Optimisation, Econometric and Financial Analysis
Anna Nagurney, Dmytro Matsypura, Prof. Erricos John Kontoghiorghes, Dr. Cristian Gatu, "Optimisation, Econometric and Financial Analysis"
2007 | pages: 278 | ISBN: 3540366253, 3642071716 | PDF | 1,8 mb
2007 | pages: 278 | ISBN: 3540366253, 3642071716 | PDF | 1,8 mb
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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