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Computational Methods In Decision Making Economics And Finance
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Author :Erricos John Kontoghiorghes Publisher :Springer Science & Business Media ISBN 13 :1475736134 Total Pages :626 pages Book Rating :4.4/5 (757 download)
Book Synopsis Computational Methods in Decision-Making, Economics and Finance by : Erricos John Kontoghiorghes
Download or read book Computational Methods in Decision-Making, Economics and Finance written by Erricos John Kontoghiorghes and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in two parts: optimization models of decisions and models of pricing and equilibria.
Book Synopsis Computational Methods in Economic Dynamics by : Herbert Dawid
Download or read book Computational Methods in Economic Dynamics written by Herbert Dawid and published by Springer Science & Business Media. This book was released on 2011-03-23 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is centered around the issue of market design and resulting market dynamics. The economic crisis of 2007-2009 has once again highlighted the importance of a proper design of market protocols and institutional details for economic dynamics and macroeconomics. Papers in this volume capture institutional details of particular markets, behavioral details of agents' decision making as well as spillovers between markets and effects to the macroeconomy. Computational methods are used to replicate and understand market dynamics emerging from interaction of heterogeneous agents, and to develop models that have predictive power for complex market dynamics. Finally treatments of overlapping generations models and differential games with heterogeneous actors are provided.
Book Synopsis Neuroeconomic and Behavioral Aspects of Decision Making by : Kesra Nermend
Download or read book Neuroeconomic and Behavioral Aspects of Decision Making written by Kesra Nermend and published by Springer. This book was released on 2017-10-06 with total page 419 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings volume presents the latest scientific research and trends in experimental economics, with particular focus on neuroeconomics. Derived from the 2016 Computational Methods in Experimental Economics (CMEE) conference held in Szczecin, Poland, this book features research and analysis of novel computational methods in neuroeconomics. Neuroeconomics is an interdisciplinary field that combines neuroscience, psychology and economics to build a comprehensive theory of decision making. At its core, neuroeconomics analyzes the decision-making process not only in terms of external conditions or psychological aspects, but also from the neuronal point of view by examining the cerebral conditions of decision making. The application of IT enhances the possibilities of conducting such analyses. Such studies are now performed by software that provides interaction among all the participants and possibilities to register their reactions more accurately. This book examines some of these applications and methods. Featuring contributions on both theory and application, this book is of interest to researchers, students, academics and professionals interested in experimental economics, neuroeconomics and behavioral economics.
Author :Erricos Kontoghiorghes Publisher :Springer Science & Business Media ISBN 13 :3540779582 Total Pages :425 pages Book Rating :4.5/5 (47 download)
Book Synopsis Computational Methods in Financial Engineering by : Erricos Kontoghiorghes
Download or read book Computational Methods in Financial Engineering written by Erricos Kontoghiorghes and published by Springer Science & Business Media. This book was released on 2008-02-26 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.
Book Synopsis Dynamic Analysis in Complex Economic Environments by : Herbert Dawid
Download or read book Dynamic Analysis in Complex Economic Environments written by Herbert Dawid and published by Springer Nature. This book was released on 2020-12-22 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book analyses decision-making in dynamic economic environments. By applying a wide range of methodological approaches, combining both analytical and computational methods, the contributors examine various aspects of optimal firm behaviour and relevant policy areas. Topics covered include optimal control, dynamic games, economic decision-making, and applications in finance and economics, as well as policy implications in areas such as pollution regulation. This book is dedicated to Christophe Deissenberg, a well-known and distinguished scholar of economic dynamics and computational economics. It appeals to academics in the areas of optimal control, dynamic games and computational economics as well as to decision-makers working in policy domains such as environmental policy.
Book Synopsis Computational Approaches to Economic Problems by : Hans M. Amman
Download or read book Computational Approaches to Economic Problems written by Hans M. Amman and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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£
Book Synopsis Handbook of Computational and Numerical Methods in Finance by : Svetlozar T. Rachev
Download or read book Handbook of Computational and Numerical Methods in Finance written by Svetlozar T. Rachev and published by Springer Science & Business Media. This book was released on 2011-06-28 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance. The book is designed for the academic community and will also serve professional investors.
Book Synopsis Perception-based Data Mining and Decision Making in Economics and Finance by : Ildar Batyrshin
Download or read book Perception-based Data Mining and Decision Making in Economics and Finance written by Ildar Batyrshin and published by Springer Science & Business Media. This book was released on 2007-03-15 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: The primary goal of this book is to present to the scientific and management communities a selection of applications using recent Soft Computing (SC) and Computing with Words and Perceptions (CWP) models and techniques meant to solve some economics and financial problems that are of utmost importance. The book starts with a coverage of data mining tools and techniques that may be of use and significance for economic and financial analyses and applications. Notably, fuzzy and natural language based approaches and solutions for a more human consistent dealing with decision support, time series analysis, forecasting, clustering, etc. are discussed. The second part deals with various decision making models, particularly under probabilistic and fuzzy uncertainty, and their applications in solving a wide array of problems including portfolio optimization, option pricing, financial engineering, risk analysis etc. The selected examples could also serve as a starting point or as an opening out, in the SC and CWP techniques application to a wider range of problems in economics and finance.
