Optimisation Econometric and Financial Analysis by Erricos John and Cristian Gatu pdf

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Optimisation Econometric and Financial Analysis by Erricos John and Cristian Gatu pdf free download

Optimisation Econometric and Financial Analysis by Erricos John and Cristian Gatu pdf free download. “Optimisation, Econometric and Financial Analysis” is a volume of the book series on “Advances on Computational Management Science”. 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.

Optimisation Econometric and Financial Analysis by Erricos John and Cristian Gatu pdf free download

The first part of the book addresses optimisation problems and decision modelling. Three chapters focus on applications of supply chain and worstcase modelling. The two further chapters consider 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. There are five chapters in this part that cover the application of threshold accepting in econometrics, the investigation of the structure of threshold autoregressive moving average models, the employment of wavelet analysis and signal extraction techniques in time series.

Optimisation Econometric and Financial Analysis by Erricos John and Cristian Gatu pdf free download

The third and final part of the book is about the use of optimisation in portfolio selection and real option modelling. The two chapters in this part consider applications of real investment options in the presence of managerial controls, and random portfolios and their use in measuring investment skills.

Optimisation Econometric and Financial Analysis by Erricos John and Cristian Gatu pdf free download

Optimisation Econometric and Financial Analysis by Erricos John and Cristian Gatu pdf free download


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