| 000 | 05310nam a22006015i 4500 | ||
|---|---|---|---|
| 999 |
_c11770 _d11770 |
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| 001 | 978-3-319-52866-3 | ||
| 003 | DE-He213 | ||
| 005 | 20211210093138.0 | ||
| 008 | 170405s2017 gw | s |||| 0|eng d | ||
| 020 | _a9783319528663 | ||
| 040 | _cAIKTC-KRRC | ||
| 041 | _aENG | ||
| 072 | 7 |
_aUYQ _2bicssc |
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| 072 | 7 |
_aTEC009000 _2bisacsh |
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| 072 | 7 |
_aUYQ _2thema |
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| 082 | 0 | 4 |
_a006.3 _223 |
| 100 | 1 |
_aRigatos, Gerasimos G. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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| 245 | 1 | 0 |
_aState-Space Approaches for Modelling and Control in Financial Engineering _h[electronic resource] : _bSystems theory and machine learning methods / |
| 250 | _a1st ed. 2017. | ||
| 264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2017. |
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| 300 |
_aXXVIII, 310 p. 114 illus., 88 illus. in color. _bCard Paper |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
||
| 490 | 1 |
_aIntelligent Systems Reference Library, _x1868-4394 ; _v125 |
|
| 520 | _aThe 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). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support financial engineers in decision making. The application of state-space models in financial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for finance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of financial systems to be established. Covering the following key areas of financial engineering: (i) control and stabilization of financial systems dynamics, (ii) state estimation and forecasting, and (iii) statistical validation of decision-making tools, the book can be used for teaching undergraduate or postgraduate courses in financial engineering. It is also a useful resource for the engineering and computer science community. | ||
| 650 | 0 |
_aMechanical Engineering _94626 |
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| 653 | _aRisk Management, Complexity. | ||
| 653 | _aApplications of Nonlinear Dynamics and Chaos Theory. | ||
| 653 | _aElectronics and Microelectronics, Instrumentation. | ||
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer Nature eBook | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783319528656 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783319528670 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783319850047 |
| 830 | 0 |
_aIntelligent Systems Reference Library, _x1868-4394 ; _v125 |
|
| 856 | 4 | 0 |
_uhttps://doi.org/10.1007/978-3-319-52866-3 _zClick here to access eBook in Springer Nature platform. (Within Campus only.) |
| 942 |
_cEBOOKS _2ddc |
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