Información del autor
Autor Constantin Zopounidis |
Documentos disponibles escritos por este autor (9)
Refinar búsquedaAgricultural Cooperative Management and Policy / SpringerLink (Online service) ; Constantin Zopounidis ; Nikos Kalogeras ; Konstadinos Mattas ; Gert van Dijk ; George Baourakis (2014)
Título : Agricultural Cooperative Management and Policy : New Robust, Reliable and Coherent Modelling Tools Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Constantin Zopounidis ; Nikos Kalogeras ; Konstadinos Mattas ; Gert van Dijk ; George Baourakis Editorial: Cham : Springer International Publishing Fecha de publicación: 2014 Otro editor: Imprint: Springer Colección: Cooperative Management, ISSN 2364-401X Número de páginas: XIV, 422 p. 98 illus Il.: online resource ISBN/ISSN/DL: 978-3-319-06635-6 Idioma : Inglés (eng) Palabras clave: Business Operations research Decision making Environmental sciences Computer simulation Economic policy Agricultural economics and Management Operation Research/Decision Theory Simulation Modeling Policy Economics Monitoring/Analysis Science Engineering Clasificación: 658 Empresas. Organización de empresas Resumen: This book focuses on the use of farm level, micro- and macro-data of cooperative systems and networks in developing new robust, reliable and coherent modeling tools for agricultural and environmental policy analysis. The efficacy of public intervention on agriculture is largely determined by the existence of reliable information on the effects of policy options and market developments on farmers' production decisions, and in particular, on key issues such as levels of agricultural and non-agricultural output, land use and incomes, use of natural resources, sustainable-centric management, structural change and the viability of family farms. Over the last years, several methods and analytical tools have been developed for policy analysis using various sets of data. Such methods have been based on integrated approaches in an effort to investigate the above key issues, and have thus attempted to offer a powerful environment for decision making, particularly in an era of radical change for both agriculture and the wider economy Nota de contenido: Part I: Risk Management and Pricing Issues in Agricultural Policy Analysis -- Part II: Estimating Income and Performance Levels -- Part III: Surveying and Experimental Designs in Agricultural Policy Analysis -- Part IV: The Influence of Climate Change and Constraints -- Part V: Regulatory Changes and Management of Emissions -- Part VI: Assessing Differences in Policy Implementation Across Countries and Sectors -- Part VII: Greening Criteria for Agricultural and Rural Policy Management En línea: http://dx.doi.org/10.1007/978-3-319-06635-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=36073 Agricultural Cooperative Management and Policy : New Robust, Reliable and Coherent Modelling Tools [documento electrónico] / SpringerLink (Online service) ; Constantin Zopounidis ; Nikos Kalogeras ; Konstadinos Mattas ; Gert van Dijk ; George Baourakis . - Cham : Springer International Publishing : Imprint: Springer, 2014 . - XIV, 422 p. 98 illus : online resource. - (Cooperative Management, ISSN 2364-401X) .
ISBN : 978-3-319-06635-6
Idioma : Inglés (eng)
Palabras clave: Business Operations research Decision making Environmental sciences Computer simulation Economic policy Agricultural economics and Management Operation Research/Decision Theory Simulation Modeling Policy Economics Monitoring/Analysis Science Engineering Clasificación: 658 Empresas. Organización de empresas Resumen: This book focuses on the use of farm level, micro- and macro-data of cooperative systems and networks in developing new robust, reliable and coherent modeling tools for agricultural and environmental policy analysis. The efficacy of public intervention on agriculture is largely determined by the existence of reliable information on the effects of policy options and market developments on farmers' production decisions, and in particular, on key issues such as levels of agricultural and non-agricultural output, land use and incomes, use of natural resources, sustainable-centric management, structural change and the viability of family farms. Over the last years, several methods and analytical tools have been developed for policy analysis using various sets of data. Such methods have been based on integrated approaches in an effort to investigate the above key issues, and have thus attempted to offer a powerful environment for decision making, particularly