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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| Соавтор: | |
|---|---|
| Другие авторы: | , |
| Формат: | Электронный ресурс eКнига |
| Язык: | English |
| Опубликовано: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2007.
|
| Редактирование: | 1st ed. 2007. |
| Серии: | Advances in Computational Management Science,
9 |
| Предметы: | |
| Online-ссылка: | https://doi.org/10.1007/3-540-36626-1 |
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Оглавление:
- 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.