Book Details

Optimisation, Econometric and Financial Analysis

Publication year: 2007

ISBN: 978-3-540-36626-3

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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.


Subject: Business and Economics, Decision Modelling, Econometrics, Financial Modeling, Financial Modelling, Heuristics, Optimisation, Optimization algorithm, Portfolio Selection, Signal Extraction, algorithms, calculus, modeling, optimization, programming, statistics