Optimisation, Econometric and Financial Analysis: 9 (Advances in Computational Management Science) - Tapa dura

 
9783540366256: Optimisation, Econometric and Financial Analysis: 9 (Advances in Computational Management Science)
Tapa dura
ISBN 10: 3540366253 ISBN 13: 9783540366256
Editorial: Springer, 2006

Sinopsis

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.

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De la contraportada

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.  

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2006
Idioma
Inglés
ISBN 10 
3540366253
ISBN 13 
9783540366256
Encuadernación
Tapa dura
Número de páginas
292
Editor
Kontoghiorghes Erricos, Gatu Cristian
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Alemania

Otras ediciones populares con el mismo título

9783642071713: Optimisation, Econometric and Financial Analysis: 9 (Advances in Computational Management Science)

Edición Destacada

ISBN 10:  3642071716 ISBN 13:  9783642071713
Editorial: Springer, 2010
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