Coverart for item
The Resource Optimisation, econometric and financial analysis, Erricos John Kontoghiorghes, Cristian Gatu (eds.)

Optimisation, econometric and financial analysis, Erricos John Kontoghiorghes, Cristian Gatu (eds.)

Label
Optimisation, econometric and financial analysis
Title
Optimisation, econometric and financial analysis
Statement of responsibility
Erricos John Kontoghiorghes, Cristian Gatu (eds.)
Subject
Language
eng
Summary
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
Member of
Cataloging source
GW5XE
Dewey number
658.4/033
Illustrations
illustrations
Index
index present
LC call number
HD30.25
LC item number
.O68 2007eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Advances in computational management science,
Series volume
9
http://library.link/vocab/subjectName
  • Management
  • Mathematical optimization
  • Affaires
  • Science économique
  • Economie de l'entreprise
  • Management
  • Mathematical optimization
Label
Optimisation, econometric and financial analysis, Erricos John Kontoghiorghes, Cristian Gatu (eds.)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
A supply chain network perspective for electric power generation, supply, transmission, and consumption / Anna Nagurney and Dmytro Matsypura -- Worst-case modelling for management decisions under incomplete information, with application to electricity spot markets / Mercedes Esteban-Bravo and Berc Rustem -- An approximate winner determination algorithm for hybrid procurement mechanisms logistics / Chetan Yadati, Carlos Oliveira and Panos Pardalos -- Proximal-ACCPM: a versatile oracle based optimisation method / Frédéric Babonneau [and others] -- A survey of different integer programming formulations of the travelling salesman problem / A.J. Orman and H.P. Williams -- The threshold accepting optimisation algorithm in economics and statistics / Peter Winker and Dietmar Maringer -- The autocorrelation functions in SETARMA models / Alessandra Amendola, Marcella Niglio and Cosimo Vitale -- Trend estimation and de-trending / Stephen Pollock -- Non-dyadic wavelet analysis / Stephen Pollock and Iolanda Cascio -- measuring core inflation by multivariate structural time series models / Tommaso Proietti -- Random portfolios for performance measurement / Patrick Burns -- Real options with random controls, rare events, and risk-to-ruin / Nicos Koussis, Spiros Martzoukos and Lenos Trigeorgis
Control code
184984595
Dimensions
unknown
Extent
1 online resource (x, 277 pages)
Form of item
online
Isbn
9781280902079
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-36625-6
Specific material designation
remote
System control number
(OCoLC)184984595
Label
Optimisation, econometric and financial analysis, Erricos John Kontoghiorghes, Cristian Gatu (eds.)
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
A supply chain network perspective for electric power generation, supply, transmission, and consumption / Anna Nagurney and Dmytro Matsypura -- Worst-case modelling for management decisions under incomplete information, with application to electricity spot markets / Mercedes Esteban-Bravo and Berc Rustem -- An approximate winner determination algorithm for hybrid procurement mechanisms logistics / Chetan Yadati, Carlos Oliveira and Panos Pardalos -- Proximal-ACCPM: a versatile oracle based optimisation method / Frédéric Babonneau [and others] -- A survey of different integer programming formulations of the travelling salesman problem / A.J. Orman and H.P. Williams -- The threshold accepting optimisation algorithm in economics and statistics / Peter Winker and Dietmar Maringer -- The autocorrelation functions in SETARMA models / Alessandra Amendola, Marcella Niglio and Cosimo Vitale -- Trend estimation and de-trending / Stephen Pollock -- Non-dyadic wavelet analysis / Stephen Pollock and Iolanda Cascio -- measuring core inflation by multivariate structural time series models / Tommaso Proietti -- Random portfolios for performance measurement / Patrick Burns -- Real options with random controls, rare events, and risk-to-ruin / Nicos Koussis, Spiros Martzoukos and Lenos Trigeorgis
Control code
184984595
Dimensions
unknown
Extent
1 online resource (x, 277 pages)
Form of item
online
Isbn
9781280902079
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-36625-6
Specific material designation
remote
System control number
(OCoLC)184984595

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