Computational Approaches to Economic Problems
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...
| Other Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer US
1997, 1997
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| Edition: | 1st ed. 1997 |
| Series: | Advances in Computational Economics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- One
- Factor-GARCH Modeling of the Treasury Term Structure
- Analyzing a Small French ECM-Model
- Wavelet Basis Selection for Regression by Cross-Validation
- Computational and Inference in Semiparametric Efficient Estimation
- Generating Random Numbers in Mathematica
- Linked-Cone Profit Ratio Estimates of U.S. Total Factor Productivity Growth, Using DEA/AR Methods
- Several Algorithms to Determine Multipliers for Use in Cone-Ratio Envelopment Approaches to Efficiency Evaluations in DEA
- Two: Computational Methods in Finance
- The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques
- Neural Networks for Contingent Claim Pricing via the Galerkin Method
- Asset Liability Management
- An Efficient Parallel Implementation of a Lattice Pricing Model
- Projected Dynamical Systems for International Financial Policy Modeling and Computation
- Monitoring Active Portfolios Using Statistical Process Control
- Three: Computational Methods for a Social Environment
- Ordering: Human versus Computer
- Strategic Uncertainty and the Genetic Algorithm Adaption
- Fluctuating Benefits and Collective Action
- A Trade Network Game with Endogenous Partner Selection
- Learning in a Computable Setting. Applications of Gold’s Inductive Inference Model
- Four: New Computational Methods
- The Range Process in Random Walks: Theoretical Results and Applications
- Numerical Analysis of a Monetary Overlapping Generation Model
- A Numerical Procedure to Estimate Real Business Cycle Models Using Simulated Annealing
- Five: Computational Methods — Networking and Software
- The Internet: A Future Tragedy of the Commons?
- The DUALI/DUALPC Software for Optimal Control Models