in an era of radical change for both agriculture and the wider economy Nota de contenido: Part I: Risk Management and Pricing Issues in Agricultural Policy Analysis -- Part II: Estimating Income and Performance Levels -- Part III: Surveying and Experimental Designs in Agricultural Policy Analysis -- Part IV: The Influence of Climate Change and Constraints -- Part V: Regulatory Changes and Management of Emissions -- Part VI: Assessing Differences in Policy Implementation Across Countries and Sectors -- Part VII: Greening Criteria for Agricultural and Rural Policy Management En línea: http://dx.doi.org/10.1007/978-3-319-06635-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=36073 Ejemplares
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Título : Country Risk Evaluation Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Kyriaki Kosmidou ; Michael Doumpos ; Constantin Zopounidis Editorial: Boston, MA : Springer US Fecha de publicación: 2008 Colección: Springer Optimization and Its Applications, ISSN 1931-6828 num. 15 Número de páginas: X, 120 p. 17 illus Il.: online resource ISBN/ISSN/DL: 978-0-387-76680-5 Idioma : Inglés (eng) Palabras clave: Business Management science Mathematical optimization Probabilities Statistics Econometrics Public finance Economics and Management, general Optimization for Business/Economics/Mathematical Finance/Insurance Probability Theory Stochastic Processes Clasificación: 51 Matemáticas Resumen: Financial globalization has increased the significance of methods used in the evaluation of country risk, one of the major research topics in economics and finance. Written by experts in the fields of multicriteria methodology, credit risk assessment, operations research, and financial management, this book develops a comprehensive framework for evaluating models based on several classification techniques that emerge from different theoretical directions. This book compares different statistical and data mining techniques, noting the advantages of each method, and introduces new multicriteria methodologies that are important to country risk modeling. Key topics include: A review of country risk definitions and an overview of the most recent tools in country risk management In-depth analysis of statistical, econometric and non-parametric classification techniques Several real-world applications of the methodologies described throughout the text Future research directions for country risk assessment problems This work is a useful toolkit for economists, financial managers, bank managers, operations researchers, management scientists, and risk analysts. Moreover, the book can also be used as a supplementary text for graduate courses in finance and financial risk management Nota de contenido: Preface -- Chapter 1. Introduction -- Chapter 2. Review of Methodologies -- Chapter 3. Applications -- Chapter 4. Conclusions -- References. - Index En línea: http://dx.doi.org/10.1007/978-0-387-76680-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34225 Country Risk Evaluation [documento electrónico] / SpringerLink (Online service) ; Kyriaki Kosmidou ; Michael Doumpos ; Constantin Zopounidis . - Boston, MA : Springer US, 2008 . - X, 120 p. 17 illus : online resource. - (Springer Optimization and Its Applications, ISSN 1931-6828; 15) .
ISBN : 978-0-387-76680-5
Idioma : Inglés (eng)
Palabras clave: Business Management science Mathematical optimization Probabilities Statistics Econometrics Public finance Economics and Management, general Optimization for Business/Economics/Mathematical Finance/Insurance Probability Theory Stochastic Processes Clasificación: 51 Matemáticas Resumen: Financial globalization has increased the significance of methods used in the evaluation of country risk, one of the major research topics in economics and finance. Written by experts in the fields of multicriteria methodology, credit risk assessment, operations research, and financial management, this book develops a comprehensive framework for evaluating models based on several classification techniques that emerge from different theoretical directions. This book compares different statistical and data mining techniques, noting the advantages of each method, and introduces new multicriteria methodologies that are important to country risk modeling. Key topics include: A review of country risk definitions and an overview of the most recent tools in country risk management In-depth analysis of statistical, econometric and non-parametric classification techniques Several real-world applications of the methodologies described throughout the text Future research directions for country risk assessment problems This work is a useful toolkit for economists, financial managers, bank managers, operations researchers, management scientists, and risk analysts. Moreover, the book can also be used as a supplementary text for graduate courses in finance and financial risk management Nota de contenido: Preface -- Chapter 1. Introduction -- Chapter 2. Review of Methodologies -- Chapter 3. Applications -- Chapter 4. Conclusions -- References. - Index En línea: http://dx.doi.org/10.1007/978-0-387-76680-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34225 Ejemplares
