Matrix, Numerical, and Optimization Methods in Science and Engineering, Kevin W. Cassel
Автор: Nocedal, Jorge. Название: Numerical Optimization ISBN: 0387303030 ISBN-13(EAN): 9780387303031 Издательство: Springer Рейтинг: Цена: 71080.00 T Наличие на складе: Заказано в издательстве. Описание: Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.
Автор: Gilli, Manfred Название: Numerical Methods and Optimization in Finance ISBN: 0128150653 ISBN-13(EAN): 9780128150658 Издательство: Elsevier Science Рейтинг: Цена: 132500.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
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
Автор: Manfred Gilli Название: Numerical Methods and Optimization in Finance, ISBN: 0123756626 ISBN-13(EAN): 9780123756626 Издательство: Elsevier Science Рейтинг: Цена: 93190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This bookdescribes computational financetools. It covers fundamental numerical analysis and computational techniques, such asoption pricing, and givesspecial attention tosimulation and optimization. Many chapters are organized as case studies aroundportfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book's website.
Автор: Almeida Ricardo, Pooseh Shakoor, Torres Delfim F. Название: Computational Methods in the Fractional Calculus of Variations ISBN: 1783266406 ISBN-13(EAN): 9781783266401 Издательство: World Scientific Publishing Рейтинг: Цена: 68640.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book fills a gap in the literature by introducing numerical techniques to solve problems of the Fractional Calculus of Variations (FCV). In most cases, finding the analytic solution to such problems is extremely difficult or even impossible, and numerical methods need to be used.
Mark H.A. Davis introduced the Piecewise-Deterministic Markov Process (PDMP) class of stochastic hybrid models in an article in 1984. Today it is used to model a variety of complex systems in the fields of engineering, economics, management sciences, biology, Internet traffic, networks and many more. Yet, despite this, there is very little in the way of literature devoted to the development of numerical methods for PDMDs to solve problems of practical importance, or the computational control of PDMPs.
This book therefore presents a collection of mathematical tools that have been recently developed to tackle such problems. It begins by doing so through examples in several application domains such as reliability. The second part is devoted to the study and simulation of expectations of functionals of PDMPs. Finally, the third part introduces the development of numerical techniques for optimal control problems such as stopping and impulse control problems.
Автор: Saccoman John T., Suffel Charles L., Gross Daniel Название: Spanning Tree Results for Graphs and Multigraphs: A Matrix-Theoretic Approach ISBN: 9814566039 ISBN-13(EAN): 9789814566032 Издательство: World Scientific Publishing Рейтинг: Цена: 74970.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
This book is concerned with the optimization problem of maximizing the number of spanning trees of a multigraph. Since a spanning tree is a minimally connected subgraph, graphs and multigraphs having more of these are, in some sense, immune to disconnection by edge failure. We employ a matrix-theoretic approach to the calculation of the number of spanning trees.
The authors envision this as a research aid that is of particular interest to graduate students or advanced undergraduate students and researchers in the area of network reliability theory. This would encompass graph theorists of all stripes, including mathematicians, computer scientists, electrical and computer engineers, and operations researchers.
Errata(s)
Автор: Marco Cavazzuti Название: Optimization Methods ISBN: 3642311865 ISBN-13(EAN): 9783642311864 Издательство: Springer Рейтинг: Цена: 139310.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Part one of this book offers comprehensive advice on methods and techniques for experiment design, modeling and optimization. The second part presents practical applications, focused mainly in the field of thermodynamics and fluid dymanics.
Автор: Emmanuel Laporte; Patrick Le Tallec Название: Numerical Methods in Sensitivity Analysis and Shape Optimization ISBN: 1461265983 ISBN-13(EAN): 9781461265986 Издательство: Springer Рейтинг: Цена: 60940.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Numerical Methods in Sensitivity Analysis and Shape Optimization will be of interest to graduate students involved in mathematical modeling and simulation, as well as engineers and researchers in applied mathematics looking for an up-to-date introduction to optimization techniques, sensitivity analysis, and optimal design.
Автор: ?ric Walter Название: Numerical Methods and Optimization ISBN: 3319076701 ISBN-13(EAN): 9783319076706 Издательство: Springer Рейтинг: Цена: 149060.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Sergey Repin; Timo Tiihonen; Tero Tuovinen Название: Numerical Methods for Differential Equations, Optimization, and Technological Problems ISBN: 9401781451 ISBN-13(EAN): 9789401781459 Издательство: Springer Рейтинг: Цена: 148010.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book collects results in numerical analysis and optimization presented at the 2011 ECCOMAS thematic conference "Computational Analysis and Optimization." The conference and the book celebrate the work of Prof. Pekka Neittaanmaki on his sixtieth birthday.
Автор: Kwang–Yong Kim, Abdus Samad, Ernesto Benini Название: Design Optimization of Fluid Machinery: Applying Computational Fluid Dynamics and Numerical Optimization ISBN: 1119188296 ISBN-13(EAN): 9781119188292 Издательство: Wiley Рейтинг: Цена: 127720.00 T Наличие на складе: Поставка под заказ. Описание: Dieses aktuelle Referenzwerk behandelt numerische Optimierungsmethoden f 1/4r Str mungsmaschinen und die wichtigsten industriellen Anwendungen. Grundlagen sind umfangreiche Forschung und Erfahrung der Autoren. Die logischen Zusammenh nge, um den Bereich der numerischen Str mungssimulation (CFD) zu verstehen, werden anhand der Grundlagen der Str mungsmechanik, von Str mungsmaschinen und ihrer Komponenten erl utert. Im Anschluss folgt eine Einf 1/4hrung in Methoden der Ein- und Mehrzieloptimierung, die automatische Optimierung, in Ersatzmodelle und Entwicklungsalgorithmen. Das Fachbuch schlie Ÿt mit der ausf 1/4hrlichen Erkl rung von Designans tzen und Anwendungen f 1/4r Pumpen, Turbinen, Kompressoren und weiteren Systemen von Str mungsmaschinen. Der Nachdruck liegt hier bei Systemen f 1/4r erneuerbare Energien. - Die Autoren sind f 1/4hrende Experten des Fachgebiets. - Ein handliches Fachbuch zu Optimierungsmethoden mittels numerischer Str mungssimulation bei Str mungsmaschinen. - Beschreibt wichtige Anwendungsbereiche in der Industrie und enth lt Kapitel zu Systemen f 1/4r erneuerbaren Energien. Design Optimization of Fluid Machinery ist ein wichtiger Leitfaden f 1/4r Graduierte, Forscher und Ingenieure aus den Bereichen Str mungsmaschinen und zugeh rige Optimierungsmethoden. Als Fachbuch mit allem Wissenswerten zu dem Thema richtet es sich an Studenten h herer Semester der Fachrichtungen Maschinenbau und verwandter Bereiche der Str mungssimulation und Luft-/Raumfahrttechnik.
Автор: Bjorck, Ake Название: Numerical methods in matrix computations ISBN: 3319050885 ISBN-13(EAN): 9783319050881 Издательство: Springer Рейтинг: Цена: 79190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Numerical Methods in Matrix Computations
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