Erricos Kontoghiorghes's Books

Parallel Algorithms for Linear Models

Numerical Methods and Estimation Problems

By: Erricos Kontoghiorghes

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Parallel Algorithms for Linear Models

Numerical Methods and Estimation Problems

By: Erricos Kontoghiorghes

Parallel Algorithms for Linear Models provides a complete and detailed account of the design, analysis and implementation of parallel algorithms for solving large-scale linear models. It investigates and presents efficient, numerically stable algorithms for computing the least-squares estimators and other quantities of interest on massively parallel systems. The monograph is in two parts. The first part consists of four chapters and deals with the computational aspects for solving linear models that have applicability in diverse areas. The remaining two chapters form the second part, which concentrates on numerical and computational methods for solving various problems associated with seemingly unrelated regression equations (SURE) and simultaneous equations models. The practical issues of the parallel algorithms and the theoretical aspects of the numerical methods will be of interest to a broad range of researchers working in the areas of numerical and computational methods in statistics and econometrics, parallel numerical algorithms, parallel computing and numerical linear algebra. The aim of this monograph is to promote research in the interface of econometrics, computational statistics, numerical linear algebra and parallelism.

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Page Count

196

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1461545714

ISBN 13

9781461545712

Parallel Algorithms for Linear Models

Numerical Methods and Estimation Problems

By: Erricos Kontoghiorghes

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Parallel Algorithms for Linear Models

Numerical Methods and Estimation Problems

By: Erricos Kontoghiorghes

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Page Count

196

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1461545714

ISBN 13

9781461545712

Parallel Algorithms for Linear Models

Numerical Methods and Estimation Problems

By: Erricos Kontoghiorghes

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Parallel Algorithms for Linear Models

Numerical Methods and Estimation Problems

By: Erricos Kontoghiorghes

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Page Count

216

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0792377206

ISBN 13

9780792377207

Computational Methods in Financial Engineering

Essays in Honour of Manfred Gilli

By: Erricos Kontoghiorghes,Berc Rustem,Peter Winker

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Computational Methods in Financial Engineering

Essays in Honour of Manfred Gilli

By: Erricos Kontoghiorghes,Berc Rustem,Peter Winker

Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.

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Page Count

425

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3540779582

ISBN 13

9783540779582

Optimisation, Econometric and Financial Analysis

By: Erricos Kontoghiorghes,Cristian Gatu

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Optimisation, Econometric and Financial Analysis

By: Erricos Kontoghiorghes,Cristian Gatu

This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modeling, emphasizing computational optimisation methods and techniques. The first part addresses optimisation problems and decision modeling, plus applications of supply chain and worst-case modeling and advances in methodological aspects of optimisation techniques. The second part covers optimisation heuristics, filtering, signal extraction and time series models. The final part discusses optimisation in portfolio selection and real option modeling.

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Page Count

275

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3540366261

ISBN 13

9783540366263

Book's by Erricos Kontoghiorghes

Parallel Algorithms for Linear Models

Parallel Algorithms for Linear Models

Parallel Algorithms for Linear Models

Parallel Algorithms for Linear Models

Parallel Algorithms for Linear Models

Parallel Algorithms for Linear Models

Computational Methods in Financial Engineering

Computational Methods in Financial Engineering

Optimisation, Econometric and Financial Analysis

Optimisation, Econometric and Financial Analysis

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