Displaying 7 results from an estimated 7 matches for "maringer".
2009 Aug 27
4
Debian lenny, lvm and filesystem xfs
...ont: sda2: write barrier op failed
blkfront: sda2: barriers disabled
end_request: I/O error, dev sda2, sector 0
end_request: I/O error, dev sda2, sector 0
Filesystem "sda2": Disabling barriers, trial barrier write failed
Has anybody an idea how to resolve this?
Thanks a lot
Alexander Maringer
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2024 Oct 20
0
NMOF 2.10-0 (Numerical Methods and Optimization in Finance)
Dear all,
version 2.10-0 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]
Since the last announcement on this list in 2021,
several functions have been added to the package, such
as 'barrierOptionEuropean' for valuing barrier options,
and function 'minMAD' for computing minimum-MAD
portfolios. Also, existing functionality has bee...
2024 Oct 20
0
NMOF 2.10-0 (Numerical Methods and Optimization in Finance)
Dear all,
version 2.10-0 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]
Since the last announcement on this list in 2021,
several functions have been added to the package, such
as 'barrierOptionEuropean' for valuing barrier options,
and function 'minMAD' for computing minimum-MAD
portfolios. Also, existing functionality has bee...
2011 Oct 24
0
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...
2011 Oct 24
0
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...
2017 Oct 20
0
NMOF 1.2-2 (Numerical Methods and Optimization in Finance)
Dear all,
version 1.2-2 of package NMOF is on CRAN now.
NMOF stands for 'Numerical Methods and Optimization
in Finance'. The package provides R code and datasets
for the book with the same name, written by Manfred
Gilli, Dietmar Maringer and Enrico Schumann, published
by Elsevier/Academic Press in 2011.
The package has finally crossed the 1.0 line: It is
10 years since the development of NMOF began, and many
of the functions -- notably those for optimization --
have been in continuous use since then. That implies
a certain maturit...
2006 Nov 01
1
Optimization and garch
Good day,
Here I was trying to write a code for Garch(1,1)
. As garch problem is more or less an optimization
problem I also tried to get the algorithm for "nlminb"
function. What I saw that if use this function
'nlminb" I can easyly get the estimate of parameters.
But any other function is not working. I tried to
write my own code for optimization using Quasi-Newton