Gilli, Manfred (Hrsg.). Computational Economic Systems - Models, Methods & Econometrics. Springer Netherlands, 2010.
eng

Computational Economic Systems

Models, Methods & Econometrics
  • Springer Netherlands
  • 2010
  • Taschenbuch
  • 296 Seiten
  • ISBN 9789048146550
Herausgeber: Manfred Gilli

The approach to many problems in economic analysis has changed drastically with the development and dissemination of new and more efficient computational techniques. Computational Economic Systems: Models, Methods & Econometrics presents a selection of papers illustrating the use of new computational methods and computing techniques to solve economic problems. Part I of the volume consists of papers which focus on modelling economic systems, presenting computational methods to investigate the evolution of behavior of economic agents, techniques to solve complex inventory models on a parallel computer and an original approach for the construction and solution of multicriteria models involving logical conditions. Contributions to Part II concern new

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computational approaches to economic problems. We find an application of wavelets to outlier detection. New estimation algorithms are presented, one concerning seemingly related regression models, a second one on nonlinear rational expectation models and a third one dealing with switching GARCH estimation. Three contributions contain original approaches for the solution of nonlinear rational expectation models.

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