Skip to main content
SpringerLink
Log in
Book cover

Computational Approaches to Economic Problems

  • Book
  • © 1997

Overview

Editors:
  1. Hans Amman

    1. University of Amsterdam, Amsterdam, The Netherlands
      Center for Applied Research in Economics, The University of Texas, Austin, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Berc Rustem

    1. Imperial College of Science, Technology and Medicine, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  3. Andrew Whinston

    1. University of Texas, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Advances in Computational Economics (AICE, volume 6)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (23 chapters)

  1. Front Matter

    Pages i-xiv
    Download chapter PDF

  2. Part One

    1. Front Matter

      Pages 1-1
      Download chapter PDF

    2. Factor-GARCH Modeling of the Treasury Term Structure

      • Christopher F. Baum, Basma Bekdache
      Pages 3-16

    3. Analyzing a Small French ECM Model

      • Jean-Louis Brillet
      Pages 17-37

    4. Wavelet Basis Selection for Regression by Cross-Validation

      • Seth A. Greenblatt
      Pages 39-55

    5. Computation and Inference in Semiparametric Efficient Estimation

      • Robert M. Adams, Allen N. Berger, Robin C. Sickles
      Pages 57-70

    6. Generating Random Numbers in Mathematica

      • David A. Belsley
      Pages 71-77

    7. Linked-Cone Profit Ratio Estimates of U.S. Total Factor Productivity Growth, Using DEA/AR Methods

      • Russell G. Thompson, E. A. Waltz, P. S. Dharmapala, R. M. Thrall
      Pages 79-90

    8. Several Algorithms to Determine Multipliers for Use in Cone-Ratio Envelopment Approaches to Efficiency Evaluations in DEA

      • Kaoru Tone
      Pages 91-109

  3. Computational Methods in Finance

    1. Front Matter

      Pages 111-111
      Download chapter PDF

    2. The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques

      • Ramaprasad Bhar, Carl Chiarella
      Pages 113-126

    3. Neural Networks for Contingent Claim Pricing via the Galerkin Method

      • Emilio Barucci, Umberto Cherubini, Leonardo Landi
      Pages 127-141

    4. Asset Liability Management

      • Diem Ho
      Pages 143-159

    5. An Efficient Parallel Implementation of a Lattice Pricing Model

      • Soren S. Nielsen
      Pages 161-173

    6. Projected Dynamical Systems for International Financial Policy Modeling and Computation

      • Anna Nagurney, Stavros Siokos
      Pages 175-191

    7. Monitoring Active Portfolios Using Statistical Process Control

      • Emmanuel Yashchin, Thomas K. Philips, David M. Stein
      Pages 193-205

  4. Computational Methods for a Social Environment

    1. Front Matter

      Pages 207-207
      Download chapter PDF

    2. Ordering: Human versus Computer

      • Alfred Norman, Greg Leonard, Leigh Linden, Kara Meythaler, Kim Murray, Herb Newhouse et al.
      Pages 209-223

    3. Strategic Uncertainty and the Genetic Algorithm Adaptation

      • Jasmina Arifovic
      Pages 225-236

    4. Fluctuating Benefits and Collective Action

      • Bernardo A. Huberman
      Pages 237-247
Back to top

Keywords

About this book

This volume contains a selection of papers presented at the first conference of the Society for Computational Economics held at ICC Institute, Austin, Texas, May 21-24, 1995.
Twenty-two papers are included in this volume, devoted to applications of computational methods for the empirical analysis of economic and financial systems; the development of computing methodology, including software, related to economics and finance; and the overall impact of developments in computing. The various contributions represented in the volume indicate the growing interest in the topic due to the increased availability of computational concepts and tools and the necessity of analyzing complex decision problems.
The papers in this volume are divided into four sections:
  • Computational methods in econometrics,
  • Computational methods in finance,
  • Computational methods for a social environment and
  • New computational methods.£/LIST£

    • Editors and Affiliations

    • University of Amsterdam, Amsterdam, The Netherlands

      Hans Amman

    • Center for Applied Research in Economics, The University of Texas, Austin, USA

      Hans Amman

    • Imperial College of Science, Technology and Medicine, USA

      Berc Rustem

    • University of Texas, USA

      Andrew Whinston

    Bibliographic Information

    • Book Title: Computational Approaches to Economic Problems

    • Editors: Hans Amman, Berc Rustem, Andrew Whinston

    • Series Title: Advances in Computational Economics

    • DOI: https://doi.org/10.1007/978-1-4757-2644-2

    • Publisher: Springer New York, NY

    • eBook Packages: Springer Book Archive

    • Copyright Information: Springer Science+Business Media Dordrecht 1997

    • Hardcover ISBN: 978-0-7923-4397-4Published: 31 July 1997

    • Softcover ISBN: 978-1-4419-4770-3Published: 08 December 2010

    • eBook ISBN: 978-1-4757-2644-2Published: 09 March 2013

    • Series ISSN: 0929-130X

    • Edition Number: 1

    • Number of Pages: XIV, 376

    • Topics: Economic Theory/Quantitative Economics/Mathematical Methods, Econometrics

    Publish with us

    Policies and ethics

    Back to top

    Search

    Navigation