Migration Diplomacy: Egyptians Abroad and Interstate Relations in a Changing Middle East, Tsourapas Gerasimos

Автор: Rigatos Gerasimos G.
Название: State-Space Approaches for Modelling and Control in Financial Engineering: Systems Theory and Machine Learning Methods
ISBN: 3319850040 ISBN-13(EAN): 9783319850047
Издательство: Springer
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Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Systems 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>