Programming Languages And Systems In Computational Economics And Finance

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Programming Languages and Systems in Computational Economics and Finance

Soren Bo Nielsen
Programming Languages and Systems in Computational Economics and Finance Book PDF

Author : Soren Bo Nielsen
Publisher : Springer Science & Business Media
Page : 462 pages
File Size : 45,8 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9781461510499

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Programming Languages and Systems in Computational Economics and Finance by Soren Bo Nielsen Pdf

The developments within the computationally and numerically oriented ar eas of Operations Research, Finance, Statistics and Economics have been sig nificant over the past few decades. Each area has been developing its own computer systems and languages that suit its needs, but there is relatively little cross-fertilization among them yet. This volume contains a collection of papers that each highlights a particular system, language, model or paradigm from one of the computational disciplines, aimed at researchers and practitioners from the other fields. The 15 papers cover a number of relevant topics: Models and Modelling in Operations Research and Economics, novel High-level and Object-Oriented approaches to programming, through advanced uses of Maple and MATLAB, and applications and solution of Differential Equations in Finance. It is hoped that the material in this volume will whet the reader's appetite for discovering and exploring new approaches to old problems, and in the longer run facilitate cross-fertilization among the fields. We would like to thank the contributing authors, the reviewers, the publisher, and last, but not least, Jesper Saxtorph, Anders Nielsen, and Thomas Stidsen for invaluable technical assistance.

Programming Languages and Systems in Computational Economics and Finance

Søren S. Nielsen
Programming Languages and Systems in Computational Economics and Finance Book PDF

Author : Søren S. Nielsen
Publisher : Springer Science & Business Media
Page : 442 pages
File Size : 50,9 Mb
Release : 2002-08-31
Category : Business & Economics
ISBN : 1402071396

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Programming Languages and Systems in Computational Economics and Finance by Søren S. Nielsen Pdf

The developments within the computationally and numerically oriented areas of Operations Research, Finance, Statistics and Economics have been significant over the past few decades. Each area has been developing its own computer systems and languages that suit its needs, but there is relatively little cross-fertilization among them yet. This volume contains a collection of invited, peer-reviewed papers that each highlights a particular system, language, model or paradigm from one of the computational disciplines, aimed at researchers and practitioners from the other fields. The 15 papers cover a wide range of relevant topics; Models and Modelling in Operations Research and Economic (Matt Saltzman; Pere Gomis-Porqueras and Alex Haro; Jerome Kruiser; Don Shobrys), novel High-level and Object-Oriented approaches to programming (Jurgen Doornik; Chris Birchenhall; Christopher Baum; Tim Hultberg), through advanced uses of Maple and MATLAB (Des Higham and Peter Kloeden; Ric Herbert, Jerzy Ombach and Jolanta Jarnicka; George Lindfield and John Penny), and applications and solution of Differential Equations in Finance (Peter Honoré and Rolf Poulsen; Jens Hugger; Sasha Cyganowski and Lars GrÃ1⁄4ne). Each article is written from a personal, explorative perspective that invites the reader to discover new approaches to solving old problems. In the longer run it is hoped that this volume will facilitate cross-fertilization among the computational fields.

Introduction to Computational Economics Using Fortran

Hans Fehr,Maurice Hofmann,Fabian Kindermann
Introduction to Computational Economics Using Fortran Book PDF

Author : Hans Fehr,Maurice Hofmann,Fabian Kindermann
Publisher : Oxford University Press, USA
Page : 264 pages
File Size : 44,7 Mb
Release : 2020-01-16
Category : Business & Economics
ISBN : 9780198850373

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Introduction to Computational Economics Using Fortran by Hans Fehr,Maurice Hofmann,Fabian Kindermann Pdf

This exercise and solutions manual accompanies the main edition of Introduction to Computational Economics Using Fortran. It enables students of all levels to practice the skills and knowledge needed to conduct economic research using Fortran. Introduction to Computational Economics Using Fortran is the essential guide to conducting economic research on a computer. Aimed at students of all levels of education as well as advanced economic researchers, it facilitates the first steps into writing programming language. This exercise and solutions manual is accompanied by a program database that readers are able to download.

