State-Space Approaches for Modelling and Control in Financial Engineering: Systems theory and machine learning methods - Couverture souple
Livre 98 sur 188: Intelligent Systems Reference Library
Synopsis
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 in
the Black-Scholes PDE.- Kalman Filtering approach to the detection of option mispricing in
elaborated PDE finance models.- Corporations' default probability forecasting using the
Derivative-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 feedback
control of the Black-Scholes PDE.- Stabilization of the multi-asset Black-Scholes PDE using differential
flatness theory.- Stabilization of commodities pricing PDE using differential flatness
theory.- Stabilization of mortgage price dynamics using differential flatness theory.v></div></div>
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