Optimisation, Econometric and Financial Analysis

Released on by Erricos Kontoghiorghes
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  • Optimisation, Econometric and Financial Analysis Book Detail

  • Author : Erricos Kontoghiorghes
  • Release Date : 2007-05-17
  • Publisher : Springer Science & Business Media
  • Genre : Computers
  • Pages : 275
  • ISBN 13 : 3540366261
  • File Size : 92,92 MB
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Optimisation, Econometric and Financial Analysis by Erricos Kontoghiorghes PDF Summary

Book Description: 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.

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Optimization in Economics and Finance

Optimization in Economics and Finance

File Size : 42,42 MB
Total View : 4531 Views
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Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not yet been applied to models of economic gr