| LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2016963748 |
| INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783319528656 |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Call number |
658.15 RI ST |
| MAIN ENTRY--PERSONAL NAME |
|---|
| Authors |
Rigatos,Gerasimos G. |
| TITLE STATEMENT |
|---|
| Title |
State-space approaches for modelling and control in financial engineering : |
| Subtitle |
Systems theory and machine learning methods |
| Statement of responsibility, etc |
Gerasimos G. Rigatos |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Publisher |
Springer : |
| Place of publication |
Greece ; |
| Date |
2017. |
| PHYSICAL DESCRIPTION |
|---|
| Extent |
340 p. ; |
| Size |
23 cm. |
| SUMMARY |
|---|
| Summary |
ystems 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 inthe Black-Scholes PDE.- Kalman Filtering approach to the detection of option mispricing inelaborated PDE finance models.- Corporations' default probability forecasting using theDerivative-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 feedbackcontrol of the Black-Scholes PDE.- Stabilization of the multi-asset Black-Scholes PDE using differentialflatness theory.- Stabilization of commodities pricing PDE using differential flatnesstheory.- Stabilization of mortgage price dynamics using differential flatness theory.v> |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Financial Engineering |
| ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://uowd.box.com/s/2kjyyfrfewgsvyjtcbwml0ialu487iec |
| Public note |
Location Map |
| MAIN ENTRY--PERSONAL NAME |
|---|
| -- |
5357 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| -- |
519 |