Nature-Inspired Algorithms for Optimisation, Raymond Chiong

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: Huyen Pham
Название: Continuous-time Stochastic Control and Optimization with Financial Applications
ISBN: 3540894993 ISBN-13(EAN): 9783540894995
Издательство: Springer
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Цена: 9083.00 р.
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Описание: This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.

Автор: Andrew Lewis; Sanaz Mostaghim; Marcus Randall
Название: Biologically-Inspired Optimisation Methods
ISBN: 3642101771 ISBN-13(EAN): 9783642101779
Издательство: Springer
Рейтинг:
Цена: 26120.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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.