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作者 Rigatos, Gerasimos G., author
書名 State-space approaches for modelling and control in financial engineering : systems theory and machine learning methods / by Gerasimos G. Rigatos
出版項 Cham : Springer International Publishing : Imprint: Springer, 2017
國際標準書號 9783319528663 (electronic bk.)
9783319528656 (paper)
國際標準號碼 10.1007/978-3-319-52866-3 doi
book jacket
說明 1 online resource (xxviii, 310 pages) : illustrations (some color), digital ; 24 cm
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
text file PDF rda
系列 Intelligent systems reference library, 1868-4394 ; volume 125
Intelligent systems reference library ; volume 125
附註 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 systems governed by partial differential equations (e.g. the Black-Scholes partial differential equation (PDE) and its variants) Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support financial engineers in decision making. The application of state-space models in financial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for finance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of financial systems to be established. Covering the following key areas of financial engineering: (i) control and stabilization of financial systems dynamics, (ii) state estimation and forecasting, and (iii) statistical validation of decision-making tools, the book can be used for teaching undergraduate or postgraduate courses in financial engineering. It is also a useful resource for the engineering and computer science community
Host Item Springer eBooks
主題 Financial engineering -- Mathematics
Finance -- Decision making
Kalman filtering
Engineering
Computational Intelligence
Risk Management
Applications of Nonlinear Dynamics and Chaos Theory
Control
Complexity
Electronics and Microelectronics, Instrumentation
Alt Author SpringerLink (Online service)
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