Computational Approaches to Economic Problems

One.- Factor-GARCH Modeling of the Treasury Term Structure.- Analyzing a Small French ECM-Model.- Wavelet Basis Selection for Regression by Cross-Validation.- Computational and Inference in Semiparametric Efficient Estimation.- Generating Random Numbers in Mathematica.- Linked-Cone Profit Ratio Estimates of U.S. Total Factor Productivity Growth, Using DEA/AR Methods.- Several Algorithms to Determine Multipliers for Use in Cone-Ratio Envelopment Approaches to Efficiency Evaluations in DEA.- Two: Computational Methods in Finance.- The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques.- Neural Networks for Contingent Claim Pricing via the Galerkin Method.- Asset Liability Management.- An Efficient Parallel Implementation of a Lattice Pricing Model.- Projected Dynamical Systems for International Financial Policy Modeling and Computation.- Monitoring Active Portfolios Using Statistical Process Control.- Three: Computational Methods for a Social Environment.- Ordering: Human versus Computer.- Strategic Uncertainty and the Genetic Algorithm Adaption.- Fluctuating Benefits and Collective Action.- A Trade Network Game with Endogenous Partner Selection.- Learning in a Computable Setting. Applications of Gold’s Inductive Inference Model.- Four: New Computational Methods.- The Range Process in Random Walks: Theoretical Results and Applications.- Numerical Analysis of a Monetary Overlapping Generation Model.- A Numerical Procedure to Estimate Real Business Cycle Models Using Simulated Annealing.- Five: Computational Methods — Networking and Software.- The Internet: A Future Tragedy of the Commons?.- The DUALI/DUALPC Software for Optimal Control Models.