NMOF (0.22-0)

Numerical Methods and Optimization in Finance.


Functions, examples and data from the book 'Numerical Methods and Optimization in Finance' by M. Gilli, D. Maringer and E. Schumann. The package contains, in particular, several implementations of optimisation heuristics (for instance, Differential Evolution, Genetic Algorithms and Threshold Accepting).

Maintainer: Enrico Schumann
Author(s): Enrico Schumann

License: GPL-3

Uses: RUnit, quadprog, snow, multicore, MASS
Reverse suggests: MSCMT

Released almost 8 years ago.