NMOF
Finance optimizer
Provides implementations of optimization heuristics and other tools for financial analysis and simulation.
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). This repository mirrors https://gitlab.com/NMOF/NMOF .
35 stars
5 watching
6 forks
Language: R
last commit: about 1 month ago
Linked from 1 awesome list
black-scholesdifferential-evolutiongenetic-algorithmgrid-searchheuristicsimplied-volatilitylocal-searchoptimizationparticle-swarm-optimizationrsimulated-annealingthreshold-accepting
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