State-Space Approaches for Modelling and Control in Financial Engineering

Systems theory and machine learning methods

af Gerasimos G. Rigatos

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 valid... (Læs mere)