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Control and Dynamic Systems Volume 36
Control and Dynamic Systems: Advances in Theory and Applications, Volume 36 reviews advances in theory and applications of large scale control and dynamic systems. Contributors focus on production control and the determination of optimal production rates, along with active control systems, uncertainty in control system design, and methods for analyzing multistage commodity markets. This volume is organized into eight chapters and begins with an introduction to multiobjective decision-tree analysis and its significance in applied situations, with two substantive examples. It then shifts to important techniques for the determination of robust economic policies, methods used in the analysis of ...
Portfolio Management with Heuristic Optimization
Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations of portfolio optimization, its assumptions, approaches and the limitations when "traditional" optimization techniques are to be applied. In addition, the basic concepts of several heuristic optimization techniques are presented along with examples of how to implement them for financial optimization problems. The second part (Applications and Contributions) consists of five chapters, covering different problems in financial optimization: the effects of (linear, proportional and combined) transaction costs together with integer constraints and limitations on the initital endowment to be invested; the diversification in small portfolios; the effect of cardinality constraints on the Markowitz efficient line; the effects (and hidden risks) of Value-at-Risk when used the relevant risk constraint; the problem factor selection for the Arbitrage Pricing Theory.
Computable Economics
In the field of economic analysis, computability in the formation of economic hypotheses is seen as the way forward. In this book, Professor Velupillai implements a theoretical research program along these lines. Choice theory, learning rational expectations equlibria, the persistence of adaptive behavior, arithmetical games, aspects of production theory, and economic dynamics are given recursion theoretic (i.e. computable) interpretations.
Computational Techniques for Econometrics and Economic Analysis
It is unlikely that any frontier of economics/econometrics is being pushed faster, further than that of computational techniques. The computer has become a tool for performing as well as an environment in which to perform economics and econometrics, taking over where theory bogs down, allowing at least approximate answers to questions that defy closed mathematical or analytical solutions. Tasks may now be attempted that were hitherto beyond human potential, and all the forces available can now be marshalled efficiently, leading to the achievement of desired goals. Computational Techniques for Econometrics and Economic Analysis is a collection of recent studies which exemplify all these elements, demonstrating the power that the computer brings to the economic analysts. The book is divided into four parts: 1 -- the computer and econometric methods; 2 -- the computer and economic analysis; 3 -- computational techniques for econometrics; and 4 -- the computer and econometric studies.
The History of Imperial College London, 1907-2007
This is the first major history of Imperial College London. The book tells the story of a new type of institution that came into being in 1907 with the federation of three older colleges. Imperial College was founded by the state for advanced university-level training in science and technology, and for the promotion of research in support of industry throughout the British Empire. True to its name the college built a wide number of Imperial links and was an outward looking institution from the start. Today, in the post-colonial world, it retains its outward-looking stance, both in its many international research connections, and with staff and students from around the world. Connections to industry and the state remain important. The College is one of Britain's premier research and teaching institutions, including now medicine alongside science and engineering. This book is an in-depth study of Imperial College; it covers both governance and academic activity within the larger context of political, economic and socio-cultural life in twentieth-century Britain.
Computational Solution of Large-Scale Macroeconometric Models
This book is the result of my doctoral dissertation research at the Department of Econometrics of the University of Geneva, Switzerland. This research was also partially financed by the Swiss National Science Foundation (grants 12- 31072.91 and 12-40300.94). First and foremost, I wish to express my deepest gratitude to Professor Manfred Gilli, my thesis supervisor, for his constant support and help. I would also like to thank the president of my jury, Professor Fabrizio Carlevaro, as well as the other members of the jury, Professor Andrew Hughes Hallett, Professor Jean-Philippe Vial and Professor Gerhard Wanner. I am grateful to my colleagues and friends of the Departement of Econometrics, e...
Economic Simulations in Swarm: Agent-Based Modelling and Object Oriented Programming
Computer simulations of economic systems are slowly gaining ground within the economic profession. However, such a process is hindered by a lack of communication among researchers who do not share a common language. For its object-oriented structure and its versatility, Swarm has the necessary characteristics to become a credible universal language of agent-based simulations. Economic Simulations in Swarm collects a series of original articles in such domains as macro and micro economics, industrial organization, monetary theory, and finance, all linked by a common denominator: the use of the Swarm simulation platform. Swarm, a standard set of program libraries, allows users to construct sim...
Developments of Control Theory for Economic Analysis
Giovanni Castellani Rector of the University of Venice This book contains the Proceedings of the Conference on "Economic Policy and Control Theory" which was held at the University of Venice (Italy) on 27 January-l February 1985. The goal of the Conference was to survey the main developments of control theory in economics, by emphasizing particularly new achievements in the analysis of dynamic economic models by con trol methods. The development of control theory is strictly related to the development of science and technology in the last forty years. Control theory was indeed applied mainly in engineering, and only in the sixties economists started using control methods for analys ing econo...
Computational Economic Systems
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 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.
Advances in Dynamic Games and Applications
Recent years have witnessed a surge of activity in the field of dynamic both theory and applications. Theoretical as well as practical games, in problems in zero-sum and nonzero-sum games, continuous time differential and discrete time multistage games, and deterministic and stochastic games games are currently being investigated by researchers in diverse disciplines, such as engineering, mathematics, biology, economics, management science, and political science. This surge of interest has led to the formation of the International Society of Dynamic Games (ISDG) in 1990, whose primary goal is to foster the development of advanced research and applications in the field of game theory. One imp...
