State-Space Approaches for Modelling and Control in Financial Engineering
Gerasimos G. Rigatos
Broschiertes Buch

State-Space Approaches for Modelling and Control in Financial Engineering

Systems theory and machine learning methods

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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 di erential equations. It then addresses problems associated with the control and estimation of financial systems governed by partial di erential 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...