Risk Measurement Econometrics And Neural Networks

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Risk Measurement Econometrics And Neural Networks

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Author : Georg Bol
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Risk Measurement Econometrics And Neural Networks written by Georg Bol and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

This book comprises the articles of the 6th Econometric Workshop in Karlsruhe, Germany. In the first part approaches from traditional econometrics and innovative methods from machine learning such as neural nets are applied to financial issues. Neural Networks are successfully applied to different areas such as debtor analysis, forecasting and corporate finance. In the second part various aspects from Value-at-Risk are discussed. The proceedings describe the legal framework, review the basics and discuss new approaches such as shortfall measures and credit risk.

Risk Management

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Author : Michael Frenkel
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29

Risk Management written by Michael Frenkel and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Business & Economics categories.

Michael Frenkel, Ulrich Hommel, Markus Rudolf This volume has been written in honor of Gunter Dufey who has dedicated his professional career to the advancement of international business education around the globe and who has done much to improve our understanding of risk management as a challenge as well as an opportunity for shareholder-value-driven enterprises. The editors have used his 60th birthday at the beginning of the new millenium as a welcome opportunity to honor his lifelong commitment to research, university teaching and executive training. We have done so by bringing together a select group of individuals who have joined us in an effort to highlight the most recent developments as well as the immediate challenges in the field of risk management. The contributors have all been influenced by Gunter Dufey's work as students, co-authors, faculty colleagues and fellow researchers. The collection of papers contained in this volume bears witness to his mentoring role and builds on his own research agenda. Throughout his professional career, Gunter Dufey has been regarded as the prototype of the global citizen by his friends and collegues.

Operations Research Proceedings 2002

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Author : Ulrike Leopold-Wildburger
language : en
Publisher: Springer Science & Business Media
Release Date : 2003-02-24

Operations Research Proceedings 2002 written by Ulrike Leopold-Wildburger and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-02-24 with Business & Economics categories.

This proceedings volume contains a selection of papers presented at the International Conference on Operations Research (SOR 2002).The contributions cover the broad interdisciplinary spectrum of Operations Research and present recent advances in theory, development of methods, and applications in practice. Subjects covered are Production, Logistics and Supply Chain Production, Marketing and Data Analysis, Transportation and Traffic, Scheduling and Project Management, Telecommunication and Information Technology, Energy and Environment, Public Economy, Health, Agriculture, Education, Banking, Finance, Insurance, Risk Management, Continuous Optimization, Discrete and Combinatorial Optimization, Stochastic and Dynamic Programming, Simulation, Control Theory, Systems Dynamics, Dynamic Games, Game Theory, Auctioning and Bidding, Experimental Economics, Econometrics, Statistics and Mathematical Economics, Fuzzy Logic, Multicriteria Decision Making, Decision Theory.

Data Analysis And Decision Support

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Author : Daniel Baier
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-05-06

Data Analysis And Decision Support written by Daniel Baier and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-05-06 with Mathematics categories.

It is a great privilege and pleasure to write a foreword for a book honor ing Wolfgang Gaul on the occasion of his sixtieth birthday. Wolfgang Gaul is currently Professor of Business Administration and Management Science and the Head of the Institute of Decision Theory and Management Science, Faculty of Economics, University of Karlsruhe (TH), Germany. He is, by any measure, one of the most distinguished and eminent scholars in the world today. Wolfgang Gaul has been instrumental in numerous leading research initia tives and has achieved an unprecedented level of success in facilitating com munication among researchers in diverse disciplines from around the world. A particularly remarkable and unique aspect of his work is that he has been a leading scholar in such diverse areas of research as graph theory and net work models, reliability theory, stochastic optimization, operations research, probability theory, sampling theory, cluster analysis, scaling and multivariate data analysis. His activities have been directed not only at these and other theoretical topics, but also at applications of statistical and mathematical tools to a multitude of important problems in computer science (e.g., w- mining), business research (e.g., market segmentation), management science (e.g., decision support systems) and behavioral sciences (e.g., preference mea surement and data mining). All of his endeavors have been accomplished at the highest level of professional excellence.

Monetary Union And Fiscal Stability

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Author : Frank Bohn
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Monetary Union And Fiscal Stability written by Frank Bohn and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

This book addresses the macroeconomic implications of a country's transition to a monetary union. By using a dynamic multi-country simulation model, it is possible to pinpoint a monetary union, and repercussions produced by fiscal retrenchment policies. Interest and exchange rate effects could only be captured once a new approach including innovations in the solution methodology had been developed. Not only can we draw lessons for newly joining members to the EMU or to any other monetary union, but the analysis also implicitly offers a new explanation for the weak Euro in the first half of 1999.

Utility And Production

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Author : Pablo Coto-Millan
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Utility And Production written by Pablo Coto-Millan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

Grateful acknowledgement is made to CICYT (Comision Intenninisterial de Ciencia y Tecnoiogia), National Plan R+D, Projects N-TXT96-2467 and N TXT98-1453 for its financial support. This text presents the economic theories on Utility and Production. In addition, such theories are used to explain the real problems of consumers and firms and several studies carried out by the author are displayed. Some collaboration by other professors of Economics is mentioned in the corresponding footnotes. The responsibility for errors and omissions, however, rests entirely upon tbe author. In chapters 1 and 4 of the book try to present the theory of Utility and Production. Chapter 3 presents new functional forms and two empirical applications, on demand functions and systems. In chapters 2 and 5, the main theorems and properties presented in chapters 1 and 4 are applied. Chapter 6 presents new functional forms and two empirical applications, on production and cost functions respectively.

