Advenced Mathematical Methods of Quality Analysis and Improvement by Nevw Methods of Computational Statistics and with Applications in Manufacturing and Finance

Date

2010-12-31

Author

Weber, Gerhard Wilhelm

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

106
views

0
downloads

Advenced Mathematical Methods of Quality Analysis and Improvement by Nevw Methods of Computational Statistics and with Applications in Manufacturing and Finance

URI

https://hdl.handle.net/11511/61667

Collections

Graduate School of Applied Mathematics, Project and Design

Suggestions

OpenMETU
Core

Advanced Mathematical Methods of Financial Risk Management Investigated and Solved by New Methods of Stochastic Calculus, Mathematical Statistics and Optimization Weber, Gerhard Wilhelm(2010-12-31) Advanced Mathematical Methods of Financial Risk Management Investigated and Solved by New Methods of Stochastic Calculus, Mathematical Statistics and Optimization
Two studies on backward stochastic differential equations Tunç, Vildan; Sezer, Ali Devin; Department of Financial Mathematics (2012) Backward stochastic differential equations appear in many areas of research including mathematical finance, nonlinear partial differential equations, financial economics and stochastic control. The first existence and uniqueness result for nonlinear backward stochastic differential equations was given by Pardoux and Peng (Adapted solution of a backward stochastic differential equation. System and Control Letters, 1990). They looked for an adapted pair of processes {x(t); y(t)}; t is in [0; 1]} with values i...
Unified And Hybrid Approaches To Identification, Optimization And Control Of Stochastic Financial Processess-Theory, Methods And Applications. Weber, Gerhard Wilhelm(2012-12-31) This research project aims at a new unified view onto both identification and optimal control of Stochastic Differential Equations (SDEs) for purposes of financial mathematics and actuarial sciences. More specific cases such as Stochastic Hybrid Systems are also considered in this framework. A special interests consists in (i) refinement of Parameter Estimation for SDEs and (ii) Portfolio Optimization. Here, the words “unified” or “joint” mean an integrated and simultaneous treatment of (i) and (ii) in the...
Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS Kalayci, Betul; Ozmen, Ayse; Weber, Gerhard Wilhelm (Springer Science and Business Media LLC, 2020-08-01) Stochastic differential equations (SDEs) rapidly become one of the most well-known formats in which to express such diverse mathematical models under uncertainty such as financial models, neural systems, behavioral and neural responses, human reactions and behaviors. They belong to the main methods to describe randomness of a dynamical model today. In a financial system, different kinds of SDEs have been elaborated to model various financial assets. On the other hand, economists have conducted research on s...
Identification, Optimization and Control of Stochastic Differential Equations in Financial Mathematics Weber, Gerhard Wilhelm(2010-12-31) Identification, Optimization and Control of Stochastic Differential Equations in Financial Mathematics

Citation Formats

G. W. Weber, “Advenced Mathematical Methods of Quality Analysis and Improvement by Nevw Methods of Computational Statistics and with Applications in Manufacturing and Finance,” 2010. Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/61667.