Computational approaches to economic problems / edited by Hans Amman, and Berc Rustem, and Andrew Whinston.

Includes bibliographical references and index.

Factor-GARCH Model of the Treasury Term Structure / Christopher F. Baum and Basma Bekdache -- Analyzing a Small French ECM-Model / Jean-Louis Brillet -- Wavelet Basis Selection for Regression by Cross-Validation / Seth A. Greenblatt -- Computational and Inference in Semiparametric Efficient Estimation / Robert M. Adams, Allen N. Berger and Robin C. Sickles -- Generating Random Numbers in Mathematica / David A. Belsley -- Linked-Cone Profit Ratio Estimates of U.S. Total Factor Productivity Growth, Using DEA/AR Methods / R. G. Thompson, E. A. Waltz and P. S. Dharmapala [and others] -- Several Algorithms to Determine Multipliers for Use in Cone-Ratio Envelopment Approaches to Efficiency Evaluations in DEA / Kaoru Tone -- The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques / Ramaprasad Bhar and Carl Chiarella -- Neural Networks for Contingent Claim Pricing via the Galerkin Method / Emilio Barucci, Umberto Cherubini and Leonardo Landi --

Asset Liability Management / Diem Ho -- An Efficient Parallel Implementation of a Lattice Pricing Model / Soren S. Nielsen -- Projected Dynamical Systems for International Financial Policy Modeling and Computation / Anna Nagurney and Stavros Siokos -- Monitoring Active Portfolios Using Statistical Process Control / Emmanuel Yashchin, Thomas K. Philips and David M. Stein -- Ordering: Human versus Computer / Alfred Norman, Greg Leonard and Leigh Linden [and others] -- Strategic Uncertainty and the Genetic Algorithm Adaption / Jasmina Arifovic -- Fluctuating Benefits and Collective Action / Bernardo A. Huberman -- A Trade Network Game with Endogenous Partner Selection / Leigh Tesfatsion -- Learning in a Computable Setting. Applications of Gold's Inductive Inference Model / Francesco Luna -- The Range Process in Random Walks: Theoretical Results and Applications / Pierre Vallois and Charles S. Tapiero -- Numerical Analysis of a Monetary Overlapping Generation Model / Jenni X. Li --

A Numerical Procedure to Estimate Real Business Cycle Models Using Simulated Annealing / Willi Semmler and Gang Gong -- The Internet: A Future Tragedy of the Commons? / Alok Gupta, Dale O. Stahl and Andrew B. Whinston -- The DUALI/DUALPC Software for Optimal Control Models / Hans M. Amman and David A. Kendrick.

This volume contains a selection of papers presented at the first conference of the first Society for Computational Economics held at ICC Institute, Austin.

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.