Programming Languages and Systems in Computational Economics and Finance, Soren Bo Nielsen

Автор: Karl Schmedders
Название: Handbook of Computational Economics,3
ISBN: 0444529802 ISBN-13(EAN): 9780444529800
Издательство: Elsevier Science
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Цена: 116780.00 T
Наличие на складе: Поставка под заказ.
Описание: With computational power increasing in hardware and algorithms, many economists are closing the gap between economic practice and the frontiers of computational mathematics. This book summarizes advances in economic thought, revealing some of the potential offered by modern computational methods.

Автор: Hal R. Varian
Название: Computational Economics and Finance
ISBN: 1461275105 ISBN-13(EAN): 9781461275107
Издательство: Springer
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Цена: 102480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book/software package divulges the combined knowledge of a whole international community of Mathematica users - from the fields of economics, finance, investments, quantitative business and operations research.

Автор: Paul P. Wang
Название: Computational Intelligence in Economics and Finance
ISBN: 3642079024 ISBN-13(EAN): 9783642079023
Издательство: Springer
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Цена: 231990.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.

Автор: Erricos John Kontoghiorghes; B. Rustem; S. Siokos
Название: Computational Methods in Decision-Making, Economics and Finance
ISBN: 1402008392 ISBN-13(EAN): 9781402008399
Издательство: Springer
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Цена: 278580.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Computing has become essential for the modeling, analysis, and optimization of systems. This book deals with the algorithms, computational analysis, and decision models. It includes chapters that are organized in two parts: optimization models of decisions and models of pricing and equilibria.

Автор: H.M. Amman
Название: Handbook of Computational Economics,1
ISBN: 0444898573 ISBN-13(EAN): 9780444898579
Издательство: Elsevier Science
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Цена: 128010.00 T
Наличие на складе: Поставка под заказ.
Описание: Presents an overview of the field of computational economics. This book contains articles that range from very applied, policy oriented applications of computational methods, to theoretical and mathematically complex analyses of algorithms and numerical methods.

Автор: Paul P. Wang; Tzu-Wen Kuo
Название: Computational Intelligence in Economics and Finance
ISBN: 3642091938 ISBN-13(EAN): 9783642091933
Издательство: Springer
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Цена: 130430.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 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.

Автор: Baum
Название: An Introduction to Modern Econometrics Using Stata
ISBN: 1597180130 ISBN-13(EAN): 9781597180139
Издательство: Taylor&Francis
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Цена: 88800.00 T
Наличие на складе: Невозможна поставка.
Описание:

Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata.

As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center on the consequences of failures of the linear regression model's assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation. The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming.

Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.

Автор: Leigh Tesfatsion
Название: Handbook of Computational Economics,2
ISBN: 0444512535 ISBN-13(EAN): 9780444512536
Издательство: Elsevier Science
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Цена: 140360.00 T
Наличие на складе: Поставка под заказ.
Описание: Surveys the research on Agent-based Computational Economics, the computational study of economic processes modeled as dynamic systems of interacting agents. This book covers such topics as: learning; empirical validation; network economics; social dynamics; financial markets; innovation and technological change; market design; and more.

Автор: Erricos John Kontoghiorghes; B. Rustem; S. Siokos
Название: Computational Methods in Decision-Making, Economics and Finance
ISBN: 1441952306 ISBN-13(EAN): 9781441952301
Издательство: Springer
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Цена: 278580.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 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.

Автор: Miranda, Mario J.
Название: Applied Computational Economics and Finance
ISBN: 0262134209 ISBN-13(EAN): 9780262134200
Издательство: MIT Press
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Цена: 45390.00 T
Наличие на складе: Нет в наличии.
Описание: This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasises 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's Web site 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 optimisation, 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. The book's Web site can be found at .