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Título : Decision Making and Knowledge Decision Support Systems : VIII International Conference of RACEF, Barcelona, Spain, November 2013 and International Conference MS 2013, Chania Crete, Greece, November 2013 Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Anna Maria Gil-Lafuente ; Constantin Zopounidis Editorial: Cham : Springer International Publishing Fecha de publicación: 2015 Otro editor: Imprint: Springer Colección: Lecture Notes in Economics and Mathematical Systems, ISSN 0075-8442 num. 675 Número de páginas: X, 223 p. 43 illus., 11 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-319-03907-7 Idioma : Inglés (eng) Palabras clave: Business Entrepreneurship Operations research Decision making Data mining Management science and Operation Research/Decision Theory Research, Science Mining Knowledge Discovery Clasificación: 658 Empresas. Organización de empresas Resumen: This book presents recent advancements of research, new methods and techniques, applications and projects in decision making and decision support systems. It explores expert systems and neural networks, knowledge engineering and management, fuzzy sets and systems and computational methods for optimization, data analysis and decision making. It presents applications in Economics, Finance, Management and Engineering. The book undertakes to stimulate scientific exchange, ideas and experiences in the field of decision making in Economy and Management. Researchers and practitioners alike will benefit from this book, when they are dealing with imprecision, vagueness and uncertainty in the context of decision making Nota de contenido: Globalization and Crisis of Values -- Models Estimation of National Social and Human Capital Qualities -- Risk Management in Sports Sponsorship -- The Cultural Heritage between Protection and Enhance -- Uncertain Optimal Inventory as a Strategy for Enterprise Global Positioning -- Robotics, Automation and Information Systems: Future Perspectives and Correlation with Culture, Sport and Life Science -- Cultural and Sports as Catalysis for the XXI Century Society -- The Forgotten Effects Model on Selection Policies to Climate Change Adaptation -- The Challenge of Integration against the Big International Reconstitutions: Role of Science, Culture and Sport -- Complexity as Interplay between Science and Sport -- Affinity as Basis for Interchangeability between Athletes -- The Efficiency Analysis of Automated Lines of Companies Based on DEA Method -- The Expertise on the Valuation Process Applied to the Discounted Cash Flows -- An Efficient ANFIS Based Approach for Screening of Chronic Obstructive Pulmonary Disease (COPD) from Chest CT Scans with Adaptive Median Filtering -- Economic Sustainability of Integrated Hydropower Development of Ero-Omola Falls, Kwara State, Nigeria -- Statement of the Synthesis Problem of the Intellectual System of Adaptive Management -- Profit Efficiency of Small Scale Layer Producers in Some Selected Local Government Areas in Sokoto State, Nigeria -- Investigation into the Effect of Velocity Distribution on Dry Season Hydrocarbon Degradation in Pond System -- Science, Culture and Sport in the Twenty-First Century Current Trends in Sports Marketing En línea: http://dx.doi.org/10.1007/978-3-319-03907-7 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35405 Decision Making and Knowledge Decision Support Systems : VIII International Conference of RACEF, Barcelona, Spain, November 2013 and International Conference MS 2013, Chania Crete, Greece, November 2013 [documento electrónico] / SpringerLink (Online service) ; Anna Maria Gil-Lafuente ; Constantin Zopounidis . - Cham : Springer International Publishing : Imprint: Springer, 2015 . - X, 223 p. 43 illus., 11 illus. in color : online resource. - (Lecture Notes in Economics and Mathematical Systems, ISSN 0075-8442; 675) .