Cooperation And Competition In A Common Market

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Author : Jaime Behar
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Cooperation And Competition In A Common Market written by Jaime Behar and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

The essays included in this book are the result ofseven years ofresearch spanning the 1990-1997 period. Most of them have been published in scientific magazines or as chapters of books. To the end of this edition, and in order to avoid repetitions, the original texts have been modified, particularly with regard to the titles and introductions ofthe chapters. Chapter two reproduces the article "Economic Integration and Intra-Industry Trade: The Case of the Argentine-Brazilian Free Trade Agreement", published in the Journal of Common Markets (vol XXIX, No 5, pp. 527-552, sept. 1991). Chapter three originates from an empirical study prepared for UNIDO, the United Nations Industrial Development Organization. The analytical framework and the preliminary conclusions of that work appeared in a working paper "The MERCOSUR Pattern of Intra-Industry Trade" (RP No 75, Stockholm: LAIS, 1997). Chapter four was published with the title "Plant-size Effects ofTrade: The Case of MERCOSUR Countries" as a chapter of the book Growth Trade and Integration in Latin America (W. Karlsson and A. Malaki (eds. ), Stockholm: LAIS, pp. 297-319, 1996). Chapter five in tum corresponds to the article entitled "Measuring the Effects of Economic Integration for the Southern Cone Countries: Industry Simulations of Trade Liberalization" as published in The Developing Economies (Vol. XXXIII, No 1, pp. 1-31, mars 1995). Finally, chapter six is the revised and updated version of the paper presented at the First European Congress ofLatinamericanists, which took place at Salamanca, Spain in June 1996.

The National Innovation System Of Belgium

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Author : Henri Capron
language : en
Publisher: Springer Science & Business Media
Release Date : 2000-08-09

The National Innovation System Of Belgium written by Henri Capron and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-08-09 with Science categories.

This book deals with aspects of the national innovation system of Belgium. It is the result of a study jointly undertaken by teams of the University of Antwerp (RUCA) and the Free University of Brussels (ULB) in the context of the OECD DSTI Working Group on Innovation and Technology Policy, which brought to gether specialists from most of the OECD countries in an effort to streamline and co-ordinate research on national innovation systems. The 'systemic' approach - as opposed to the traditional 'linear causal' ap proach - has, in recent years, increasingly become the framework for the study of the complex relationships between R&D, innovation, the economic performance of firms and of the economy in which they operate, technological policy, and, fi nally, the institutional framework of the national economy, including its transna tional aspects. Obviously, the systemic approach did not fall out of the blue but has its roots in different schools of economic thought. The theoretical foundations of the national innovation system approach are therefore first discussed in Chapter 1. Chapters 2 and 3 introduce the reader to some peculiarities of the Belgian economy. Chapter 2 deals with the sources of Belgian prosperity, looked at from a long-term perspective and with particular attention being given to the small-open-economy characteristics of Belgium.

East European Transition And Eu Enlargement

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Author : Wojciech W. Charemza
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

East European Transition And Eu Enlargement written by Wojciech W. Charemza and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Political Science categories.

In March 1998 the European Union formally launched the accession process that will lead to a significant enlargement of the Union. So far ten countries from Central Europe: Bulgaria, the Czech Republic, Estonia, Hungary, Latvia, Lithuania, Poland, Romania, the Slovak Republic and Slovenia have submitted their applications for EU membership. This unique process immediately attracted attention of economists and policy makers. Nevertheless, it can be noticed that among numerous results already published, there is a distinctive shortage of books and papers in which quantitative research methods are applied. This is to a large extent justified by the fact that the transition and accession processes are new to the economic sciences, their methodology is not wellresearched, statistical data for the Central and East European countries are scarce and not always reliable and, generally, quantitative approach seems to be a risky and uncertain business. All these all problems can also be seen as a challenge rather than an obstacle. With this on mind, we have decided to clarify the status quo by organising a research seminar which focused on the methodology and quantitative analysis of the Central and East European transition and pre-accession processes. The seminar, East European Transition and EU Enlargement: a Quantitative Approach organised by Macroeconomic and Financial Data Centre (University of Gdansk and University ofLeicester) took place in Gdansk in June 2001. Our edited volume contains papers developed from this seminar.

Utility And Production

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Author : Pablo Coto-Millán
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Utility And Production written by Pablo Coto-Millán and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

This book is different from the first edition. There are three entirely new chapters: 2,6 and 9. I have also included new sections in chapters 1,4 and 8. Moreover, the remaining chapters, 3, 5 and 7, have been revised and updated. In chapters 2 and 6 I felt it was necessary to include the main alternative theories ofconsumer and company behaviour along with the neo-classical models. The book contains four chapters oftheory - 1, 2, 5 and 6 - and four chapters with theoretical and empirical applications - 3, 4, 7 and 8. Finally, chapter nine looks at choices made under conditions ofuncertainty. September 2002 P. Coto-Millan Preface to the First Edition Grateful acknowledgment is made to CICYT (Comision Interministerial de Ciencia y Tecnologia), National Plan R+D, Projects N-TXT96-2467 and N TXT98-1453 for its fmancial support. This text presents the economic theories on Utility and Production. In addition, such theories are used to explain the real problems of consumers and fIrms and several studies carried out by the author are displayed. Some collaboration by other professors of Economics is mentioned in the corresponding footnotes. The responsibility for errors and omissions, however, rests entirely upon the author. In chapters 1 and 4 of the book I try to present the theory of Utility and Production. Chapter 3 presents new functional forms and two empirical applications, on demand functions and systems. In chapters 2 and 5, the main theorems and properties presented in chapters 1 and 4 are applied.