Book Synopsis Soft Computing in Economics and Finance by : Ludmila Dymowa
Download or read book Soft Computing in Economics and Finance written by Ludmila Dymowa and published by Springer Science & Business Media. This book was released on 2011-01-21 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: Currently the methods of Soft Computing are successfully used for risk analysis in: budgeting, e-commerce development, portfolio selection, Black-Scholes option pricing models, corporate acquisition systems, evaluating investments in advanced manufacturing technology, interactive fuzzy interval reasoning for smart web shopping, fuzzy scheduling and logistic. An essential feature of economic and financial problems it that there are always at least two criteria to be taken into account: profit maximization and risk minimization. Therefore, the economic and financial problems are multiple criteria ones. In this book, a new systematization of the problems of multiple criteria decision making is proposed which allows the author to reveal unsolved problems. The solutions of them are presented as well and implemented to deal with some important real-world problems such as investment project’s evaluation, tool steel material selection problem, stock screening and fuzzy logistic. It is well known that the best results in real -world applications can be obtained using the synthesis of modern methods of soft computing. Therefore, the developed by the author new approach to building effective stock trading systems, based on the synthesis of fuzzy logic and the Dempster-Shafer theory, seems to be a considerable contribution to the application of soft computing method in economics and finance. An important problem of capital budgeting is the fuzzy evaluation of the Internal Rate of Return. In this book, this problem is solved using a new method which makes it possible to solve linear and nonlinear interval and fuzzy equations and systems of them. The developed new method allows the author to obtain an effective solution of the Leontjev’s input-output problem in the interval setting.
Author :Apostolos-Paul N. Refenes Publisher :Springer Science & Business Media ISBN 13 :1461556252 Total Pages :472 pages Book Rating :4.4/5 (615 download)
Book Synopsis Decision Technologies for Computational Finance by : Apostolos-Paul N. Refenes
Download or read book Decision Technologies for Computational Finance written by Apostolos-Paul N. Refenes and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains selected papers that were presented at the International Conference COMPUTATIONAL FINANCE 1997 held at London Business School on December 15-17 1997. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly multi-disciplinary international conference and provided an international focus for innovative research on the application of a multiplicity of advanced decision technologies to many areas of financial engineering. It has drawn upon theoretical advances in financial economics and robust methodological developments in the statistical, econometric and computer sciences. To reflect its multi-disciplinary nature, the NNCM conference has adopted the new title COMPUTATIONAL FINANCE. The papers in this volume are organised in six parts. Market Dynamics and Risk, Trading and Arbitrage strategies, Volatility and Options, Term-Structure and Factor models, Corporate Distress Models and Advances on Methodology. This years' acceptance rate (38%) reflects both the increasing interest in the conference and the Programme Committee's efforts to improve the quality of the meeting year-on-year. I would like to thank the members of the programme committee for their efforts in refereeing the papers. I also would like to thank the members of the computational finance group at London Business School and particularly Neil Burgess, Peter Bolland, Yves Bentz, and Nevil Towers for organising the meeting.
Book Synopsis Computational Intelligence in Economics and Finance by : Paul P. Wang
Download or read book Computational Intelligence in Economics and Finance written by Paul P. Wang and published by Springer Science & Business Media. This book was released on 2007-07-11 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Readers will find, in this highly relevant and groundbreaking book, research ranging from applications in financial markets and business administration to various economics problems. Not only are empirical studies utilizing various CI algorithms presented, but so also are theoretical models based on computational methods. In addition to direct applications of computational intelligence, readers can also observe how these methods are combined with conventional analytical methods such as statistical and econometric models to yield preferred results.
Book Synopsis Computational Methods for Risk Management in Economics and Finance by : Marina Resta
Download or read book Computational Methods for Risk Management in Economics and Finance written by Marina Resta and published by MDPI. This book was released on 2020-04-02 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.
Book Synopsis Artificial Intelligence, Learning and Computation in Economics and Finance by : Ragupathy Venkatachalam
Download or read book Artificial Intelligence, Learning and Computation in Economics and Finance written by Ragupathy Venkatachalam and published by Springer Nature. This book was released on 2023-02-15 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents frontier research on the use of computational methods to model complex interactions in economics and finance. Artificial Intelligence, Machine Learning and simulations offer effective means of analyzing and learning from large as well as new types of data. These computational tools have permeated various subfields of economics, finance, and also across different schools of economic thought. Through 16 chapters written by pioneers in economics, finance, computer science, psychology, complexity and statistics/econometrics, the book introduces their original research and presents the findings they have yielded. Theoretical and empirical studies featured in this book draw on a variety of approaches such as agent-based modeling, numerical simulations, computable economics, as well as employing tools from artificial intelligence and machine learning algorithms. The use of computational approaches to perform counterfactual thought experiments are also introduced, which help transcend the limits posed by traditional mathematical and statistical tools. The book also includes discussions on methodology, epistemology, history and issues concerning prediction, validation, and inference, all of which have become pertinent with the increasing use of computational approaches in economic analysis.
