Computational approaches to economic problems / edited by Hans Amman, and Berc Rustem, and Andrew Whinston.
نوع المادة : نصالسلاسل:Advances in computational economics ; v. 6الناشر:Boston ; Dordrecht, Netherlands ; London : Kluwer Academic Publishers, [1997]تاريخ حقوق النشر: copyright 1997وصف:xiv, 372 pages ; 25 cmنوع المحتوى:- text
- unmediated
- volume
- 0792343972 (hbk)
- HB139 C644 1997
نوع المادة | المكتبة الحالية | رقم الطلب | رقم النسخة | حالة | تاريخ الإستحقاق | الباركود | |
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كتاب | UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HB139 C644 1997 (إستعراض الرف(يفتح أدناه)) | C.1 | Library Use Only | داخل المكتبة فقط | 30010000069767 |
Browsing UAE Federation Library | مكتبة اتحاد الإمارات shelves, Shelving location: General Collection | المجموعات العامة إغلاق مستعرض الرف(يخفي مستعرض الرف)
HB139 C36 2010 Microeconometrics using Stata / | HB139 C36 2010 Microeconometrics using Stata / | HB139 .C6437 2005 Computability, complexity and constructivity in economic analysis / | HB139 C644 1997 Computational approaches to economic problems / | HB139 D358 1994 A dictionary of econometrics / | HB139 D367 1994 Stochastic limit theory : an introduction for econometricians | HB139 D3678 2004 Econometric theory and methods / |
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.