Optimisation, Econometric and Financial Analysis

Optimisation, Econometric and Financial Analysis 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. Autor: Erricos Kontoghiorghes, Cristian Gatu Wydawnictwo: Springer Rok wydania: 2006 Okładka: twarda Liczba stron: 278 Wymiary: 21 x 29.7 x 2.1 cm Ilustracje: 17 Tables, black and white; X, 278 p. Język: angielski ISBN: 9783540366256