Optimisation, Econometric and Financial Analysis

Name: Optimisation, Econometric and Financial Analysis
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642071713
Price: 157.83 EUR
Availability: InStock

Автор: Erricos Kontoghiorghes, Cristian Gatu

Език:

Корици: С меки корици

Издател: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Наличност: Външен склад

Изпращаме след 5-8 дни

157.83 € 308.69 лв

This book addresses issues associated with the interface of computing, optimisation, econometrics an...

Информация за книгата

Автор

Erricos Kontoghiorghes, Cristian Gatu

Език

Английски език

Корици

Книга - С меки корици

Издадена

2010

страници

278

EAN

9783642071713

ISBN

3642071716

Enbook ID

01652339

Издател

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Теглоt

444

Размери

155 x 235 x 15

Пълно описание

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.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.

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Optimisation, Econometric and Financial Analysis

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