| 書目名稱 | State-Space Approaches for Modelling and Control in Financial Engineering |
| 副標題 | Systems theory and m |
| 編輯 | Gerasimos G. Rigatos |
| 視頻video | http://file.papertrans.cn/877/876141/876141.mp4 |
| 概述 | Presents new findings useful for academic teaching and research and to develop systematic methods for management and risk minimization in financial systems.Solves in a conclusive manner problems assoc |
| 叢書名稱 | Intelligent Systems Reference Library |
| 圖書封面 |  |
| 描述 | .The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in ?nancial 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 ?nancial 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 ?nancial engineers in decision making..The application of state-space models in ?nancial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for ?nance 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 ?nancial systems to be established..Coveringthe following key areas of ?nancial engineering: (i) control and stabilization of ?nancial systems dynamics, (ii) state estimation and forecasting, and (iii) statistical validation of decision-making tools, the book |
| 出版日期 | Book 2017 |
| 關(guān)鍵詞 | Intelligent Systems; Financial Systems Dynamics; Systems Theory; Machine Learning; Stability Concepts; No |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-52866-3 |
| isbn_softcover | 978-3-319-85004-7 |
| isbn_ebook | 978-3-319-52866-3Series ISSN 1868-4394 Series E-ISSN 1868-4408 |
| issn_series | 1868-4394 |
| copyright | Springer International Publishing AG, part of Springer Nature 2017 |
|Archiver|手機版|小黑屋|
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