Author: Michel Juillard
Publisher:
ISBN:
Category :
Languages : en
Pages : 327
Book Description
Special Double Issue: Computing in Economics and Finance
Author: Michel Juillard
Publisher:
ISBN:
Category :
Languages : en
Pages : 327
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 327
Book Description
Applied Computational Economics and Finance
Author: Mario J. Miranda
Publisher: MIT Press
ISBN: 0262291754
Category : Business & Economics
Languages : en
Pages : 529
Book Description
This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book also provides an extensive Web-site library of computer utilities and demonstration programs. The book is divided into two parts. The first part develops basic numerical methods, including linear and nonlinear equation methods, complementarity methods, finite-dimensional optimization, numerical integration and differentiation, and function approximation. The second part presents methods for solving dynamic stochastic models in economics and finance, including dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. The book uses MATLAB to illustrate the algorithms and includes a utilities toolbox to help readers develop their own computational economics applications.
Publisher: MIT Press
ISBN: 0262291754
Category : Business & Economics
Languages : en
Pages : 529
Book Description
This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book also provides an extensive Web-site library of computer utilities and demonstration programs. The book is divided into two parts. The first part develops basic numerical methods, including linear and nonlinear equation methods, complementarity methods, finite-dimensional optimization, numerical integration and differentiation, and function approximation. The second part presents methods for solving dynamic stochastic models in economics and finance, including dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. The book uses MATLAB to illustrate the algorithms and includes a utilities toolbox to help readers develop their own computational economics applications.
Special Issue: Parallel Computing in Economics, Finance and Decision Making
Author: Erricos John Kontoghiorghes
Publisher:
ISBN:
Category :
Languages : en
Pages : 170
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 170
Book Description
Special issue Numerical methods in economics and finance
Author: Seth A. Greenblatt
Publisher:
ISBN:
Category :
Languages : en
Pages : 102
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 102
Book Description
Programming Languages and Systems in Computational Economics and Finance
Author: Soren Bo Nielsen
Publisher: Springer Science & Business Media
ISBN: 146151049X
Category : Business & Economics
Languages : en
Pages : 462
Book Description
The developments within the computationally and numerically oriented ar eas of Operations Research, Finance, Statistics and Economics have been sig nificant over the past few decades. Each area has been developing its own computer systems and languages that suit its needs, but there is relatively little cross-fertilization among them yet. This volume contains a collection of papers that each highlights a particular system, language, model or paradigm from one of the computational disciplines, aimed at researchers and practitioners from the other fields. The 15 papers cover a number of relevant topics: Models and Modelling in Operations Research and Economics, novel High-level and Object-Oriented approaches to programming, through advanced uses of Maple and MATLAB, and applications and solution of Differential Equations in Finance. It is hoped that the material in this volume will whet the reader's appetite for discovering and exploring new approaches to old problems, and in the longer run facilitate cross-fertilization among the fields. We would like to thank the contributing authors, the reviewers, the publisher, and last, but not least, Jesper Saxtorph, Anders Nielsen, and Thomas Stidsen for invaluable technical assistance.
Publisher: Springer Science & Business Media
ISBN: 146151049X
Category : Business & Economics
Languages : en
Pages : 462
Book Description
The developments within the computationally and numerically oriented ar eas of Operations Research, Finance, Statistics and Economics have been sig nificant over the past few decades. Each area has been developing its own computer systems and languages that suit its needs, but there is relatively little cross-fertilization among them yet. This volume contains a collection of papers that each highlights a particular system, language, model or paradigm from one of the computational disciplines, aimed at researchers and practitioners from the other fields. The 15 papers cover a number of relevant topics: Models and Modelling in Operations Research and Economics, novel High-level and Object-Oriented approaches to programming, through advanced uses of Maple and MATLAB, and applications and solution of Differential Equations in Finance. It is hoped that the material in this volume will whet the reader's appetite for discovering and exploring new approaches to old problems, and in the longer run facilitate cross-fertilization among the fields. We would like to thank the contributing authors, the reviewers, the publisher, and last, but not least, Jesper Saxtorph, Anders Nielsen, and Thomas Stidsen for invaluable technical assistance.
Artificial Intelligence, Learning and Computation in Economics and Finance
Author: Ragupathy Venkatachalam
Publisher: Springer Nature
ISBN: 3031152948
Category : Science
Languages : en
Pages : 331
Book Description
This book presents frontier research on the use of computational methods to model complex interactions in economics and finance. Artificial Intelligence, Machine Learning and simulations offer effective means of analyzing and learning from large as well as new types of data. These computational tools have permeated various subfields of economics, finance, and also across different schools of economic thought. Through 16 chapters written by pioneers in economics, finance, computer science, psychology, complexity and statistics/econometrics, the book introduces their original research and presents the findings they have yielded. Theoretical and empirical studies featured in this book draw on a variety of approaches such as agent-based modeling, numerical simulations, computable economics, as well as employing tools from artificial intelligence and machine learning algorithms. The use of computational approaches to perform counterfactual thought experiments are also introduced, which help transcend the limits posed by traditional mathematical and statistical tools. The book also includes discussions on methodology, epistemology, history and issues concerning prediction, validation, and inference, all of which have become pertinent with the increasing use of computational approaches in economic analysis.
Publisher: Springer Nature
ISBN: 3031152948
Category : Science
Languages : en
Pages : 331
Book Description
This book presents frontier research on the use of computational methods to model complex interactions in economics and finance. Artificial Intelligence, Machine Learning and simulations offer effective means of analyzing and learning from large as well as new types of data. These computational tools have permeated various subfields of economics, finance, and also across different schools of economic thought. Through 16 chapters written by pioneers in economics, finance, computer science, psychology, complexity and statistics/econometrics, the book introduces their original research and presents the findings they have yielded. Theoretical and empirical studies featured in this book draw on a variety of approaches such as agent-based modeling, numerical simulations, computable economics, as well as employing tools from artificial intelligence and machine learning algorithms. The use of computational approaches to perform counterfactual thought experiments are also introduced, which help transcend the limits posed by traditional mathematical and statistical tools. The book also includes discussions on methodology, epistemology, history and issues concerning prediction, validation, and inference, all of which have become pertinent with the increasing use of computational approaches in economic analysis.
Special Double Issue: Agent-based Computational Economics (ACE)
Author: Leigh Tesfatsion
Publisher:
ISBN:
Category :
Languages : en
Pages : 374
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 374
Book Description
Computing in Economics and Finance
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 135
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 135
Book Description
Special Issue: Machine Learning in Economics and Finance
Author: Periklēs Gkonkas
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Special Issue
Author: P. P. Wang
Publisher:
ISBN:
Category :
Languages : en
Pages : 131
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 131
Book Description