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Optimisation, econometric and financial analysis

Publisher: Berlin : Springer, 2007.
Series: Advances in computational management science, v. 9.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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 techniques. The first part of the book addresses optimisation problems and decision modelling, with special attention to  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Optimisation, econometric and financial analysis.
Berlin : Springer, 2007
(OCoLC)76685968
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
ISBN: 9783540366263 3540366261 1280902078 9781280902079
OCLC Number: 184984595
Description: 1 online resource (x, 277 pages) : illustrations.
Contents: A supply chain network perspective for electric power generation, supply, transmission, and consumption / Anna Nagurney and Dmytro Matsypura --
Worst-case modelling for management decisions under incomplete information, with application to electricity spot markets / Mercedes Esteban-Bravo and Berc Rustem --
An approximate winner determination algorithm for hybrid procurement mechanisms logistics / Chetan Yadati, Carlos Oliveira and Panos Pardalos --
Proximal-ACCPM: a versatile oracle based optimisation method / Frédéric Babonneau [and others] --
A survey of different integer programming formulations of the travelling salesman problem / A.J. Orman and H.P. Williams --
The threshold accepting optimisation algorithm in economics and statistics / Peter Winker and Dietmar Maringer --
The autocorrelation functions in SETARMA models / Alessandra Amendola, Marcella Niglio and Cosimo Vitale --
Trend estimation and de-trending / Stephen Pollock --
Non-dyadic wavelet analysis / Stephen Pollock and Iolanda Cascio --
measuring core inflation by multivariate structural time series models / Tommaso Proietti --
Random portfolios for performance measurement / Patrick Burns --
Real options with random controls, rare events, and risk-to-ruin / Nicos Koussis, Spiros Martzoukos and Lenos Trigeorgis.
Series Title: Advances in computational management science, v. 9.
Responsibility: Erricos John Kontoghiorghes, Cristian Gatu (eds.).

Abstract:

This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modeling, emphasizing computational optimisation methods and techniques.  Read more...

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