Introduction to Computational Economics Using Fortran

Hans Fehr,Fabian Kindermann
Introduction to Computational Economics Using Fortran Book PDF

Author : Hans Fehr,Fabian Kindermann
Publisher : Oxford University Press, USA
Page : 592 pages
File Size : 52,8 Mb
Release : 2018-03-08
Category : Business & Economics
ISBN : 0198804407

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Introduction to Computational Economics Using Fortran by Hans Fehr,Fabian Kindermann Pdf

Introduction to Computational Economics Using Fortran is the essential guide to conducting economic research on a computer. Aimed at students of all levels of education as well as advanced economic researchers, it facilitates the first steps into writing programs using Fortran. Introduction to Computational Economics Using Fortran assumes no prior experience as it introduces the reader to this programming language. It shows the reader how to apply the most important numerical methods conducted by computational economists using the toolbox that accompanies this text. It offers various examples from economics and finance organized in self-contained chapters that speak to a diverse range of levels and academic backgrounds. Each topic is supported by an explanation of the theoretical background, a demonstration of how to implement the problem on the computer, and a discussion of simulation results. Readers can work through various exercises that promote practical experience and deepen their economic and technical insights. This textbook is accompanied by a website from which readers can download all program codes as well as a numerical toolbox, and receive technical information on how to install Fortran on their computer.

Applied Computational Economics and Finance

Mario J. Miranda,Paul L. Fackler
Applied Computational Economics and Finance Book PDF

Author : Mario J. Miranda,Paul L. Fackler
Publisher : MIT Press
Page : 529 pages
File Size : 47,8 Mb
Release : 2004-08-20
Category : Business & Economics
ISBN : 9780262291750

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Applied Computational Economics and Finance by Mario J. Miranda,Paul L. Fackler Pdf

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.

Computational Economics Using Fortran

John Cochran
Computational Economics Using Fortran Book PDF

Author : John Cochran
Publisher : Createspace Independent Publishing Platform
Page : 128 pages
File Size : 46,5 Mb
Release : 2017-06-13
Category : Electronic
ISBN : 1982069775

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Computational Economics Using Fortran by John Cochran Pdf

Computational Economics Using Fortran assumes no prior experience as it introduces the reader to this programming language. It shows the reader how to apply the most important numerical methods conducted by computational economists using the toolbox that accompanies this text. It offers various examples from economics and finance organized in self-contained chapters that speak to a diverse range of levels and academic backgrounds. Each topic is supported by an explanation of the theoretical background, a demonstration of how to implement the problem on the computer, and a discussion of simulation results. Readers can work through various exercises that promote practical experience and deepen their economic and technical insights.

Quantitative Economic Policy

Reinhard Neck,Christian Richter,Peter Mooslechner
Quantitative Economic Policy Book PDF

Author : Reinhard Neck,Christian Richter,Peter Mooslechner
Publisher : Springer Science & Business Media
Page : 386 pages
File Size : 43,5 Mb
Release : 2008-03-04
Category : Political Science
ISBN : 9783540746843

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Quantitative Economic Policy by Reinhard Neck,Christian Richter,Peter Mooslechner Pdf

Econometric techniques and models are still being extensively used in the business of forecasting and policy advice. This book presents recent advances in the theory and applications of quantitative economic policy, with particular emphasis on fiscal and monetary policies in a European and global context. The volume honors Andrew Hughes Hallett, a pioneer and major scientist in quantitative economic policy analysis, whose contributors are among his friends and former students.

Computational Econometrics

Charles G. Renfro
Computational Econometrics Book PDF

Author : Charles G. Renfro
Publisher : IOS Press
Page : 420 pages
File Size : 45,6 Mb
Release : 2004
Category : Business & Economics
ISBN : 158603426X

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Computational Econometrics by Charles G. Renfro Pdf

This publication contains a substantial amount of detail about the broad history of the development of econometric software based on the personal recollections of many people. For economists, the computer has increasingly become the primary applied research tool, and it is software that makes the computer work.

The Oxford Handbook of Computational Economics and Finance

Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du
The Oxford Handbook of Computational Economics and Finance Book PDF

Author : Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du
Publisher : Oxford University Press
Page : 128 pages
File Size : 42,9 Mb
Release : 2018-01-12
Category : Business & Economics
ISBN : 9780199844388

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The Oxford Handbook of Computational Economics and Finance by Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du Pdf

The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.

Handbook of Computational Finance

Jin-Chuan Duan,Wolfgang Karl Härdle,James E. Gentle
Handbook of Computational Finance Book PDF

Author : Jin-Chuan Duan,Wolfgang Karl Härdle,James E. Gentle
Publisher : Springer Science & Business Media
Page : 791 pages
File Size : 52,9 Mb
Release : 2011-10-25
Category : Business & Economics
ISBN : 9783642172540

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Handbook of Computational Finance by Jin-Chuan Duan,Wolfgang Karl Härdle,James E. Gentle Pdf

Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools.

Palgrave Handbook of Econometrics

T. Mills,K. Patterson
Palgrave Handbook of Econometrics Book PDF

Author : T. Mills,K. Patterson
Publisher : Springer
Page : 1385 pages
File Size : 51,8 Mb
Release : 2009-06-25
Category : Business & Economics
ISBN : 9780230244405

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Palgrave Handbook of Econometrics by T. Mills,K. Patterson Pdf

Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.

