Dear all,
version 2.0-1 of package NMOF is on CRAN now.
NMOF stands for 'Numerical Methods and Optimization in Finance',
and it accompanies the book with the same name, written by
Manfred Gilli, Dietmar Maringer and Enrico Schumann.[1]
The new version of the package provides all R code and datasets
of the book's second edition, which has been published a few weeks ago.
All updates and new features are listed in the NEWS file.[2]
Sample materials of the book, on backtesting and on optimization
heuristics, are available as well.[3][4]
Kind regards
Enrico
[1] http://enricoschumann.net/NMOF
[2] https://github.com/enricoschumann/NMOF/blob/master/NEWS
[3] optimisation heuristics: https://ssrn.com/abstract=3391756
[4] backtesting: https://ssrn.com/abstract=3374195
--
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net
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