Non-parametric Identification of Economic Systems (Guennady Koshkin)
An approach to constructing the mathematical models of stochastic objects in conditions of non-parametric uncertainty is expounded, when only information of a general nature is known about the objects and noises. The nonparametric algorithms considered are used in economics, actuarial and financial mathematics, medicine, geology and etc. The course contains extensive theoretical findings and a wide variety of interesting examples of applications of proposed methods and algorithms in the different fields of learning.
The course is intended for Master's and PhD students dealing with the problems of information processing, control, prediction and filtration.