NMOF (Q23249): Difference between revisions

← Older edit

@@ Property / last update @@
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+Functions, examples and data from the first and  the second edition of "Numerical Methods and Optimization in  Finance" by M. Gilli, D. Maringer and E. Schumann (2019,  ISBN:978-0128150658).  The package provides implementations  of optimisation heuristics (Differential Evolution, Genetic  Algorithms, Particle Swarm Optimisation, Simulated Annealing  and Threshold Accepting), and other optimisation tools, such  as grid search and greedy search.  There are also functions  for the valuation of financial instruments such as bonds and  options, for portfolio selection and functions that help  with stochastic simulations.
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+Software:23249

Latest revision as of 17:04, 21 March 2024

Numerical Methods and Optimization in Finance

Language	Label	Description	Also known as
English	NMOF	Numerical Methods and Optimization in Finance

Statements

instance of

R package

0 references

software version identifier

2.7-1

publication date

20 October 2022

0 references

0.20-0

publication date

20 October 2011

0 references

0.22-0

publication date

10 December 2011

0 references

0.23-1

publication date

4 March 2012

0 references

0.25-4

publication date

8 July 2012

0 references

0.27-0

publication date

29 November 2012

0 references

0.28-0

publication date

10 June 2013

0 references

0.28-2

publication date

6 September 2013

0 references

0.34-0

publication date

5 November 2014

0 references

0.34-1

publication date

3 February 2015

0 references

0.34-2

publication date

7 May 2015

0 references

0.36-2

publication date

20 October 2015

0 references

0.40-0

publication date

20 October 2016

0 references

1.2-2

publication date

20 October 2017

0 references

1.4-1

publication date

8 May 2018

0 references

1.4-3

publication date

26 June 2018

0 references

1.6-0

publication date

1 April 2019

0 references

2.0-1

publication date

20 October 2019

0 references

2.1-0

publication date

6 April 2020

0 references

2.2-2

publication date

20 October 2020

0 references

2.3-1

publication date

19 January 2021

0 references

2.4-0

publication date

1 April 2021

0 references

2.4-1

publication date

10 April 2021

0 references

2.5-0

publication date

20 October 2021

0 references

2.5-1

publication date

13 May 2022

0 references

2.7-0

publication date

19 August 2022

0 references

2.8-0

publication date

20 October 2023

0 references

0 references

0 references

0 references

20 October 2023

0 references

description

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). The package provides implementations of optimisation heuristics (Differential Evolution, Genetic Algorithms, Particle Swarm Optimisation, Simulated Annealing and Threshold Accepting), and other optimisation tools, such as grid search and greedy search. There are also functions for the valuation of financial instruments such as bonds and options, for portfolio selection and functions that help with stochastic simulations.

0 references

author

Enrico Schumann

0 references

copyright license

GNU General Public License, version 3.0

0 references

imports

grDevices

0 references

graphics

0 references