State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference Library
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Published By Springer International Publishing

9783319528656, 9783319528663

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Statistical Validation of Financial Forecasting Tools with Generalized Likelihood Ratio Approaches

State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference Library ◽

10.1007/978-3-319-52866-3_10 ◽

2017 ◽

pp. 183-209

Author(s):

Gerasimos G. Rigatos

Keyword(s):

Likelihood Ratio ◽

Financial Forecasting ◽

Statistical Validation ◽

Generalized Likelihood Ratio

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Validation of Financial Options Models Using Neural Networks with Invariance to Fourier Transform

State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference Library ◽

10.1007/978-3-319-52866-3_9 ◽

2017 ◽

pp. 167-181

Author(s):

Gerasimos G. Rigatos

Keyword(s):

Neural Networks ◽

Fourier Transform ◽

Financial Options

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Nonlinear Optimal Control and Filtering for Financial Systems

State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference Library ◽

10.1007/978-3-319-52866-3_5 ◽

2017 ◽

pp. 109-124

Author(s):

Gerasimos G. Rigatos

Keyword(s):

Optimal Control ◽

Nonlinear Optimal Control ◽

Financial Systems

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Linearizing Control and Estimation for Nonlinear Dynamics in Financial Systems

State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference Library ◽

10.1007/978-3-319-52866-3_4 ◽

2017 ◽

pp. 85-107

Author(s):

Gerasimos G. Rigatos

Keyword(s):

Nonlinear Dynamics ◽

Financial Systems

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Stabilization of the Multi-asset Black–Scholes PDE Using Differential Flatness Theory

State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference Library ◽

10.1007/978-3-319-52866-3_13 ◽

2017 ◽

pp. 253-263

Author(s):

Gerasimos G. Rigatos

Keyword(s):

Differential Flatness ◽

Differential Flatness Theory ◽

Black Scholes

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Distributed Validation of Option Price Forecasting Tools Using a Statistical Fault Diagnosis Approach

State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference Library ◽

10.1007/978-3-319-52866-3_11 ◽

2017 ◽

pp. 211-233

Author(s):

Gerasimos G. Rigatos

Keyword(s):

Fault Diagnosis ◽

Option Price ◽

Price Forecasting ◽

Diagnosis Approach

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Stabilization of Commodities Pricing PDE Using Differential Flatness Theory

State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference Library ◽

10.1007/978-3-319-52866-3_14 ◽

2017 ◽

pp. 265-279

Author(s):

Gerasimos G. Rigatos

Keyword(s):

Differential Flatness ◽

Differential Flatness Theory

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Stabilization of Mortgage Price Dynamics Using Differential Flatness Theory

State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference Library ◽

10.1007/978-3-319-52866-3_15 ◽

2017 ◽

pp. 281-294

Author(s):

Gerasimos G. Rigatos

Keyword(s):

Differential Flatness ◽

Price Dynamics ◽

Differential Flatness Theory

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Kalman Filtering Approach to the Detection of Option Mispricing in Elaborated PDE Finance Models

State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference Library ◽

10.1007/978-3-319-52866-3_7 ◽

2017 ◽

pp. 141-152 ◽

Cited By ~ 2

Author(s):

Gerasimos G. Rigatos

Keyword(s):

Kalman Filtering ◽

Filtering Approach

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Systems Theory and Stability Concepts

State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference Library ◽

10.1007/978-3-319-52866-3_1 ◽

2017 ◽

pp. 1-26 ◽

Cited By ~ 1

Author(s):

Gerasimos G. Rigatos

Keyword(s):

Systems Theory ◽

Stability Concepts

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State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference LibraryLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Statistical Validation of Financial Forecasting Tools with Generalized Likelihood Ratio Approaches

Validation of Financial Options Models Using Neural Networks with Invariance to Fourier Transform

Nonlinear Optimal Control and Filtering for Financial Systems

Linearizing Control and Estimation for Nonlinear Dynamics in Financial Systems

Stabilization of the Multi-asset Black–Scholes PDE Using Differential Flatness Theory

Distributed Validation of Option Price Forecasting Tools Using a Statistical Fault Diagnosis Approach

Stabilization of Commodities Pricing PDE Using Differential Flatness Theory

Stabilization of Mortgage Price Dynamics Using Differential Flatness Theory

Kalman Filtering Approach to the Detection of Option Mispricing in Elaborated PDE Finance Models

Systems Theory and Stability Concepts

State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference Library
Latest Publications