State-Space Approaches for Modelling and Control in Financial Engineering
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portes grátis
State-Space Approaches for Modelling and Control in Financial Engineering
Systems theory and machine learning methods
Rigatos, Gerasimos G.
Springer International Publishing AG
04/2017
310
Dura
Inglês
9783319528656
15 a 20 dias
6328
Descrição não disponível.
Systems theory and stability concepts.- Main approaches to nonlinear control.- Main approaches to nonlinear estimation.- Linearizing control and ?ltering for nonlinear dynamics in ?nancial systems.- Nonlinear optimal control and ?ltering for ?nancial systems.- Kalman Filtering Approach for detection of option mispricing inthe Black-Scholes PDE.- Kalman Filtering approach to the detection of option mispricing inelaborated PDE ?nance models.- Corporations' default probability forecasting using theDerivative-free nonlinear Kalman Filter.- Validation of ?nancial options models using neural networks with invariance to Fourier transform.- Statistical validation of ?nancial forecasting tools with generalized likelihood ratio approaches.- Distributed validation of option price forecasting tools using a statistical fault diagnosis approach.- Stabilization of ?nancial systems dynamics through feedbackcontrol of the Black-Scholes PDE.- Stabilization of the multi-asset Black-Scholes PDE using differential?atness theory.- Stabilization of commodities pricing PDE using differential ?atnesstheory.- Stabilization of mortgage price dynamics using differential ?atness theory.v>
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Intelligent Systems;Financial Systems Dynamics;Systems Theory;Machine Learning;Stability Concepts;Nonlinear Control;Nonlinear Estimation;Nonlinear Optimal Control;Nonlinear Kalman Filtering;Detection of Option Mispricing;complexity
Systems theory and stability concepts.- Main approaches to nonlinear control.- Main approaches to nonlinear estimation.- Linearizing control and ?ltering for nonlinear dynamics in ?nancial systems.- Nonlinear optimal control and ?ltering for ?nancial systems.- Kalman Filtering Approach for detection of option mispricing inthe Black-Scholes PDE.- Kalman Filtering approach to the detection of option mispricing inelaborated PDE ?nance models.- Corporations' default probability forecasting using theDerivative-free nonlinear Kalman Filter.- Validation of ?nancial options models using neural networks with invariance to Fourier transform.- Statistical validation of ?nancial forecasting tools with generalized likelihood ratio approaches.- Distributed validation of option price forecasting tools using a statistical fault diagnosis approach.- Stabilization of ?nancial systems dynamics through feedbackcontrol of the Black-Scholes PDE.- Stabilization of the multi-asset Black-Scholes PDE using differential?atness theory.- Stabilization of commodities pricing PDE using differential ?atnesstheory.- Stabilization of mortgage price dynamics using differential ?atness theory.v>
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
