comprehensive numerical experiments on simulated as well as real financial data.
    Print ISSN: 1471-678X
    Electronic ISSN: 1471-6798
    Topics: Mathematics
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  • 7
    Publication Date: 2011-11-24
    Description: This paper presents a review of time series filtering and its applications in mathematical finance. A summary of results of recent empirical studies with market data are presented for yield curve modelling and stochastic volatility modelling. The paper also outlines different approaches to filtering of non-linear time series.
    Print ISSN: 1471-678X
    Electronic ISSN: 1471-6798
    Topics: Mathematics
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  • 8
    Publication Date: 2012-03-13
    Description: Two methods for designing optimal portfolios are proposed. In order to reduce the variation in the asset holdings and hence the eventual proportional transaction costs, the trading strategies of these portfolios are constrained to be of a finite variation. The first method minimizes an upper bound on the discrete-time logarithmic error between a reference portfolio and the one with a constrained trading strategy and thus penalizes the shortfall only. A quadratic penalty on the logarithmic variation of the trading strategy is also included in the objective functional. The second method minimizes a sum of the discrete-time log-quadratic errors between the asset holding values of the constrained portfolio and a certain reference portfolio, which results in tracking the reference portfolio. The optimal trading strategy is obtained in an explicit closed form for both methods. Simulation examples with the log-optimal and the Black–Scholes replicating portfolios as references show smoother trading strategies for the new portfolios and a significant reduction in the eventual proportional transaction cost. The performance of the new portfolios are very close to their references in both cases.
    Print ISSN: 1471-678X
    Electronic ISSN: 1471-6798
    Topics: Mathematics
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  • 9
    Publication Date: 2016-09-11
    Description: We propose a way of measuring the risk of a sovereign debt portfolio by using a simple two-factor short rate model. The model is calibrated from data and then the changes in the bond prices are simulated by using a Kalman filter. The bond prices being simulated remain arbitrage-free, in contrast with principal component analysis-based strategies for simulation and risk measurement of debt portfolios. In liquid sovereign debt markets, a risk measurement methodology which allows the future bond price scenarios to be arbitrage-free may be seen as a potentially more realistic way of measuring the debt portfolio risk due to interest rate fluctuations. We demonstrate the performance of this methodology with calibration and backtesting, both on simulated data as well as on a real portfolio of US government bonds.
    Print ISSN: 1471-678X
    Electronic ISSN: 1471-6798
    Topics: Mathematics
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  • 10
    Publication Date: 2000-04-03
    Print ISSN: 0268-3768
    Electronic ISSN: 1433-3015
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Published by Springer
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