NMOF (Q23249): Difference between revisions
From MaRDI portal
Changed an Item |
Swh import (talk | contribs) SWHID from Software Heritage |
||||||||||||||
| (5 intermediate revisions by 4 users not shown) | |||||||||||||||
| Property / depends on software | |||||||||||||||
| Property / depends on software: R / rank | |||||||||||||||
| Property / depends on software: R / qualifier | |||||||||||||||
| Property / MaRDI profile type | |||||||||||||||
| Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / depends on software | |||||||||||||||
| Property / depends on software: R / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / depends on software: R / qualifier | |||||||||||||||
software version identifier: ≥ 3.5 | |||||||||||||||
| Property / source code repository | |||||||||||||||
| Property / source code repository: https://github.com/cran/NMOF / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Software Heritage ID | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:b323693c7fae8127cb749c2c2b542c33b0ac1a41 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:b323693c7fae8127cb749c2c2b542c33b0ac1a41 / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:b323693c7fae8127cb749c2c2b542c33b0ac1a41 / qualifier | |||||||||||||||
point in time: 8 November 2023
| |||||||||||||||
| links / mardi / name | links / mardi / name | ||||||||||||||
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
20 October 2023
0 references
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
