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Advances in Computational Management Science

Optimisation, Econometric and Financial Analysis

Editors: Kontoghiorghes, Erricos, Gatu, Cristian (Eds.)

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About this book

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.  

Table of contents (12 chapters)

Table of contents (12 chapters)
  • A Supply Chain Network Perspective for Electric Power Generation, Supply, Transmission, and Consumption

    Pages 3-27

    Nagurney, Anna (et al.)

  • Worst-Case Modelling for Management Decisions under Incomplete Information, with Application to Electricity Spot Markets

    Pages 29-50

    Esteban-Bravo, Mercedes (et al.)

  • An Approximate Winner Determination Algorithm for Hybrid Procurement Mechanisms Logistics

    Pages 51-66

    Yadati, Chetan (et al.)

  • Proximal-ACCPM: A Versatile Oracle Based Optimisation Method

    Pages 67-89

    Babonneau, Frédéric (et al.)

  • A Survey of Different Integer Programming Formulations of the Travelling Salesman Problem

    Pages 91-104

    Orman, A.J. (et al.)

Buy this book

eBook $149.00
price for USA in USD (gross)
  • ISBN 978-3-540-36626-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $199.00
price for USA in USD
  • ISBN 978-3-540-36625-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $199.00
price for USA in USD
  • ISBN 978-3-642-07171-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Optimisation, Econometric and Financial Analysis
Editors
  • Erricos Kontoghiorghes
  • Cristian Gatu
Series Title
Advances in Computational Management Science
Series Volume
9
Copyright
2007
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-36626-3
DOI
10.1007/3-540-36626-1
Hardcover ISBN
978-3-540-36625-6
Softcover ISBN
978-3-642-07171-3
Series ISSN
1388-4301
Edition Number
1
Number of Pages
X, 278
Topics