ISBN : 978-3-319-03907-7
Idioma : Inglés (eng)
Palabras clave: Business Entrepreneurship Operations research Decision making Data mining Management science and Operation Research/Decision Theory Research, Science Mining Knowledge Discovery Clasificación: 658 Empresas. Organización de empresas Resumen: This book presents recent advancements of research, new methods and techniques, applications and projects in decision making and decision support systems. It explores expert systems and neural networks, knowledge engineering and management, fuzzy sets and systems and computational methods for optimization, data analysis and decision making. It presents applications in Economics, Finance, Management and Engineering. The book undertakes to stimulate scientific exchange, ideas and experiences in the field of decision making in Economy and Management. Researchers and practitioners alike will benefit from this book, when they are dealing with imprecision, vagueness and uncertainty in the context of decision making Nota de contenido: Globalization and Crisis of Values -- Models Estimation of National Social and Human Capital Qualities -- Risk Management in Sports Sponsorship -- The Cultural Heritage between Protection and Enhance -- Uncertain Optimal Inventory as a Strategy for Enterprise Global Positioning -- Robotics, Automation and Information Systems: Future Perspectives and Correlation with Culture, Sport and Life Science -- Cultural and Sports as Catalysis for the XXI Century Society -- The Forgotten Effects Model on Selection Policies to Climate Change Adaptation -- The Challenge of Integration against the Big International Reconstitutions: Role of Science, Culture and Sport -- Complexity as Interplay between Science and Sport -- Affinity as Basis for Interchangeability between Athletes -- The Efficiency Analysis of Automated Lines of Companies Based on DEA Method -- The Expertise on the Valuation Process Applied to the Discounted Cash Flows -- An Efficient ANFIS Based Approach for Screening of Chronic Obstructive Pulmonary Disease (COPD) from Chest CT Scans with Adaptive Median Filtering -- Economic Sustainability of Integrated Hydropower Development of Ero-Omola Falls, Kwara State, Nigeria -- Statement of the Synthesis Problem of the Intellectual System of Adaptive Management -- Profit Efficiency of Small Scale Layer Producers in Some Selected Local Government Areas in Sokoto State, Nigeria -- Investigation into the Effect of Velocity Distribution on Dry Season Hydrocarbon Degradation in Pond System -- Science, Culture and Sport in the Twenty-First Century Current Trends in Sports Marketing En línea: http://dx.doi.org/10.1007/978-3-319-03907-7 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35405 Ejemplares
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Título : Financial Decision Making Using Computational Intelligence Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Michael Doumpos ; Constantin Zopounidis ; Panos M. Pardalos Editorial: Boston, MA : Springer US Fecha de publicación: 2012 Otro editor: Imprint: Springer Colección: Springer Optimization and Its Applications, ISSN 1931-6828 num. 70 Número de páginas: XVIII, 326 p Il.: online resource ISBN/ISSN/DL: 978-1-4614-3773-4 Idioma : Inglés (eng) Palabras clave: Mathematics Finance Operations research Management science Research, Science Finance, general Clasificación: 51 Matemáticas Resumen: Financial Decision Making Using Computational Intelligence covers all the recent developments in complex financial decision making through computational intelligence approaches. Computational intelligence has evolved rapidly in recent years and it is now one of the most active fields in operations research and computer science. The increasing complexity of financial problems and the enormous volume of financial data often make it difficult to apply traditional modeling and algorithmic procedures. In this context, the field of computational intelligence provides a wide range of useful techniques, including new modeling tools for decision making under risk and uncertainty, data mining techniques for analyzing complex data bases, and powerful algorithms for complex optimization problems. This book presents the recent advances made in financial decision making using computational intelligence, covering both new methodological developments as well as new emerging application areas. This work covers a wide range of topics related to financial decision making, financial modeling, risk management, and financial engineering, including algorithmic trading, financial time-series analysis, asset pricing, portfolio management, auction markets, and insurance services. Practitioners in the financial industry as well as operations researchers, management scientists, and data analysts will find this publication highly useful Nota de contenido: Preface -- List of Contributors -- 1. Statistically Principled Application of Computational Intelligence Techniques for Finance (J.V. Healy) -- 2. Can Artificial Traders Learn and Err Like Human Traders? A New Direction for Computational Intelligence in Behavioral Finance (S.-H. Chen, K.-C. Shih, C.-C. Tai) -- 3. Application of Intelligent Systems for News Analytics (C. Bozic, S. Chalup, D. Seese) -- 4. Modelling and Trading the Greek Stock Market with Hybrid ARMA-Neural Network Models (C. L. Dunis, J. Laws, A. Karathanasopoulos) -- 5. Pattern Detection and Analysis in Financial Time Series Using Suffix Arrays (K. F. Xylogiannopoulos, P. Karampelas, R. Alhajj) -- 6. Genetic Programming for the Induction of Seasonal Forecasts: A Study on Weather Derivatives (A. Agapitos, M. O’Neill, A. Brabazon) -- 7. Evolution Strategies for IPO Underpricing Prediction (D. Quintana, C. Luque, J. M. Valls, P. Isasi) -- 8. Bayesian Networks for Portfolio Analysis and Optimization (S. Villa, F. Stella) -- 9. Markov Chains in Modelling of the Russian Financial Market (G. A. Bautin and V. A. Kalyagin) -- 10. Fuzzy Portfolio Selection Models: A Numerical Study (En. Vercher and J. D. Bermúdez) -- 11. Financial Evaluation of Life Insurance Policies in High Performance Computing Environments (S. Corsaro, P. L. De Angelis, Z. Marino, P. Zanetti) -- Index En línea: http://dx.doi.org/10.1007/978-1-4614-3773-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32818 Financial Decision Making Using Computational Intelligence [documento electrónico] / SpringerLink (Online service) ; Michael Doumpos ; Constantin Zopounidis ; Panos M. Pardalos . - Boston, MA : Springer US : Imprint: Springer, 2012 . - XVIII, 326 p : online resource. - (Springer Optimization and Its Applications, ISSN 1931-6828; 70) .
