R help - Oct 2011 - NMOF 0.20-0 (Numerical methods and optimization in finance)

Dear all,

version 0.20-0 of package NMOF is now on CRAN. 'NMOF' stands for 
'Numerical Methods and Optimization in Finance'. The package accompanies
the book with the same name, written by Manfred Gilli, Dietmar Maringer 
and Enrico Schumann, published by Elsevier/Academic Press in 2011.

The package contains, in particular, several implementations of 
optimization heuristics, such as Differential Evolution, Genetic 
Algorithms and Threshold Accepting. The package comes with several 
vignettes, for example on yield-curve fitting, portfolio optimization 
and robust regression.

The development version (it's a long TODO list until version 1.0) is 
available from R-Forge ( http://nmof.r-forge.r-project.org/ ).

There is also a mailing list that informs about news regarding the 
package/book ( 
https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/nmof-news ).

In case of comments/corrections/remarks/suggestions -- which are very 
welcome -- please contact the maintainer (me) directly.


Best regards,
Enrico


-- 
Enrico Schumann
Lucerne, Switzerland
http://nmof.net/

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