New introduction to multiple time series analysis

This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and ...

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 ...

Advances in public economics

utility, choice and welfare : a festschrift for Cristian Seidl

'The Festschrift in honor of Christian Seidl' gathers a group of prominent authors being experts in areas like Public Economics, Welfare Economics, Social Choice Theory, Public Choice Theory, Decision Theory and Experimental Economics. Christian Seidl, known as one of the editors of the three-volume 'Handbook ...

Raising capital

Most small businesses cite lack of capital is a major constraint on growth. Raising Capital focuses on non-bank sources of capital since banks only lend to companies that fit a very narrow profile. The topics covered include: (i) capital sources entrepreneurs can tap when they ...

Advances in XML information retrieval

third international workshop of the initiative for the evaluation of XML retrieval, INEX 2004, Dagstuhl Castle, Germany, December 6-8, 2004, revised selected papers

This book constitutes the thoroughly refereed post-proceedings of the Third International Workshop of the Initiative for the Evaluation of XML Retrieval, INEX 2004, held in Dagstuhl Castle, Germany in December 2004. The 33 revised full papers presented together with an introductory overview of the INEX ...

Peer-to-peer, grid, and service-orientation in digital library architectures

6th thematic workshop of the EU network of excellence Delos, Cagliari, Italy, June 24-25, 2004. revised selected papers

This book constitutes the thoroughly refereed post-proceedings of the 6th Thematic Workshop of the EU Network of Excellence DELOS on Digital Library Architectures, held in Cagliari, Italy, in June 2004. The 15 revised full papers presented were carefully reviewed. The subjects covered include: service grids ...

Principles and practice of semantic web reasoning

third international workshop, PPSWR 2005, Dagstuhl Castle, Germany, September 11-16, 2005 proceedings

This book constitutes the refereed proceedings of the Third International Workshop on Principles and Practice of Semantic Web Reasoning, PPSWR 2005, held in Dagstuhl Castle, Germany in September 2005. The 12 revised full papers presented together with 3 invited contributions were carefully reviewed and selected ...

The semantic web

research and applications : second European Semantic Web Conference, SWC 2005, Heraklion, Crete, Greece, May 29-June 1, 2005 ; proceedings

This book constitutes the refereed proceedings of the Second European Semantic Web Conference, ESWC 2005, heldin Heraklion, Crete, Greece in May/June 2005. The 48 revised full papers presented were carefully reviewed and selected from 148 submissions. The papers are organized in topical sections on ...

Global change and the earth system

a planet under pressure

The interactions between environmental change and human societies have a long, complex history spanning many millennia, but these have changed fundamentally in the last century. Human activities are now so pervasive and profound that they are altering the Earth in ways which threaten the very ...

(E)Evolution

organizations and the dynamics of the environment

(R)Evolution studies the adaptation of industrial organisations to the dynamics of the environment by drawing an analogy with evolutionary biology, by extensively studying literature in management science, and by case studies. These investigations have lead to the insight that companies might evolve slower than ...

Topics in Dynamic Model Analysis

advanced Matrix Methods and unit-root econometrics representation theorems

This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time series approaches and focusing on representation theorems of (co) integrated processes.The book starts by providing a self-contained, rigorous as well as innovative, analytical setting ...

Real optins valuations

the importance of interest rate modeling in theory and practice

This book analyzes real options valuation for non-constant versus constant interest rates using simulation and historical backtesting. Several real options are investigated and combined with various pricing tools and stochastic term structure models. Interest rates for real options valuation are simulated by using stochastic term ...

Economists' mathematical manual

This volume presents mathematical formulas and theorems commonly used in economics. It includes both formulas like Roy`s identity that are peculiar to economics and formulas like Leibniz's rule that are common to many areas of applied mathematics. The volume is meant to be ...

Sustainable development, energy and the city

a civilisation of concepts and actions

Principles of network economics

Network problems are manifold and extremely complex. Many problems result from engineering details or mathematical difficulties, others are caused by disregarding economic principles and imperfections of markets. The text provides a fairly integrated approach of transportation related "network problems" and their "solutions" with emphasis on ...

A corpus of Rembrandt paintings

.Vol. IV: The self-portraits / Ernst van de Wetering ; with contributions by Karin Groen ... [et al.] ; with the collab. of Paul Broekhoff ... [et al.] ; transl. [from the Dutch] by Jennifer Kilian ... [et al.]

After the publication of Volume III the approach of the first three volumes needed to be revised. It had become clear that the strictly chronological method employed in those books would not be effective for the final period, covering 1642 until 1669 (the year that ...

Mathematical formulas for economists

The present collection of formulas has been composed for students of economics or management science at universities, colleges and trade schools. It contains basic knowledge in mathematics, financial mathematics and statistics in a compact and clearly arranged form. This volume is meant to be a ...

Broadband in Europe

how Brussels can wire the information society

These articles, which were commissioned by the Brussels Round Table a forum for leading EU communications operators and equipment manufacturers, comprise the first book to focus specifically on broadband in Europe.They examine the deployment of broadband and then use the analysis to make policy ...

Extreme financial risks

from dependence to risk management

Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets. This book offers an original and thorough treatment ...

Artificial economics

agent-based methods in finance, Game Theory anf their applications

Agent-based Computational Economics (ACE) is a new discipline of economics, largely grounded on concepts like evolution, auto- organisation and emergence: it intensively uses computer simulations as well as artificial intelligence, mostly based on multi-agents systems. The purpose of this book is to give an up-to ...