事物的方面 发表于 2025-3-25 03:58:16

Gerasimos G. Rigatosters and communication, have created an Information Revolution, the full repercussions of which are yet to be seen. In our race to create new technologies and sustain indefinite economic growth, we are at best dimly aware of the ways in which we are transforming society and threatening our environment..978-3-642-55229-8978-3-642-55230-4

Notorious 发表于 2025-3-25 09:10:45

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同步左右 发表于 2025-3-25 15:03:24

Main Approaches to Nonlinear Control,s of proven stability can be developed. One can select the parameters of such local controllers in a manner that assures the robustness of the control loop to both external perturbations and to model parametric uncertainty. As far as approach (iii) is concerned, that is methods of nonlinear control

Nausea 发表于 2025-3-25 16:26:31

Main Approaches to Nonlinear Estimation,te estimation one can apply established methods for decentralized state estimation, such as the Extended Information Filter (EIF) and the Unscented Information Filter (UIF). EIF stands for the distributed implementation of the Extended Kalman Filter while UIF stands for the distributed implementatio

歪曲道理 发表于 2025-3-25 20:32:38

Linearizing Control and Estimation for Nonlinear Dynamics in Financial Systems,ontroller becomes possible. A first problem in the design of such a controller is that the dynamic model of the finance system is unknown and thus it has to be identified with the use neurofuzzy approximators. The estimated dynamics provided by the approximators is used in the computation of the con

licence 发表于 2025-3-26 01:37:22

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特别容易碎 发表于 2025-3-26 06:45:10

,Kalman Filtering Approach for Detection of Option Mispricing in the Black–Scholes PDE,ation provides an extended model of the nonlinear dynamics of the option pricing model for which state estimation is possible by applying the standard Kalman Filter recursion. Based on the provided state estimate, validation of the Black–Scholes PDE model can be performed and the existence of incons

暖昧关系 发表于 2025-3-26 08:29:22

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Jocose 发表于 2025-3-26 16:07:35

,Corporations’ Default Probability Forecasting Using the Derivative-Free Nonlinear Kalman Filter,holes nonlinear partial differential equation. Using differential flatness theory, the partial differential equation is transformed into an equivalent state-space model in the so-called canonical form. Using the latter model and by redesigning the Derivative-free nonlinear Kalman Filter as a m-step

Permanent 发表于 2025-3-26 19:39:26

Validation of Financial Options Models Using Neural Networks with Invariance to Fourier Transform, of the neural network denote the spectral components for the monitored options’ dynamics. By observing changes in the amplitude of the aforementioned spectral components one can have also an indication about deviations from nominal values, for parameters that affect the options’ dynamics, such as i
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查看完整版本: Titlebook: State-Space Approaches for Modelling and Control in Financial Engineering; Systems theory and m Gerasimos G. Rigatos Book 2017 Springer Int