Other packages > Find by keyword >

NMOF  

Numerical Methods and Optimization in Finance
View on CRAN: Click here


Download and install NMOF package within the R console
Install from CRAN:
install.packages("NMOF")

Install from Github:
library("remotes")
install_github("cran/NMOF")

Install by package version:
library("remotes")
install_version("NMOF", "2.10-1")



Attach the package and use:
library("NMOF")
Maintained by
Enrico Schumann
[Scholar Profile | Author Map]
First Published: 2011-10-20
Latest Update: 2023-10-20
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.
How to cite:
Enrico Schumann (2011). NMOF: Numerical Methods and Optimization in Finance. R package version 2.10-1, https://cran.r-project.org/web/packages/NMOF. Accessed 06 Mar. 2025.
Previous versions and publish date:
0.20-0 (2011-10-20 22:25), 0.22-0 (2011-12-10 12:13), 0.23-1 (2012-03-04 13:07), 0.25-4 (2012-07-08 11:19), 0.27-0 (2012-11-29 21:22), 0.28-0 (2013-06-10 15:05), 0.28-2 (2013-09-06 14:21), 0.34-0 (2014-11-05 13:33), 0.34-1 (2015-02-03 17:30), 0.34-2 (2015-05-07 00:11), 0.36-2 (2015-10-20 10:57), 0.40-0 (2016-10-20 22:12), 1.2-2 (2017-10-20 12:05), 1.4-1 (2018-05-08 21:07), 1.4-3 (2018-06-26 22:33), 1.6-0 (2019-04-01 16:50), 2.0-1 (2019-10-20 21:20), 2.1-0 (2020-04-06 22:52), 2.2-2 (2020-10-20 20:50), 2.3-1 (2021-01-19 14:10), 2.4-0 (2021-04-01 09:30), 2.4-1 (2021-04-10 23:20), 2.5-0 (2021-10-20 11:10), 2.5-1 (2022-05-13 14:40), 2.7-0 (2022-08-19 23:10), 2.7-1 (2022-10-20 08:57), 2.8-0 (2023-10-20 10:20), 2.10-0 (2024-10-20 18:20)
Other packages that cited NMOF R package
View NMOF citation profile
Other R packages that NMOF depends, imports, suggests or enhances
Complete documentation for NMOF
Downloads during the last 30 days
02/0402/0502/0602/0702/0802/0902/1002/1102/1202/1302/1402/1502/1602/1702/1802/1902/2002/2102/2202/2302/2402/2502/2602/2702/2803/0103/0203/0303/04Downloads for NMOF020406080100120140TrendBars

Today's Hot Picks in Authors and Packages

prolific.api  
A User-Friendly Interface for Accessing the Prolific API
A user-friendly interface for creating and managing empirical crowd-sourcing studies via API access ...
Download / Learn more Package Citations See dependency  
testthat  
Unit Testing for R
Software testing is important, but, in part because it is frustrating and boring, many of us avoid i ...
Download / Learn more Package Citations See dependency  
incgraph  
Incremental Graphlet Counting for Network Optimisation
An efficient and incremental approach for calculating the differences in orbit counts when performi ...
Download / Learn more Package Citations See dependency  
xfun  
Supporting Functions for Packages Maintained by 'Yihui Xie'
Miscellaneous functions commonly used in other packages maintained by 'Yihui Xie'. ...
Download / Learn more Package Citations See dependency  
Directional  
A Collection of Functions for Directional Data Analysis
A collection of functions for directional data (including massive data, with millions of observation ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

23,794

R Packages

206,711

Dependencies

64,305

Author Associations

23,781

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA