| 000 -LEADER |
|---|
| fixed length control field |
03821nam a22005535i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
978-3-540-36626-3 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20161121230614.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
|---|
| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
100301s2007 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783540366263 |
| -- |
978-3-540-36626-3 |
| 024 7# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.1007/3-540-36626-1 |
| Source of number or code |
doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
QA75.5-76.95 |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
UY |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
UYA |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
COM014000 |
| Source |
bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
COM031000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
004.0151 |
| Edition number |
23 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Optimisation, Econometric and Financial Analysis |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
edited by Erricos John Kontoghiorghes, Cristian Gatu. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Berlin, Heidelberg : |
| Name of producer, publisher, distributor, manufacturer |
Springer Berlin Heidelberg, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2007. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
X, 278 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Advances in Computational Management Science, |
| International Standard Serial Number |
1388-4301 ; |
| Volume/sequential designation |
9 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
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. . |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Computer science. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Computers. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economics, Mathematical. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Mathematical optimization. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Computer Science. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Theory of Computation. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance, general. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Optimization. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Computing Methodologies. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Kontoghiorghes, Erricos John. |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Gatu, Cristian. |
| Relator term |
editor. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9783540366256 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Advances in Computational Management Science, |
| International Standard Serial Number |
1388-4301 ; |
| Volume/sequential designation |
9 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/3-540-36626-1 |
| 912 ## - |
|---|
| -- |
ZDB-2-SCS |
