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Author: Soren Bo Nielsen
Publisher: Springer Science & Business Media
ISBN: 146151049X
Category : Business & Economics
Languages : en
Pages : 462
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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.
Author: Soren Bo Nielsen
Publisher: Springer Science & Business Media
ISBN: 146151049X
Category : Business & Economics
Languages : en
Pages : 462
Get Book Here
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.
Author: Mario J. Miranda
Publisher: MIT Press
ISBN: 9780262633093
Category : Business & Economics
Languages : en
Pages : 532
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Book Description
An introduction to the use of computational methods to solve problems in economics and finance.
Author: Reinhard Neck
Publisher: Springer Science & Business Media
ISBN: 3540746846
Category : Political Science
Languages : en
Pages : 386
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Book Description
Econometric techniques and models are still being extensively used in the business of forecasting and policy advice. This book presents recent advances in the theory and applications of quantitative economic policy, with particular emphasis on fiscal and monetary policies in a European and global context. The volume honors Andrew Hughes Hallett, a pioneer and major scientist in quantitative economic policy analysis, whose contributors are among his friends and former students.
Author: Rüdiger U. Seydel
Publisher: Springer Science & Business Media
ISBN: 3540929290
Category : Business & Economics
Languages : en
Pages : 336
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Book Description
Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including an extensive new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. Other new material is devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, and expanded background material make this guide a real must-to-have for everyone working in the world of financial engineering.
Author: Jin-Chuan Duan
Publisher: Springer Science & Business Media
ISBN: 3642172547
Category : Business & Economics
Languages : en
Pages : 791
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Book Description
Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools.
Author: Terence C. Mills
Publisher: Springer
ISBN: 0230244408
Category : Business & Economics
Languages : en
Pages : 1406
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Book Description
Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.
Author: Pablo García Bringas
Publisher: Springer Nature
ISBN: 3031154711
Category : Computers
Languages : en
Pages : 523
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Book Description
This book constitutes the refereed proceedings of the 17th International Conference on Hybrid Artificial Intelligent Systems, HAIS 2022, held in Salamanca, Spain, in September 2022. The 43 full papers presented in this book were carefully reviewed and selected from 67 submissions. They were organized in topical sections as follows: bioinformatics; data mining and decision support systems; deep learning; evolutionary computation; HAIS applications; image and speech signal processing; and optimization techniques.
Author: Marco P. Tucci
Publisher: Springer Science & Business Media
ISBN: 1402028741
Category : Business & Economics
Languages : en
Pages : 268
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Book Description
One of the major controversies in macroeconomics over the last 30 years has been that on the effectiveness of stabilization policies. However, this debate, between those who believe that this kind of policies is useless if not harmful and those who argue in favor of it, has been mainly theoretical so far. The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control wants to represent a step toward the construction of a common ground on which to empirically compare the two "beliefs" and to do this three strands of literature are brought together. The first strand is the research on time-varying parameters (TVP), the second strand is the work on adaptive control and the third one is the literature on linear stationary models with rational expectations (RE). The material presented in The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control is divided into two parts. Part 1 combines the strand of literature on adaptive control with that on TVP. It generalizes the approach pioneered by Tse and Bar-Shalom (1973) and Kendrick (1981) and one recently used in Amman and Kendrick (2002), where the law of motion of the TVP and the hyperstructural parameters are assumed known, to the case where the hyperstructural parameters are assumed unknown. Part 2 is devoted to the linear single-equation stationary RE model estimated with the error-in-variables (EV) method. It presents a new formulation of this problem based on the use of TVP in an EV model. This new formulation opens the door to a very promising development. All the theory developed in the first part to control a model with TVP can sic et simpliciter be applied to control a model with RE.
Author: Erricos John Kontoghiorghes
Publisher: CRC Press
ISBN: 9781420028683
Category : Computers
Languages : en
Pages : 560
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Book Description
Technological improvements continue to push back the frontier of processor speed in modern computers. Unfortunately, the computational intensity demanded by modern research problems grows even faster. Parallel computing has emerged as the most successful bridge to this computational gap, and many popular solutions have emerged based on its concepts
Author: Tadeusz Czachórski
Publisher: Springer
ISBN: 3319094653
Category : Computers
Languages : en
Pages : 411
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Book Description
Based on a rigorous selection of submissions to The 29th International Symposium on Computer and Information Sciences (ISCIS 2014), this books includes some of the most recent ideas and technical results in computer systems, computer science, and computer-communication networks. It offers the reader a timely access to innovative research and advances in computing and communications from many different areas of the world. The topics covered include (but are not limited to) computer architectures and digital systems, algorithms, theory, software engineering, data engineering, computational intelligence, system security, computer systems and networks, performance modeling and analysis, distributed and parallel systems, bioinformatics, computer vision and significant applications such as medical informatics and imaging. The 29th International Symposium on Computer and Information Sciences (ISCIS 2014) took place in Krakow Old City, Poland on October, 27–8, 2014.
