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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Kontoghiorghes, Erricos John (Επιμελητής έκδοσης), Gatu, Cristian (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
Σειρά:Advances in Computational Management Science, 9
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • 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.