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State-Space Approaches for Modelling and Control in Financial Engineering Systems theory and machine learning methods /
The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described in the form of nonlinear ordinary differential equations. It then addresses problems associated with the control and estimation of financial s...
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| Müşterek Yazar: | |
| Materyal Türü: | e-Kitap |
| Dil: | İngilizce |
| Baskı/Yayın Bilgisi: |
Cham :
Springer International Publishing :
2017.
Imprint: Springer, |
| Edisyon: | 1st ed. 2017. |
| Seri Bilgileri: | Intelligent Systems Reference Library,
125 |
| Konular: | |
| Online Erişim: | Full-text access |
İçindekiler:
- Systems theory and stability concepts
- Main approaches to nonlinear control
- Main approaches to nonlinear estimation
- Linearizing control and filtering for nonlinear dynamics in financial systems
- Nonlinear optimal control and filtering for financial systems
- Kalman Filtering Approach for detection of option mispricing in the Black-Scholes PDE
- Kalman Filtering approach to the detection of option mispricing in elaborated PDE finance models
- Corporations' default probability forecasting using the Derivative-free nonlinear Kalman Filter
- Validation of financial options models using neural networks with invariance to Fourier transform
- Statistical validation of financial forecasting tools with generalized likelihood ratio approaches
- Distributed validation of option price forecasting tools using a statistical fault diagnosis approach
- Stabilization of financial systems dynamics through feedback control of the Black-Scholes PDE
- Stabilization of the multi-asset Black-Scholes PDE using differential flatness theory
- Stabilization of commodities pricing PDE using differential flatness theory
- Stabilization of mortgage price dynamics using differential flatness theory.v></div></div>.