ISBN : 978-1-4614-3773-4
Idioma : Inglés (eng)
Palabras clave: Mathematics Finance Operations research Management science Research, Science Finance, general Clasificación: 51 Matemáticas Resumen: Financial Decision Making Using Computational Intelligence covers all the recent developments in complex financial decision making through computational intelligence approaches. Computational intelligence has evolved rapidly in recent years and it is now one of the most active fields in operations research and computer science. The increasing complexity of financial problems and the enormous volume of financial data often make it difficult to apply traditional modeling and algorithmic procedures. In this context, the field of computational intelligence provides a wide range of useful techniques, including new modeling tools for decision making under risk and uncertainty, data mining techniques for analyzing complex data bases, and powerful algorithms for complex optimization problems. This book presents the recent advances made in financial decision making using computational intelligence, covering both new methodological developments as well as new emerging application areas. This work covers a wide range of topics related to financial decision making, financial modeling, risk management, and financial engineering, including algorithmic trading, financial time-series analysis, asset pricing, portfolio management, auction markets, and insurance services. Practitioners in the financial industry as well as operations researchers, management scientists, and data analysts will find this publication highly useful Nota de contenido: Preface -- List of Contributors -- 1. Statistically Principled Application of Computational Intelligence Techniques for Finance (J.V. Healy) -- 2. Can Artificial Traders Learn and Err Like Human Traders? A New Direction for Computational Intelligence in Behavioral Finance (S.-H. Chen, K.-C. Shih, C.-C. Tai) -- 3. Application of Intelligent Systems for News Analytics (C. Bozic, S. Chalup, D. Seese) -- 4. Modelling and Trading the Greek Stock Market with Hybrid ARMA-Neural Network Models (C. L. Dunis, J. Laws, A. Karathanasopoulos) -- 5. Pattern Detection and Analysis in Financial Time Series Using Suffix Arrays (K. F. Xylogiannopoulos, P. Karampelas, R. Alhajj) -- 6. Genetic Programming for the Induction of Seasonal Forecasts: A Study on Weather Derivatives (A. Agapitos, M. O’Neill, A. Brabazon) -- 7. Evolution Strategies for IPO Underpricing Prediction (D. Quintana, C. Luque, J. M. Valls, P. Isasi) -- 8. Bayesian Networks for Portfolio Analysis and Optimization (S. Villa, F. Stella) -- 9. Markov Chains in Modelling of the Russian Financial Market (G. A. Bautin and V. A. Kalyagin) -- 10. Fuzzy Portfolio Selection Models: A Numerical Study (En. Vercher and J. D. Bermúdez) -- 11. Financial Evaluation of Life Insurance Policies in High Performance Computing Environments (S. Corsaro, P. L. De Angelis, Z. Marino, P. Zanetti) -- Index En línea: http://dx.doi.org/10.1007/978-1-4614-3773-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32818 Ejemplares
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Título : Handbook of Financial Engineering Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Constantin Zopounidis ; Michael Doumpos ; Panos M. Pardalos Editorial: Boston, MA : Springer US Fecha de publicación: 2008 Colección: Springer Optimization and Its Applications, ISSN 1931-6828 num. 18 Número de páginas: XVIII, 494 p. 25 illus Il.: online resource ISBN/ISSN/DL: 978-0-387-76682-9 Idioma : Inglés (eng) Palabras clave: Mathematics Business mathematics Finance Economics, Mathematical Actuarial science models optimization Sciences Modeling and Industrial Quantitative Optimization Finance, general Clasificación: 51 Matemáticas Resumen: Over the past decade the financial and business environments have undergone significant changes. During the same period several advances have been made within the field of financial engineering, involving both the methodological tools as well as the application areas. This comprehensive edited volume discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. This book is divided into four major parts, each