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Optimisation, Econometric and Financial Analysis
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Optimisation, Econometric and Financial Analysis
von: Erricos Kontoghiorghes, Cristian Gatu
Springer-Verlag, 2007
ISBN: 9783540366263
275 Seiten, Download: 3108 KB
 
Format:  PDF
geeignet für: Apple iPad, Android Tablet PC's Online-Lesen PC, MAC, Laptop

Typ: B (paralleler Zugriff)

 

 
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Inhaltsverzeichnis

  Advances in Computational Management Science 2  
  Preface 6  
  Contents 7  
  3-540-36625-3_Book_OnlinePDF.pdf 1  
     Part I Optimisation Models and Methods 9  
        A Supply Chain Network Perspectivefor Electric Power Generation, Supply, 10  
        Introduction 10  
        The Behavior of Power Generatorsand their Optimality Conditions 15  
        Qualitative Properties 25  
        The Algorithm 26  
        A Supply Chain Network Perspective for Electric Power Generation, Supply, Transmission, and Consumption 9  
           Anna Nagurney and Dmytro Matsypura 9  
              Worst-Case Modellingfor Management Decisionsunder Incomplete Information,with Application to Electricity Spot Markets 32  
              Mercedes Esteban-Bravo and Berc Rustem 32  
              An Approximate Winner Determination Algorithm for Hybrid Procurement Mechanisms in Logistics 55  
              Chetan Yadati, Carlos A.S. Oliveira and Panos M. Pardalos 55  
              Proximal-ACCPM: A Versatile Oracle Based Optimisation Method 72  
              Frédéric Babonneau, Cesar Beltran, Alain Haurie, Claude Tadonkieserved @d = *@let@token and Jean-Philippe Vial 72  
              A Surveyof Different Integer Programming Formulationsof the Travelling Salesman Problem 94  
              A.J. Orman and H.P. Williams 94  
              Part II Econometric Modelling and Prediction 111  
                 The Threshold Accepting Optimisation Algorithm in Economics and Statistics 111  
                    Peter Winker and Dietmar Maringer 111  
                       The Autocorrelation Functions in SETARMA Models 128  
                       Alessandra Amendola, Marcella Niglio and Cosimo Vitale 128  
                       Trend Estimation and De-Trending 145  
                       Stephen Pollock 145  
                       Non-Dyadic Wavelet Analysis 168  
                       Stephen Pollock and Iolanda Lo Cascio 168  
                       -1Measuring Core Inflationby Multivariate Structural Time Series Models 205  
                       Tommaso Proietti 205  
                       Part III Financial Modelling 226  
                          Random Portfoliosfor Performance Measurement 226  
                             Patrick Burns 226  
                                Real Options with Random Controls, Rare Events, and Risk-to-Ruin 248  
                                Nicos Koussis, Spiros H. Martzoukos and Lenos Trigeorgis 248  
                                Index 271  


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