State-space approaches for modelling and control in financial engineering : systems theory and machine learning methods

• Main Author: Rigatos, Gerasimos G., 1971- (Author)
• Format: Electronic eBook
• Language: English
• Published: Cham, Switzerland : Springer, 2017.
• Series: Intelligent systems reference library ; v. 125.
• Subjects: Financial engineering > Mathematics.; Finance > Decision making.; Kalman filtering.; elektronické knihy; electronic books
• ISBN: 9783319528663; 9783319528656
• Physical Description: 1 online resource (xxviii, 310 pages) : illustrations (some color)

The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described in the form of nonlinear ordinary differential equations. It then addresses problems associated with the control and estimation of financial s...