000			01821nam a22001935i 4500
999			_c31497 _d31497
001			19423122
010			_a 2016963748
020			_a9783319528656
040			_aDLC
082			_a658.15 RI ST
100			_aRigatos,Gerasimos G. _95357
245	0	0	_aState-space approaches for modelling and control in financial engineering : _bSystems theory and machine learning methods _cGerasimos G. Rigatos
260			_bSpringer : _aGreece ; _c2017.
300			_a340 p. ; _c23 cm.
520			_aystems 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>
650			_aFinancial Engineering _9519
856			_uhttps://uowd.box.com/s/2kjyyfrfewgsvyjtcbwml0ialu487iec _zLocation Map
942			_cREGULAR