Optimisation, Econometrics And Financial Analysis

Kontoghiorghes, Erricos John, Gatu, Cristian

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PRICE
FOR FREE
AUTHOR
Kontoghiorghes, Erricos John, Gatu, Cristian
DATE
2006
ISBN
9783540366256
LANGUAGE
ENGLISH
FILE FORMAT
12,53 MB
FORMAT
FB2 EPUB PDF

BOOK 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.Kontoghiorghes, Erricos John is the author of 'Optimisation, Econometrics And Financial Analysis ', published 2006 under ISBN 9783540366256 and ISBN 3540366253.

... an attempt to make it more effective. These adjustments include changing the ... John Kontoghiorghes - Optimisation, Econometric ... ... ... Optimisation, Econometric and Financial Analysis (Advances in Computational Management Science) 2007th Edition by Erricos Kontoghiorghes (Editor), Cristian Gatu (Editor) ISBN-13: 978-3540366256. ISBN-10: 3540753958. Why is ISBN important? ISBN. This bar-code number lets you verify that you're getting exactly the right version or edition of a book. The 13-digit and 10-digit formats both work. ... 1. Is part of: \rKontoghior ... Optimisation, econometric, and financial analysis (eBook ... ... . The 13-digit and 10-digit formats both work. ... 1. Is part of: \rKontoghiorghes, Erricos J.; Gatu, Cristian \(Eds.\): Optimisation, Econometric and Financial Analysis. Advances in Computational Management Science ... "Optimisation, Econometric and Financial Analysis" is a volume of the book series on "Advances on Computational Management Science". 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 ... Optimization in Economics and Finance extends and improves the usual optimization techniques, in a form that may be adopted for modeling social choice problems. Problems discussed include: when is an optimum reached; when is it unique; relaxation of the conventional convex (or concave) assumptions on an economic model; associated mathematical concepts such as invex and quasimax; multiobjective ... The Paperback of the Optimisation, Econometric and Financial Analysis by Erricos Kontoghiorghes at Barnes & Noble. FREE Shipping on $35 or more! FREE Shipping on $35 or more! Due to COVID-19, orders may be delayed. Econometric Modelling and Prediction: The Threshold Accepting Optimization 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 ... "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 ......