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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 01 May. 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
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