Computational Approaches to Economic Problems / Edition 1

Computational Approaches to Economic Problems / Edition 1

Pub. Date:
Springer US


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Computational Approaches to Economic Problems / Edition 1

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£

  • Product Details

    ISBN-13: 9780792343974
    Publisher: Springer US
    Publication date: 07/31/1997
    Series: Advances in Computational Economics , #6
    Edition description: 1997
    Pages: 376
    Product dimensions: 6.14(w) x 9.21(h) x 0.24(d)

    Table of Contents

    Section One:- Factor-GARCH Modeling of the Treasury Term Structure; C.F. Baum, B. Bekdache. Analyzing a Small French ECM Model; J.-L. Brillet. Wavelet Basis Selection for Regression by Cross-Validation; S.A. Greenblatt. Computation and Inference in Semiparametric Efficient Estimation; R.M. Adams, et al. Generating Random Numbers in Mathematica; D.A. Belsley. Linked-Cone Profit Ratio Estimates of U.S. Total Factor Productivity Growth, Using DEA/AR Methods; R.G. Thompson, et al. Several Algorithms to Determine Multipliers for Use in Cone-Ratio Envelopment Approaches to Efficiency Evaluations in DEA; K. Tone. Section Two:- The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques; R. Bhar, C. Chiarella. Neural Networks for Contingent Claim Pricing via the Galerkin Method; E. Barucci, et al. Asset Liability Management; Diem Ho. An Efficient Parallel Implementation of a Lattice Pricing Model; S.S. Nielsen, et al. Monitoring Active Portfolios Using Statistical Process Control; E. Yashchin, et al. Section Three:- Ordering: Human Versus Computer; A. Norman, et al. Strategic Uncertainty and the Genetic Algorithm Adaptation; J. Arifovic. Fluctuating Benefits and Collective Action; B.A. Huberman. A Trade Network Game with Endogenous Partner Selection; L. Tesfatsion. Learning in a Computable Setting. Applications of Gold's Inductive Inference Model; F. Luna. Section Four:- The Range Process in Random Walks: Theoretical Results and Applications; P. Vallois, C.S. Tapiero. Numerical Analysis of a Nonlinear Operator Equation Arising from a Monetary Model; J. Li. A Numerical Procedure to Estimate Real Business Cycle Models Using Simulated Annealing; W. Semmler, Gang Gong. Section Five:- The Internet: A Future Tragedy of the Commons? A. Gupta, et al. The DUALI/DUALPC Software for Optimal Control Models: Introduction; H.M. Amman, D.A. Kendrick.

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