Functions, examples and data from the book 'Numerical Methods and Optimization in Finance' by M. Gilli, D. Maringer and E. Schumann. The package contains, in particular, implementations of several optimisation heuristics (such as Differential Evolution, Genetic Algorithms and Threshold Accepting).
|Date of publication||2013-09-04 12:49:09|
|Maintainer||Enrico Schumann <[email protected]>|
|Package repository||View on R-Forge|
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