Continuous-time Stochastic Control and Optimization with Financial Applications, Huyen Pham

Автор: Kontoghiorghes Erricos J., Gatu Cristian
Название: Optimisation, Econometric and Financial Analysis
ISBN: 3540366253 ISBN-13(EAN): 9783540366256
Издательство: Springer
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Цена: 23058.00 р.
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Описание: 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.

Автор: Andrew Lewis; Sanaz Mostaghim; Marcus Randall
Название: Biologically-Inspired Optimisation Methods
ISBN: 3642012612 ISBN-13(EAN): 9783642012617
Издательство: Springer
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Цена: 26122.00 р.
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Описание: This book covers the latest theories, applications and techniques in Biologically-Inspired Optimisation Methods. Many chapters derive from studies presented at workshops and international conferences on e-Science, Grid Computing and Evolutionary computation.

Автор: Ruey S. Tsay
Название: Multivariate Time Series Analysis: With R and Financial Applications
ISBN: 1118617908 ISBN-13(EAN): 9781118617908
Издательство: Wiley
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Цена: 18842.00 р.
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Описание: An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series.

Автор: Raymond Chiong
Название: Nature-Inspired Algorithms for Optimisation
ISBN: 3642101305 ISBN-13(EAN): 9783642101304
Издательство: Springer
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Цена: 36570.00 р.
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Описание: Nature-inspired algorithms have become popular because many real-world optimization problems have become increasingly large, complex and dynamic. This book covers the latest algorithms and important studies for tackling various kinds of optimization problems.