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Gatu, Cristian

Optimisation, Econometric and Financial Analysis

Gatu, Cristian - Optimisation, Econometric and Financial Analysis, ebook

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ISBN: 9783540366263
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Table of contents

Part I.Optimisation Models and Methods

1. A Supply Chain Network Perspective for Electric Power Generation, Supply, Transmission, and Consumption
Anna Nagurney, Dmytro Matsypura

2. Worst-Case Modelling for Management Decisions under Incomplete Information, with Application to Electricity Spot Markets
Mercedes Esteban-Bravo, Berc Rustem

3. An Approximate Winner Determination Algorithm for Hybrid Procurement Mechanisms Logistics
Chetan Yadati, Carlos A.S. Oliveira, Panos M. Pardalos

4. Proximal-ACCPM: A Versatile Oracle Based Optimisation Method
Frédéric Babonneau, Cesar Beltran, Alain Haurie, Claude Tadonki, Jean-Philippe Vial

5. A Survey of Different Integer Programming Formulations of the Travelling Salesman Problem
A.J. Orman, H.P. Williams

Part II.Econometric Modelling and Prediction

6. The Threshold Accepting Optimisation Algorithm in Economics and Statistics
Peter Winker, Dietmar Maringer

7. The Autocorrelation Functions in SETARMA Models
Alessandra Amendola, Marcella Niglio, Cosimo Vitale

8. Trend Estimation and De-Trending
Stephen Pollock

9. Non-Dyadic Wavelet Analysis
Stephen Pollock, Iolanda Lo Cascio

10. Measuring Core Inflation by Multivariate Structural Time Series Models
Tommaso Proietti

Part III.Financial Modelling

11. Random Portfolios for Performance Measurement
Patrick Burns

12. Real Options with Random Controls, Rare Events, and Risk-to-Ruin
Nicos Koussis, Spiros H. Martzoukos, Lenos Trigeorgis

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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000

Author(s)
 
Publisher
Springer
Publication year
2007
Language
en
Edition
1
Category
Economy
Format
Ebook
eISBN (PDF)
9783540366263