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.
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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.
Imprint | Springer-Verlag |
Country of origin | Germany |
Series | Advances in Computational Management Science, 9 |
Release date | November 2010 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2007 |
Editors | Erricos Kontoghiorghes, Cristian Gatu |
Dimensions | 235 x 155 x 15mm (L x W x T) |
Format | Paperback |
Pages | 278 |
Edition | Softcover reprint of hardcover 1st ed. 2007 |
ISBN-13 | 978-3-642-07171-3 |
Barcode | 9783642071713 |
Categories | |
LSN | 3-642-07171-6 |