Optimisation, Econometric and Financial Analysis

Name: Optimisation, Econometric and Financial Analysis
SKU: 11083407
Price: 445.00 NZD
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Format:

Paperback / softback

Series:

Advances in Computational Management Science

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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.

Release date NZ

November 22nd, 2010

Audience

Professional & Vocational

Contributors

Edited by Cristian Gatu
Edited by Erricos Kontoghiorghes

Edition

Softcover reprint of hardcover 1st ed. 2007

Illustrations

X, 278 p.

Pages

278

Series

Advances in Computational Management Science

Dimensions

156x234x15

ISBN-13

9783642071713

Product ID

11083407

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