书目名称 | Optimisation, Econometric and Financial Analysis | 编辑 | Erricos John Kontoghiorghes,Cristian Gatu | 视频video | | 丛书名称 | Advances in Computational Management Science | 图书封面 |  | 描述 | 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. The chapters in this part cover the application of threshold accepting in econometrics, the structure of threshold autoregressive moving average models, wavelet analysis and signal extraction techniques in time series. The third and final part of the book is about the use of optimisation in portfolio selection and real option modelling. | 出版日期 | Conference proceedings 2007 | 关键词 | Decision Modelling; Econometrics; Financial Modeling; Financial Modelling; Heuristics; Optimisation; Optim | 版次 | 1 | doi | https://doi.org/10.1007/3-540-36626-1 | isbn_softcover | 978-3-642-07171-3 | isbn_ebook | 978-3-540-36626-3Series ISSN 1388-4301 | issn_series | 1388-4301 | copyright | Springer-Verlag Berlin Heidelberg 2007 |
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书目名称Optimisation, Econometric and Financial Analysis被引频次 
书目名称Optimisation, Econometric and Financial Analysis被引频次学科排名 
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