https://github.com/cran/NMOF
Tip revision: 843d67dfbac574d7ba70c568d1541ad855709692 authored by Enrico Schumann on 20 October 2023, 08:20:02 UTC
version 2.8-0
version 2.8-0
Tip revision: 843d67d
DESCRIPTION
Package: NMOF
Type: Package
Title: Numerical Methods and Optimization in Finance
Version: 2.8-0
Date: 2023-10-20
Maintainer: Enrico Schumann <es@enricoschumann.net>
Authors@R: person("Enrico", "Schumann",
role = c("aut", "cre"),
email = "es@enricoschumann.net",
comment = c(ORCID = "0000-0001-7601-6576"))
Depends: R (>= 3.5)
Imports: grDevices, graphics, parallel, stats, utils
Suggests: MASS, PMwR, RUnit, Rglpk, datetimeutils, openxlsx, quadprog,
readxl, tinytest
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.
License: GPL-3
URL: http://enricoschumann.net/NMOF.htm , https://gitlab.com/NMOF ,
https://git.sr.ht/~enricoschumann/NMOF ,
https://github.com/enricoschumann/NMOF
LazyLoad: yes
LazyData: yes
ByteCompile: yes
Classification/JEL: C61, C63
NeedsCompilation: no
Packaged: 2023-10-20 07:49:45 UTC; es19
Author: Enrico Schumann [aut, cre] (<https://orcid.org/0000-0001-7601-6576>)
Repository: CRAN
Date/Publication: 2023-10-20 08:20:02 UTC