[R-pkgs] NMOF 0.20-0 (Numerical methods and optimization in finance)

From: Enrico Schumann <enricoschumann_at_yahoo.de>
Date: Mon, 24 Oct 2011 21:30:53 +0200

Dear all,

version 0.20-0 of package NMOF is now on CRAN. 'NMOF' stands for 'Numerical Methods and Optimization in Finance'. The package accompanies the book with the same name, written by Manfred Gilli, Dietmar Maringer and Enrico Schumann, published by Elsevier/Academic Press in 2011.

The package contains, in particular, several implementations of optimization heuristics, such as Differential Evolution, Genetic Algorithms and Threshold Accepting. The package comes with several vignettes, for example on yield-curve fitting, portfolio optimization and robust regression.

The development version (it's a long TODO list until version 1.0) is available from R-Forge ( http://nmof.r-forge.r-project.org/ ).

There is also a mailing list that informs about news regarding the package/book (
https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/nmof-news ).

In case of comments/corrections/remarks/suggestions -- which are very welcome -- please contact the maintainer (me) directly.

Best regards,
Enrico

-- 
Enrico Schumann
Lucerne, Switzerland
http://nmof.net/

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Received on Wed 26 Oct 2011 - 04:00:54 EST

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