Optimisation, Econometric and Financial Analysis

Advanced computational methods are often employed for the solution of modelling and decision-making problems. This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modelling. Emphasis is given to computational optimisation methods and techniq...

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Korporativna značnica: SpringerLink (Online service)
Drugi avtorji: Kontoghiorghes, Erricos. (Editor, http://id.loc.gov/vocabulary/relators/edt), Gatu, Cristian. (Editor, http://id.loc.gov/vocabulary/relators/edt)
Format: Elektronski eKnjiga
Jezik:English
Izdano: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2007.
Izdaja:1st ed. 2007.
Serija:Advances in Computational Management Science, 9
Teme:
Online dostop:https://doi.org/10.1007/3-540-36626-1
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Kazalo:
  • Optimisation Models and Methods
  • A Supply Chain Network Perspective for Electric Power Generation, Supply, Transmission, and Consumption
  • Worst-Case Modelling for Management Decisions under Incomplete Information, with Application to Electricity Spot Markets
  • An Approximate Winner Determination Algorithm for Hybrid Procurement Mechanisms Logistics
  • Proximal-ACCPM: A Versatile Oracle Based Optimisation Method
  • A Survey of Different Integer Programming Formulations of the Travelling Salesman Problem
  • Econometric Modelling and Prediction
  • The Threshold Accepting Optimisation Algorithm in Economics and Statistics
  • The Autocorrelation Functions in SETARMA Models
  • Trend Estimation and De-Trending
  • Non-Dyadic Wavelet Analysis
  • Measuring Core Inflation by Multivariate Structural Time Series Models
  • Financial Modelling
  • Random Portfolios for Performance Measurement
  • Real Options with Random Controls, Rare Events, and Risk-to-Ruin.