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Optimisation, Econometric and Financial Analysis

Optimisation, Econometric and Financial Analysis

Paperback

Series: Advances in Computational Management Science, Book 9

Investing & FinanceGeneral ComputersGeneral Mathematics

ISBN10: 3642071716
ISBN13: 9783642071713
Publisher: Springer
Published: Nov 22 2010
Pages: 278
Weight: 0.90
Height: 0.61 Width: 6.14 Depth: 9.21
Language: English
Optimisation 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 in Logistics.- Proximal-ACCPM: A Versatile Oracle Based Optimization Method.- A Survey of Different Integer Programming Formulations of the Travelling Salesman Problem.- 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 Controls, Rare Events, and Risk-to-Ruin.

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Investing & Finance