Description: State-Space Approaches for Modelling and Control in Financial Engineering Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Systems theory and machine learning methods Author(s): Gerasimos G. Rigatos Format: Hardback Publisher: Springer International Publishing AG, Switzerland Imprint: Springer International Publishing AG ISBN-13: 9783319528656, 978-3319528656 Synopsis 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 ([url] 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
Price: 73.39 GBP
Location: Aldershot
End Time: 2025-02-05T09:07:09.000Z
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Book Title: State-Space Approaches for Modelling and Control in Financial ...
Number of Pages: 310 Pages
Publication Name: State-Space Approaches for Modelling and Control in Financial Engineering: Systems theory and machine learning methods
Language: English
Publisher: Springer International Publishing A&G
Item Height: 235 mm
Subject: Engineering & Technology, Computer Science, Mathematics, Management, Physics
Publication Year: 2017
Type: Textbook
Item Weight: 6328 g
Subject Area: Mechanical Engineering
Author: Gerasimos G. Rigatos
Item Width: 155 mm
Series: Intelligent Systems Reference Library
Format: Hardcover