Book Synopsis Applied Computational Economics and Finance by : Mario J. Miranda
Download or read book Applied Computational Economics and Finance written by Mario J. Miranda and published by MIT Press. This book was released on 2004-08-20 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book also provides an extensive Web-site library of computer utilities and demonstration programs. The book is divided into two parts. The first part develops basic numerical methods, including linear and nonlinear equation methods, complementarity methods, finite-dimensional optimization, numerical integration and differentiation, and function approximation. The second part presents methods for solving dynamic stochastic models in economics and finance, including dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. The book uses MATLAB to illustrate the algorithms and includes a utilities toolbox to help readers develop their own computational economics applications.
Book Synopsis Fuzzy Sets in Management, Economics, and Marketing by : Panos M. Pardalos
Download or read book Fuzzy Sets in Management, Economics, and Marketing written by Panos M. Pardalos and published by World Scientific. This book was released on 2001 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: The rapid changes that have taken place globally on the economic, social and business fronts characterized the 20th century. The magnitude of these changes has formed an extremely complex and unpredictable decision-making framework, which is difficult to model through traditional approaches. The main purpose of this book is to present the most recent advances in the development of innovative techniques for managing the uncertainty that prevails in the global economic and management environments. These techniques originate mainly from fuzzy sets theory. However, the book also explores the integration of fuzzy sets with other decision support and modeling disciplines, such as multicriteria decision aid, neural networks, genetic algorithms, machine learning, chaos theory, etc. The presentation of the advances in these fields and their real world applications adds a new perspective to the broad fields of management science and economics. Contents: Decision Making, Management and Marketing: Algorithms for Orderly Structuring of Financial OC ObjectsOCO (J Gil-Aluja); A Fuzzy Goal Programming Model for Evaluating a Hospital Service Performance (M Arenas et al.); A Group Decision Making Method Using Fuzzy Triangular Numbers (J L Garc a-Lapresta et al.); Developing Sorting Models Using Preference Disaggregation Analysis: An Experimental Investigation (M Doumpos & C Zopounidis); Stock Markets and Portfolio Management: The Causality Between Interest Rate, Exchange Rate and Stock Price in Emerging Markets: The Case of the Jakarta Stock Exchange (J Gupta et al.); Fuzzy Cognitive Maps in Stock Market (D Koulouriotis et al.); Neural Network vs Linear Models of Stock Returns: An Application to the UK and German Stock Market Indices (A Kanas); Corporate Finance and Banking Management: Expertons and Behaviour of Companies with Regard to the Adequacy Between Business Decisions and Objectives (A Couturier & B Fioleau); Multiple Fuzzy IRR in the Financial Decision Environment (S F Gonzilez et al.); An Automated Knowledge Generation Approach for Managing Credit Scoring Problems (M Michalopoulos et al.); and other papers. Readership: Financial managers, economists, management scientists and computer scientists."
Book Synopsis Risk Management in Finance and Logistics by : Chunhui Xu
Download or read book Risk Management in Finance and Logistics written by Chunhui Xu and published by Springer. This book was released on 2018-07-24 with total page 185 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book to introduce the major quantitative tools in risk management taking financial investments and logistics planning as the background: optimization and stochastic programming. Contained here are the fundamentals of portfolio selection theory from the point of view of risk control, and methods for risk control with new and popular risk measures such as VaR (Value-at-Risk) and CVaR (Conditional VaR). The book also introduces a new theory for risk management in more general investment situations such as flexible investment decisions, providing an accessible and comprehensive introduction to the interrelations between these fields of research. Basic concepts of stochastic programming are introduced, and their applications to risk management in inventory distribution and network design are covered as well. Illustrated by carefully chosen examples and supported by extensive data analyses, this book is highly recommended to readers who seek an in-depth and up-to-date integrated overview of the ever-expanding theoretical and quantitative fields of risk management in financial investment and logistics planning.
Book Synopsis Numerical Methods and Optimization in Finance by : Manfred Gilli
Download or read book Numerical Methods and Optimization in Finance written by Manfred Gilli and published by Academic Press. This book was released on 2019-08-16 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems—ranging from asset allocation to risk management and from option pricing to model calibration—can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance. Introduces numerical methods to readers with economics backgrounds Emphasizes core simulation and optimization problems Includes MATLAB and R code for all applications, with sample code in the text and freely available for download