Computational Economics and Finance

Hal R. Varian
Computational Economics and Finance Book PDF

Author : Hal R. Varian
Publisher : Springer Science & Business Media
Page : 486 pages
File Size : 48,8 Mb
Release : 1996-08-09
Category : Business & Economics
ISBN : 0387945180

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Computational Economics and Finance by Hal R. Varian Pdf

This collection of articles is edited by Hal Varian, Dean of the School of Information Management and Systems, University of California, Berkeley. It provides a high quality and practical selection of contributed articles that impart the expertise of an international contingent of Mathematica users from the economic, financial, investments, quantitative business and operations research communities.

Hybrid Artificial Intelligent Systems

Pablo García Bringas,Hilde Pérez García,Francisco Javier Martínez de Pisón,José Ramón Villar Flecha,Alicia Troncoso Lora,Enrique A. de la Cal,Álvaro Herrero,Francisco Martínez Álvarez,Giuseppe Psaila,Héctor Quintián,Emilio Corchado
Hybrid Artificial Intelligent Systems Book PDF

Author : Pablo García Bringas,Hilde Pérez García,Francisco Javier Martínez de Pisón,José Ramón Villar Flecha,Alicia Troncoso Lora,Enrique A. de la Cal,Álvaro Herrero,Francisco Martínez Álvarez,Giuseppe Psaila,Héctor Quintián,Emilio Corchado
Publisher : Springer Nature
Page : 523 pages
File Size : 50,6 Mb
Release : 2022-09-11
Category : Computers
ISBN : 9783031154713

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Hybrid Artificial Intelligent Systems by Pablo García Bringas,Hilde Pérez García,Francisco Javier Martínez de Pisón,José Ramón Villar Flecha,Alicia Troncoso Lora,Enrique A. de la Cal,Álvaro Herrero,Francisco Martínez Álvarez,Giuseppe Psaila,Héctor Quintián,Emilio Corchado Pdf

This book constitutes the refereed proceedings of the 17th International Conference on Hybrid Artificial Intelligent Systems, HAIS 2022, held in Salamanca, Spain, in September 2022. The 43 full papers presented in this book were carefully reviewed and selected from 67 submissions. They were organized in topical sections as follows: bioinformatics; data mining and decision support systems; deep learning; evolutionary computation; HAIS applications; image and speech signal processing; and optimization techniques.

Complex Systems Modeling and Simulation in Economics and Finance

Shu-Heng Chen,Ying-Fang Kao,Ragupathy Venkatachalam,Ye-Rong Du
Complex Systems Modeling and Simulation in Economics and Finance Book PDF

Author : Shu-Heng Chen,Ying-Fang Kao,Ragupathy Venkatachalam,Ye-Rong Du
Publisher : Springer
Page : 307 pages
File Size : 40,8 Mb
Release : 2018-11-20
Category : Business & Economics
ISBN : 9783319996240

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Complex Systems Modeling and Simulation in Economics and Finance by Shu-Heng Chen,Ying-Fang Kao,Ragupathy Venkatachalam,Ye-Rong Du Pdf

This title brings together frontier research on complex economic systems, heterogeneous interacting agents, bounded rationality, and nonlinear dynamics in economics. The book contains the proceedings of the CEF2015 (21st Computing in Economics in Finance), held 20-22 June 2015 in Taipei, Taiwan, and addresses some of the important driving forces for various emergent properties in economies, when viewed as complex systems. The breakthroughs reported in this book are a result of an interdisciplinary approach and simulation remains the unifying theme for these papers as they deal with a wide range of topics in economics. The text is a valuable addition to the efforts in promoting the complex systems view in economic science. The computational experiments reported in the book are both transparent and replicable. Complex System Modeling and Simulation in Economics and Finance is useful for graduate courses of complex systems, with particular focus on economics and finance. At the same time it serves as a good overview for researchers who are interested in the topic.

Real Options and Intellectual Property

Philipp N. Baecker
Real Options and Intellectual Property Book PDF

Author : Philipp N. Baecker
Publisher : Springer Science & Business Media
Page : 279 pages
File Size : 43,8 Mb
Release : 2007-01-10
Category : Business & Economics
ISBN : 9783540482635

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Real Options and Intellectual Property by Philipp N. Baecker Pdf

This book proposes an integrated approach to patent risk and capital budgeting in pharmaceutical research and development (R and D), developing an option-based view (OBV) of imperfect patent protection, which draws upon contingent-claims analysis, stochastic game theory, as well as novel numerical methods. The text re-initiates a discussion about the contribution of quantitative frameworks to value-based R and D management.