Computational Approaches to Economic Problems
Published on 8. December 2010
Book
Paperback/Softback
XIV, 376 pages
978-1-4419-4770-3 (ISBN)
Description
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£
More details
Series
Edition
Softcover reprint of hardcover 1st ed. 1997
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Research
Illustrations
XIV, 376 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 21 mm
Weight
587 gr
ISBN-13
978-1-4419-4770-3 (9781441947703)
DOI
10.1007/978-1-4757-2644-2
Schweitzer Classification
Other editions
Additional editions
Hans M. Amman | B. Rustem | Andrew B. Whinston
Computational Approaches to Economic Problems
Book
07/1997
Kluwer Academic Publishers
€160.49
Shipment within 15-20 days
Content
One.- Factor-GARCH Modeling of the Treasury Term Structure.- Analyzing a Small French ECM-Model.- Wavelet Basis Selection for Regression by Cross-Validation.- Computational and Inference in Semiparametric Efficient Estimation.- Generating Random Numbers in Mathematica.- Linked-Cone Profit Ratio Estimates of U.S. Total Factor Productivity Growth, Using DEA/AR Methods.- Several Algorithms to Determine Multipliers for Use in Cone-Ratio Envelopment Approaches to Efficiency Evaluations in DEA.- Two: Computational Methods in Finance.- The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques.- Neural Networks for Contingent Claim Pricing via the Galerkin Method.- Asset Liability Management.- An Efficient Parallel Implementation of a Lattice Pricing Model.- Projected Dynamical Systems for International Financial Policy Modeling and Computation.- Monitoring Active Portfolios Using Statistical Process Control.- Three: Computational Methods for a Social Environment.- Ordering: Human versus Computer.- Strategic Uncertainty and the Genetic Algorithm Adaption.- Fluctuating Benefits and Collective Action.- A Trade Network Game with Endogenous Partner Selection.- Learning in a Computable Setting. Applications of Gold's Inductive Inference Model.- Four: New Computational Methods.- The Range Process in Random Walks: Theoretical Results and Applications.- Numerical Analysis of a Monetary Overlapping Generation Model.- A Numerical Procedure to Estimate Real Business Cycle Models Using Simulated Annealing.- Five: Computational Methods - Networking and Software.- The Internet: A Future Tragedy of the Commons?.- The DUALI/DUALPC Software for Optimal Control Models.