+612 9045 4394
Computational Approaches to Economic Problems : ADVANCES IN COMPUTATIONAL ECONOMICS - Hans M. Amman

Computational Approaches to Economic Problems


By: Hans M. Amman (Editor), Berc Rustem (Editor), Andrew B. Whinston (Editor)

Hardcover Published: 31st July 1997
ISBN: 9780792343974
Number Of Pages: 376

Share This Book:


RRP $628.99
or 4 easy payments of $108.94 with Learn more
Ships in 7 to 10 business days

Other Available Editions (Hide)

  • Paperback View Product Published: 8th December 2010

This volume contains a selection of papers presented at the first conference of the Society for Computational Economics held at ICC Institute, Austin, Texas, May 21-24, 1995.
Twenty-two papers are included in this volume, devoted to applications of computational methods for the empirical analysis of economic and financial systems; the development of computing methodology, including software, related to economics and finance; and the overall impact of developments in computing. The various contributions represented in the volume indicate the growing interest in the topic due to the increased availability of computational concepts and tools and the necessity of analyzing complex decision problems.
The papers in this volume are divided into four sections:

  • Computational methods in econometrics,
  • Computational methods in finance,
  • Computational methods for a social environment and
  • New computational methods.¬£/LIST¬£

  • Introduction to ACE Volume
    List of Contributors
    Factor-GARCH Model of the Treasury Term Structurep. 3
    Analyzing a Small French ECM-Modelp. 17
    Wavelet Basis Selection for Regression by Cross-Validationp. 39
    Computational and Inference in Semiparametric Efficient Estimationp. 57
    Generating Random Numbers in Mathematicap. 71
    Linked-Cone Profit Ratio Estimates of U.S. Total Factor Productivity Growth, Using DEA/AR Methodsp. 79
    Several Algorithms to Determine Multipliers for Use in Cone-Ratio Envelopment Approaches to Efficiency Evaluations in DEAp. 91
    The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniquesp. 113
    Neural Networks for Contingent Claim Pricing via the Galerkin Methodp. 127
    Asset Liability Managementp. 143
    An Efficient Parallel Implementation of a Lattice Pricing Modelp. 161
    Projected Dynamical Systems for International Financial Policy Modeling and Computationp. 175
    Monitoring Active Portfolios Using Statistical Process Controlp. 193
    Ordering: Human versus Computerp. 209
    Strategic Uncertainty and the Genetic Algorithm Adaptionp. 225
    Fluctuating Benefits and Collective Actionp. 237
    A Trade Network Game with Endogenous Partner Selectionp. 249
    Learning in a Computable Setting. Applications of Gold's Inductive Inference Modelp. 271
    The Range Process in Random Walks: Theoretical Results and Applicationsp. 291
    Numerical Analysis of a Monetary Overlapping Generation Modelp. 309
    A Numerical Procedure to Estimate Real Business Cycle Models Using Simulated Annealingp. 327
    The Internet: A Future Tragedy of the Commons?p. 347
    The DUALI/DUALPC Software for Optimal Control Modelsp. 363
    Table of Contents provided by Blackwell. All Rights Reserved.

    ISBN: 9780792343974
    ISBN-10: 0792343972
    Audience: Professional
    Format: Hardcover
    Language: English
    Number Of Pages: 376
    Published: 31st July 1997
    Publisher: Springer
    Country of Publication: NL
    Dimensions (cm): 25.4 x 17.78  x 2.54
    Weight (kg): 0.75

    This product is categorised by