covering different aspects of financial engineering and modeling such as portfolio management and trading, risk management, applications of operation research methods, and credit rating models. Handbook of Financial Engineering is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering Nota de contenido: Portfolio Management and Trading -- Portfolio Selection in the Presence of Multiple Criteria -- Applications of Integer Programming to Financial Optimization -- Computing Mean/Downside Risk Frontiers: The Role of Ellipticity -- Exchange Traded Funds: History, Trading, and Research -- Genetic Programming and Financial Trading: How Much About "What We Know" -- Risk Management -- Interest Rate Models: A Review -- Engineering a Generalized Neural Network Mapping of Volatility Spillovers in European Government Bond Markets -- Estimating Parameters in a Pricing Model with State-Dependent Shocks -- Controlling Currency Risk with Options or Forwards -- Operations Research Methods in Financial Engineering -- Asset Liability Management Techniques -- Advanced Operations Research Techniques in Capital Budgeting -- Financial Networks -- Mergers, Acquisitions, and Credit Risk Ratings -- The Choice of the Payment Method in Mergers and Acquisitions -- An Application of Support Vector Machines in the Prediction of Acquisition Targets: Evidence from the EU Banking Sector -- Credit Rating Systems: Regulatory Framework and Comparative Evaluation of Existing Methods En línea: http://dx.doi.org/10.1007/978-0-387-76682-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34226 Handbook of Financial Engineering [documento electrónico] / SpringerLink (Online service) ; Constantin Zopounidis ; Michael Doumpos ; Panos M. Pardalos . - Boston, MA : Springer US, 2008 . - XVIII, 494 p. 25 illus : online resource. - (Springer Optimization and Its Applications, ISSN 1931-6828; 18) .
ISBN : 978-0-387-76682-9
Idioma : Inglés (eng)
Palabras clave: Mathematics Business mathematics Finance Economics, Mathematical Actuarial science models optimization Sciences Modeling and Industrial Quantitative Optimization Finance, general Clasificación: 51 Matemáticas Resumen: Over the past decade the financial and business environments have undergone significant changes. During the same period several advances have been made within the field of financial engineering, involving both the methodological tools as well as the application areas. This comprehensive edited volume discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. This book is divided into four major parts, each covering different aspects of financial engineering and modeling such as portfolio management and trading, risk management, applications of operation research methods, and credit rating models. Handbook of Financial Engineering is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering Nota de contenido: Portfolio Management and Trading -- Portfolio Selection in the Presence of Multiple Criteria -- Applications of Integer Programming to Financial Optimization -- Computing Mean/Downside Risk Frontiers: The Role of Ellipticity -- Exchange Traded Funds: History, Trading, and Research -- Genetic Programming and Financial Trading: How Much About "What We Know" -- Risk Management -- Interest Rate Models: A Review -- Engineering a Generalized Neural Network Mapping of Volatility Spillovers in European Government Bond Markets -- Estimating Parameters in a Pricing Model with State-Dependent Shocks -- Controlling Currency Risk with Options or Forwards -- Operations Research Methods in Financial Engineering -- Asset Liability Management Techniques -- Advanced Operations Research Techniques in Capital Budgeting -- Financial Networks -- Mergers, Acquisitions, and Credit Risk Ratings -- The Choice of the Payment Method in Mergers and Acquisitions -- An Application of Support Vector Machines in the Prediction of Acquisition Targets: Evidence from the EU Banking Sector -- Credit Rating Systems: Regulatory Framework and Comparative Evaluation of Existing Methods En línea: http://dx.doi.org/10.1007/978-0-387-76682-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34226 Ejemplares
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