Optimisation, Econometric and Financial Analysis

Book Overview

Optimisation Models and Methods: A Supply Chain Network Perspective for Electric Power Generation, Supply, Transmission, and Consumption.- Worst-Case Modelling for Management Decisions under Incomplete Information, with Application to Electricity Spot Markets.- An Approximate Winner Determination Algorithm for Hybrid Procurement Mechanisms in Logistics.- Proximal-ACCPM: A Versatile Oracle Based Optimization Method.- A Survey of Different Integer Programming Formulations of the Travelling Salesman Problem.- Econometric Modelling and Prediction: The Threshold Accepting Optimization Algorithm in Economics and Statistics.- The Autocorrelation Functions in SETARMA Models.- Trend Estimation and De-Trending.- Non-Dyadic Wavelet Analysis.- Measuring Core Inflation by Multivariate Structural Time Series Models.- Financial Modelling: Random Portfolios for Performance Measurement.- Real Options with Random Controls, Rare Events, and Risk-to-Ruin.

• Format: Paperback
• Language: English
• ISBN: 3642071716
• ISBN13: 9783642071713
• Release Date: November 2010
• Publisher: Springer
• Length: 278 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"