Displaying 2 results from an estimated 2 matches for "wilmott".
Did you mean:
willmott
2006 Aug 09
1
GARCH(1,1) optimization with R
Hello all,
Trying to implement GARCH(1,1) with ASP.NET <http://asp.net/> and
VB.NET<http://vb.net/>.
It involves optimization of a three-variate function with some constraints.
Learned from Wilmott.com <http://wilmott.com/> that R might be able to do it
but have no idea how. Could anyone help me out please. Thanks in advance.
Additional info:
1. Tried calling Excel Solver from within my web application - it works fine
except that Excel.exe won't go away from task manager although...
2006 Aug 09
0
[Rcom-l] GARCH(1,1) optimization with R
...be posted to
R-help at stat.math.ethz.ch
Patrick Zhang wrote:
> Hello all,
>
> Trying to implement GARCH(1,1) with ASP.NET <http://asp.net/> and
> VB.NET<http://vb.net/>.
> It involves optimization of a three-variate function with some constraints.
> Learned from Wilmott.com <http://wilmott.com/> that R might be able to
> do it
> but have no idea how. Could anyone help me out please. Thanks in advance.
>
> Additional info:
> 1. Tried calling Excel Solver from within my web application - it works
> fine
> except that Excel.exe won't...