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by Erricos J. Kontoghiorghes (Editor), Cristian Gatu (Editor)
Advanced computational methods often employed for solution modelling decision-making problems. This book addresses issues associated with interface computing, optimisation, econometrics financial modelling. Emphasis given computational optimisation methods techniques. The first part of book addresses optimisation problems decision modelling, special attention applications supply chain worst-case modelling well advances in methodological aspects optimisation techniques. The second part of book devoted optimisation heuristics, filtering, signal extraction various time series models. The chapters this part cover application threshold accepting econometrics, structure threshold autoregressive moving average models, wavelet analysis signal extraction techniques time series. The third final part of book about use optimisation portfolio selection real option modelling.
278 pages
Publisher: Springer; 1 edition (November 16, 2006)
Language: English
ISBN-10: 3540366253
ISBN-13: 978-3540366256
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| Comment: | Optimisation, Econometric and Financial Analysis (Advances in Computational Management Science 9), Springer (2006) |
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