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Rigatos, Gerasimos G.

State-Space Approaches for Modelling and Control in Financial Engineering

Rigatos, Gerasimos G. - State-Space Approaches for Modelling and Control in Financial Engineering, e-kirja

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ISBN: 9783319528663
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Table of contents

1. Systems Theory and Stability Concepts
Gerasimos G. Rigatos

2. Main Approaches to Nonlinear Control
Gerasimos G. Rigatos

3. Main Approaches to Nonlinear Estimation
Gerasimos G. Rigatos

4. Linearizing Control and Estimation for Nonlinear Dynamics in Financial Systems
Gerasimos G. Rigatos

5. Nonlinear Optimal Control and Filtering for Financial Systems
Gerasimos G. Rigatos

6. Kalman Filtering Approach for Detection of Option Mispricing in the Black–Scholes PDE
Gerasimos G. Rigatos

7. Kalman Filtering Approach to the Detection of Option Mispricing in Elaborated PDE Finance Models
Gerasimos G. Rigatos

8. Corporations’ Default Probability Forecasting Using the Derivative-Free Nonlinear Kalman Filter
Gerasimos G. Rigatos

9. Validation of Financial Options Models Using Neural Networks with Invariance to Fourier Transform
Gerasimos G. Rigatos

10. Statistical Validation of Financial Forecasting Tools with Generalized Likelihood Ratio Approaches
Gerasimos G. Rigatos

11. Distributed Validation of Option Price Forecasting Tools Using a Statistical Fault Diagnosis Approach
Gerasimos G. Rigatos

12. Stabilization of Financial Systems Dynamics Through Feedback Control of the Black-Scholes PDE
Gerasimos G. Rigatos

13. Stabilization of the Multi-asset Black–Scholes PDE Using Differential Flatness Theory
Gerasimos G. Rigatos

14. Stabilization of Commodities Pricing PDE Using Differential Flatness Theory
Gerasimos G. Rigatos

15. Stabilization of Mortgage Price Dynamics Using Differential Flatness Theory
Gerasimos G. Rigatos

Avainsanat: Engineering, Computational Intelligence, Risk Management, Applications of Nonlinear Dynamics and Chaos Theory, Control, Complexity, Electronics and Microelectronics, Instrumentation

Tekijä(t)
Julkaisija
Springer
Julkaisuvuosi
2017
Kieli
en
Painos
1
Sarja
Intelligent Systems Reference Library
Sivumäärä
28 sivua
Kategoria
Tekniikka, energia, liikenne
Tiedostomuoto
E-kirja
eISBN (PDF)
9783319528663
Painetun ISBN
978-3-319-52865-6

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