Share

State-Space Approaches for Modelling and Control in Financial Engineering

2017-04-04 Technology & Engineering
Download State-Space Approaches for Modelling and Control in Financial Engineering PDF Online Free

Author :
Release : 2017-04-04
Genre : Technology & Engineering
Kind : eBook
Book Rating : 661/5 ( reviews)

GET EBOOK


Book Synopsis State-Space Approaches for Modelling and Control in Financial Engineering by : Gerasimos G. Rigatos

Download or read book State-Space Approaches for Modelling and Control in Financial Engineering written by Gerasimos G. Rigatos. This book was released on 2017-04-04. Available in PDF, EPUB and Kindle. Book excerpt: 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). 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

State-Space Models

2013-08-15 Business & Economics
Download State-Space Models PDF Online Free

Author :
Release : 2013-08-15
Genre : Business & Economics
Kind : eBook
Book Rating : 891/5 ( reviews)

GET EBOOK


Book Synopsis State-Space Models by : Yong Zeng

Download or read book State-Space Models written by Yong Zeng. This book was released on 2013-08-15. Available in PDF, EPUB and Kindle. Book excerpt: State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals.

Modelling and Forecasting Financial Data

2002-03-31 Business & Economics
Download Modelling and Forecasting Financial Data PDF Online Free

Author :
Release : 2002-03-31
Genre : Business & Economics
Kind : eBook
Book Rating : 804/5 ( reviews)

GET EBOOK


Book Synopsis Modelling and Forecasting Financial Data by : Abdol S. Soofi

Download or read book Modelling and Forecasting Financial Data written by Abdol S. Soofi. This book was released on 2002-03-31. Available in PDF, EPUB and Kindle. Book excerpt: Over the last decade, dynamical systems theory and related nonlinear methods have had a major impact on the analysis of time series data from complex systems. Recent developments in mathematical methods of state-space reconstruction, time-delay embedding, and surrogate data analysis, coupled with readily accessible and powerful computational facilities used in gathering and processing massive quantities of high-frequency data, have provided theorists and practitioners unparalleled opportunities for exploratory data analysis, modelling, forecasting, and control. Until now, research exploring the application of nonlinear dynamics and associated algorithms to the study of economies and markets as complex systems is sparse and fragmentary at best. Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all computer programs used to implement the methods discussed in their respective chapters. Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.

IEEE Technology and Engineering Management Society Body of Knowledge (TEMSBOK)

2023-09-25 Technology & Engineering
Download IEEE Technology and Engineering Management Society Body of Knowledge (TEMSBOK) PDF Online Free

Author :
Release : 2023-09-25
Genre : Technology & Engineering
Kind : eBook
Book Rating : 628/5 ( reviews)

GET EBOOK


Book Synopsis IEEE Technology and Engineering Management Society Body of Knowledge (TEMSBOK) by : Gustavo Giannattasio

Download or read book IEEE Technology and Engineering Management Society Body of Knowledge (TEMSBOK) written by Gustavo Giannattasio. This book was released on 2023-09-25. Available in PDF, EPUB and Kindle. Book excerpt: IEEE Technology and Engineering Management Society Body of Knowledge (TEMSBOK) IEEE TEMS Board of Directors-approved body of knowledge dedicated to technology and engineering management The IEEE Technology and Engineering Management Society Body of Knowledge (TEMSBOK) establishes a set of common practices for technology and engineering management, acts as a reference for entrepreneurs, establishes a basis for future official certifications, and summarizes the literature on the management field in order to publish reference documentation for new initiatives. The editors have used a template approach with authors that instructed them on how to introduce their manuscript, how to organize the technology and area fundamentals, the managing approach, techniques and benefits, realistic examples that show the application of concepts, recommended best use (focusing on how to identify the most adequate approach to typical cases), with a summary and conclusion of each section, plus a list of references for further study. The book is structured according to the following area knowledge chapters: business analysis, technology adoption, innovation, entrepreneurship, project management, digital disruption, digital transformation of industry, data science and management, and ethics and legal issues. Specific topics covered include: Market requirement analysis, business analysis for governance planning, financial analysis, evaluation and control, and risk analysis of market opportunities Leading and managing working groups, optimizing group creation and evolution, enterprise agile governance, and leading agile organizations and working groups Marketing plans for new products and services, risk analysis and challenges for entrepreneurs, and procurement and collaboration Projects, portfolios and programs, economic constraints and roles, integration management and control of change, and project plan structure The IEEE Technology and Engineering Management Society Body of Knowledge (TEMSBOK) will appeal to engineers, graduates, and professionals who wish to prepare for challenges in initiatives using new technologies, as well as managers who are responsible for conducting business involving technology and engineering.

Applied Physics, System Science and Computers II

2018-06-25 Technology & Engineering
Download Applied Physics, System Science and Computers II PDF Online Free

Author :
Release : 2018-06-25
Genre : Technology & Engineering
Kind : eBook
Book Rating : 052/5 ( reviews)

GET EBOOK


Book Synopsis Applied Physics, System Science and Computers II by : Klimis Ntalianis

Download or read book Applied Physics, System Science and Computers II written by Klimis Ntalianis. This book was released on 2018-06-25. Available in PDF, EPUB and Kindle. Book excerpt: This book reports on advanced theories and methods in three related fields of research: applied physics, system science and computers. It is organized in three parts, the first of which covers applied physics topics, including lasers and accelerators; condensed matter, soft matter and materials science; nanoscience and quantum engineering; atomic, molecular, optical and plasma physics; as well as nuclear and high-energy particle physics. It also addresses astrophysics, gravitation, earth and environmental science, as well as medical and biological physics. The second and third parts focus on advances in computers and system science, respectively, and report on automatic circuit control, power systems, computer communication, fluid mechanics, simulation and modeling, software engineering, data structures and applications of artificial intelligence among other areas. Offering a collection of contributions presented at the 2nd International Conference on Applied Physics, System Science and Computers (APSAC), held in Dubrovnik, Croatia on September 27–29, 2017, the book bridges the gap between applied physics and electrical engineering. It not only to presents new methods, but also promotes collaborations between different communities working on related topics at the interface between physics and engineering, with a special focus on communication, data modeling and visualization, quantum information, applied mechanics as well as bio and geophysics.

You may also like...