State-space approaches for modelling and control in financial engineering. Systems theory and machine learning methods

DOI10.1007/978-3-319-52866-3zbMATH Open1390.91007OpenAlexW2604195821MaRDI QIDQ1637604FDOQ1637604

Authors: G. Rigatos 

Publication date: 8 June 2018

Published in: Intelligent Systems Reference Library (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-52866-3

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Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Derivative securities (option pricing, hedging, etc.) (91G20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Economic dynamics (91B55) Financial applications of other theories (91G80) Control/observation systems governed by partial differential equations (93C20)

Cited In (2)

• Stabilization of a stock-loan valuation PDE process using differential flatness theory
• Nonlinear optimal control of coupled time-delayed models of economic growth

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