Proceedings of the Forum Math-For-Industry 2018: Big Data Analysis, Ai, Fintech, Math in Finances and Economics

By Tomoyuki Shirai

A Brief Review of Some Swarming Models using Stochastic Differential Equations.- Copula-based estimation of Value at Risk for the portfolio problem.- An Overview of Exact Solution Methods for Guaranteed Minimum Death Benefit Options in Variable Annuities.- Determinantal reinforcement learning with techniques to avoid poor local optima.- Surface Denoising based on Normal Filtering in a Robust Statistics Framework.- Mathematical Modeling and Inverse Problem Approaches for Functional.- Clothing Design based on Thermal Mechanism.- Unique continuation on a sphere for Helmholtz equation and its numerical treatments.- Notes on Backward Stochastic Differential Equations for Computing XVA.

• Format: Hardcover
• Language: English
• ISBN: 9811655758
• ISBN13: 9789811655753
• Release Date: December 2021
• Publisher: Springer
• Length: 179 Pages
• Weight: 1.00 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"