000 03821nam a22005535i 4500
001 978-3-540-36626-3
003 DE-He213
005 20161121230614.0
007 cr nn 008mamaa
008 100301s2007 gw | s |||| 0|eng d
020 _a9783540366263
_9978-3-540-36626-3
024 7 _a10.1007/3-540-36626-1
_2doi
050 4 _aQA75.5-76.95
072 7 _aUY
_2bicssc
072 7 _aUYA
_2bicssc
072 7 _aCOM014000
_2bisacsh
072 7 _aCOM031000
_2bisacsh
082 0 4 _a004.0151
_223
245 1 0 _aOptimisation, Econometric and Financial Analysis
_h[electronic resource] /
_cedited by Erricos John Kontoghiorghes, Cristian Gatu.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2007.
300 _aX, 278 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aAdvances in Computational Management Science,
_x1388-4301 ;
_v9
505 0 _aOptimisation 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 _aAdvanced 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 _aComputer science.
650 0 _aFinance.
650 0 _aComputers.
650 0 _aEconomics, Mathematical.
650 0 _aMathematical optimization.
650 1 4 _aComputer Science.
650 2 4 _aTheory of Computation.
650 2 4 _aFinance, general.
650 2 4 _aOptimization.
650 2 4 _aQuantitative Finance.
650 2 4 _aComputing Methodologies.
700 1 _aKontoghiorghes, Erricos John.
_eeditor.
700 1 _aGatu, Cristian.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783540366256
830 0 _aAdvances in Computational Management Science,
_x1388-4301 ;
_v9
856 4 0 _uhttp://dx.doi.org/10.1007/3-540-36626-1
912 _aZDB-2-SCS
950 _aComputer Science (Springer-11645)
999 _c501245
_d501245