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  • © 1997

Computational Approaches to Economic Problems

Part of the book series: Advances in Computational Economics (AICE, volume 6)

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Table of contents (23 chapters)

  1. Front Matter

    Pages i-xiv
  2. Part One

    1. Front Matter

      Pages 1-1
    2. Factor-GARCH Modeling of the Treasury Term Structure

      • Christopher F. Baum, Basma Bekdache
      Pages 3-16
    3. Analyzing a Small French ECM Model

      • Jean-Louis Brillet
      Pages 17-37
    4. Computation and Inference in Semiparametric Efficient Estimation

      • Robert M. Adams, Allen N. Berger, Robin C. Sickles
      Pages 57-70
    5. Generating Random Numbers in Mathematica

      • David A. Belsley
      Pages 71-77
    6. Linked-Cone Profit Ratio Estimates of U.S. Total Factor Productivity Growth, Using DEA/AR Methods

      • Russell G. Thompson, E. A. Waltz, P. S. Dharmapala, R. M. Thrall
      Pages 79-90
  3. Computational Methods in Finance

    1. Front Matter

      Pages 111-111
    2. Neural Networks for Contingent Claim Pricing via the Galerkin Method

      • Emilio Barucci, Umberto Cherubini, Leonardo Landi
      Pages 127-141
    3. Asset Liability Management

      • Diem Ho
      Pages 143-159
    4. Monitoring Active Portfolios Using Statistical Process Control

      • Emmanuel Yashchin, Thomas K. Philips, David M. Stein
      Pages 193-205
  4. Computational Methods for a Social Environment

    1. Front Matter

      Pages 207-207
    2. Ordering: Human versus Computer

      • Alfred Norman, Greg Leonard, Leigh Linden, Kara Meythaler, Kim Murray, Herb Newhouse et al.
      Pages 209-223
    3. Fluctuating Benefits and Collective Action

      • Bernardo A. Huberman
      Pages 237-247

About this book

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 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.
The papers in this volume are divided into four sections:
  • Computational methods in econometrics,
  • Computational methods in finance,
  • Computational methods for a social environment and
  • New computational methods.£/LIST£
  • Editors and Affiliations

    • University of Amsterdam, Amsterdam, The Netherlands

      Hans Amman

    • Center for Applied Research in Economics, The University of Texas, Austin, USA

      Hans Amman

    • Imperial College of Science, Technology and Medicine, USA

      Berc Rustem

    • University of Texas, USA

      Andrew Whinston

    Bibliographic Information

    Buy it now

    Buying options

    Softcover Book USD 169.99
    Price excludes VAT (USA)
    • Compact, lightweight edition
    • Dispatched in 3 to 5 business days
    • Free shipping worldwide - see info
    Hardcover Book USD 169.99
    Price excludes VAT (USA)
    • Durable hardcover edition
    • Dispatched in 3 to 5 business days
    • Free shipping worldwide - see info

    Tax calculation will be finalised at checkout

    Other ways to access