Erricos Kontoghiorghes,
Cristian Gatu
Springer Berlin Heidelberg
0e druk, 2010
9783642071713
Optimisation, Econometric and Financial Analysis
Specificaties
Paperback, 278 blz.
|
Engels
Springer Berlin Heidelberg |
0e druk, 2010
ISBN13: 9783642071713
Rubricering
Onderdeel van serie
Advances in Computational Management Science
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modeling, emphasizing computational optimisation methods and techniques. The first part addresses optimisation problems and decision modeling, plus applications of supply chain and worst-case modeling and advances in methodological aspects of optimisation techniques. The second part covers optimisation heuristics, filtering, signal extraction and time series models. The final part discusses optimisation in portfolio selection and real option modeling.
Specificaties
ISBN13:9783642071713
Taal:Engels
Bindwijze:paperback
Aantal pagina's:278
Uitgever:Springer Berlin Heidelberg
Druk:0
Hoofdrubriek:Automatisering algemeen, Computer en informatica
Inhoudsopgave
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 in Logistics.- Proximal-ACCPM: A Versatile Oracle Based Optimization Method.- A Survey of Different Integer Programming Formulations of the Travelling Salesman Problem.- Econometric Modelling and Prediction: The Threshold Accepting Optimization 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.