Optimisation, Econometric and Financial Analysis
Download or Read eBook Optimisation, Econometric and Financial Analysis PDF written by Erricos Kontoghiorghes and published by Springer Science & Business Media. This book was released on 2007-05-17 with total page 275 pages. Available in PDF, EPUB and Kindle.
Author | : Erricos Kontoghiorghes |
Publisher | : Springer Science & Business Media |
Total Pages | : 275 |
Release | : 2007-05-17 |
ISBN-10 | : 9783540366263 |
ISBN-13 | : 3540366261 |
Rating | : 4/5 (63 Downloads) |
Book Synopsis Optimisation, Econometric and Financial Analysis by : Erricos Kontoghiorghes
Book excerpt: 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.