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State-space approaches for modelling and control in financial engineering :

Rigatos, Gerasimos G

State-space approaches for modelling and control in financial engineering : Systems theory and machine learning methods / Gerasimos G. Rigatos - Cham : Springer-Verlag, 2017. - xxviii, 310p - Intelligent systems reference library ; 125 .

ISBN: 9783319528656

Subjects--Topical Terms:
Management
Financial management
Financial engineering--Mathematics
Finance--Decision making
Kalman filtering

Dewey Class. No.: 658.15 / RIG

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