Research Catalog

Title

Computational approaches to economic problems / edited by Hans Amman, and Berc Rustem, and Andrew Whinston.

Publication

Boston ; Dordrecht, Netherlands ; London : Kluwer Academic Publishers, [1997], ©1997.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Amman, Hans M.
• Rustem, Berc.
• Whinston, Andrew B.

Description

xiv, 372 pages; 25 cm.

Summary

• 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.
• 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.

Series Statement

Advances in computational economics ; v. 6

Uniform Title

Advances in computational economics ; v. 6.

Subject

• Econometrics > Congresses

Bibliography (note)

• Includes bibliographical references and index.

Contents

• 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 [et al.] -- 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 [et al.] -- 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.

ISBN

0792343972 (hb : alk. paper)

LCCN

96054607

OCLC

• 36158739
• ocm36158739

Owning Institutions

Columbia University Libraries