Optimisation, Econometric and Financial Analysis

ISBN: 978-3-540-36625-6 (Print) 978-3-540-36626-3 (Online)

Table of contents (12 chapters)

  1. Optimisation Models and Methods

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-27

      A Supply Chain Network Perspective for Electric Power Generation, Supply, Transmission, and Consumption

    3. No Access

      Book Chapter

      Pages 29-50

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

    4. No Access

      Book Chapter

      Pages 51-66

      An Approximate Winner Determination Algorithm for Hybrid Procurement Mechanisms Logistics

    5. No Access

      Book Chapter

      Pages 67-89

      Proximal-ACCPM: A Versatile Oracle Based Optimisation Method

    6. No Access

      Book Chapter

      Pages 91-104

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

  2. Econometric Modelling and Prediction

    1. Front Matter

      Pages 105-105

    2. No Access

      Book Chapter

      Pages 107-125

      The Threshold Accepting Optimisation Algorithm in Economics and Statistics

    3. No Access

      Book Chapter

      Pages 127-141

      The Autocorrelation Functions in SETARMA Models

    4. No Access

      Book Chapter

      Pages 143-166

      Trend Estimation and De-Trending

    5. No Access

      Book Chapter

      Pages 167-203

      Non-Dyadic Wavelet Analysis

    6. No Access

      Book Chapter

      Pages 205-223

      Measuring Core Inflation by Multivariate Structural Time Series Models

  3. Financial Modelling

    1. Front Matter

      Pages 225-225

    2. No Access

      Book Chapter

      Pages 227-249

      Random Portfolios for Performance Measurement

    3. No Access

      Book Chapter

      Pages 251-271

      Real Options with Random Controls, Rare Events, and Risk-to-Ruin