Optimisation, Econometric and Financial Analysis

• Corporate Author: SpringerLink (Online service)
• Other Authors: Kontoghiorghes, Erricos John (Editor), Gatu, Cristian (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
• Series: Advances in Computational Management Science, 9
• Subjects: Computer science.; Finance.; Computers.; Economics, Mathematical.; Mathematical optimization.; Computer Science.; Theory of Computation.; Finance, general.; Optimization.; Quantitative Finance.; Computing Methodologies.

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...