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...

Table of Contents:

• 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.