State-Space Approaches for Modelling and Control in Financial Engineering: Systems Theory and Machine Learning Methods

by Gerasimos G. Rigatos

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 systems governed by partial differential equations (e.g. the Black-Scholes partial differential equation (PDE) and its variants)...

• Format: Paperback
• Language: English
• ISBN: 3319850040
• ISBN13: 9783319850047
• Release Date: May 2018
• Publisher: Springer
• Length: 310 Pages
• Weight: 1.05 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"