Optimisation, Econometric and Financial Analysis by Erricos Kontoghiorghes (Engl

Description: Optimisation, Econometric and Financial Analysis by Erricos Kontoghiorghes, Cristian Gatu The first part of the book addresses optimisation problems and decision modelling, with special attention to applications of supply chain and worst-case modelling as well as advances in the methodological aspects of optimisation techniques. FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description 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 applications of supply chain and worst-case modelling as well as advances in the methodological aspects of optimisation techniques. The second part of the book is devoted to optimisation heuristics, filtering, signal extraction and various time series models. The chapters in this part cover the application of threshold accepting in econometrics, the structure of threshold autoregressive moving average models, wavelet analysis and signal extraction techniques in time series. The third and final part of the book is about the use of optimisation in portfolio selection and real option modelling. Notes Addresses the interface of computing, optimisation, econometrics and financial modelingDivides the larger discussion into 3 parts for tigher focus and greater depth of coverageDiscusses optimisation problems and decision modeling, optimisation heuristics, and optimisation in portfolio selection and real option modeling Back Cover 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 applications of supply chain and worst-case modelling as well as advances in the methodological aspects of optimisation techniques. The second part of the book is devoted to optimisation heuristics, filtering, signal extraction and various time series models. The chapters in this part cover the application of threshold accepting in econometrics, the structure of threshold autoregressive moving average models, wavelet analysis and signal extraction techniques in time series. The third and final part of the book is about the use of optimisation in portfolio selection and real option modelling. 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. Long Description 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 applications of supply chain and worst-case modelling as well as advances in the methodological aspects of optimisation techniques. The second part of the book is devoted to optimisation heuristics, filtering, signal extraction and various time series models. The chapters in this part cover the application of threshold accepting in econometrics, the structure of threshold autoregressive moving average models, wavelet analysis and signal extraction techniques in time series. The third and final part of the book is about the use of optimisation in portfolio selection and real option modelling. Feature Addresses the interface of computing, optimisation, econometrics and financial modeling Divides the larger discussion into 3 parts for tigher focus and greater depth of coverage Discusses optimisation problems and decision modeling, optimisation heuristics, and optimisation in portfolio selection and real option modeling Details ISBN3540366253 Short Title OPTIMISATION ECONOMETRIC & FIN Series Advances in Computational Management Science Language English ISBN-10 3540366253 ISBN-13 9783540366256 Media Book Format Hardcover Series Number 9 Year 2006 Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K Place of Publication Berlin Country of Publication Germany Edited by Erricos Kontoghiorghes DEWEY 330.015195 Edition 1st DOI 10.1604/9783540366256;10.1007/3-540-36626-1 Author Cristian Gatu Pages 278 Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Publication Date 2006-11-06 Alternative 9783642071713 Audience Professional & Vocational Illustrations X, 278 p. We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:96276211;

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