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Optimisation, Econometric and Financial Analysis
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Optimisation, Econometric and Financial Analysis (Hardback)

£132.00
Usually despatched within 2 weeks.

Synopsis

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.

Computing & ITComputer science Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Publication Date: 06/11/2006 ISBN-13: 9783540366256  Details: Type: Hardback Format: Books
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