similar to: NMOF 1.2-2 (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

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

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,

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,

Hello everybody, I'm running into an issue with the fPortfolio package. 1. What I want: Calculate the minimum-variance portfolio on 20 assets with respect to the following constraints: - min weight per asset = 0% (i.e. no short-selling) - max weight per asset = 10% - min sum of asset weights = 100% (i.e. fully invested) - max sum of asset weights = 100% (i.e. no leverage) 2. What I

Hi, I''m running Xen on a Debian Xeon E3110 using the Debian 2.6.26-2-xen kernel. As filesystem for my lvm domU partitions I choosed xfs. I get the following error in kern.log of domU when booting a domU: blkfront: 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

R/Finance 2009: Applied Finance with R April 24 & 25, Chicago, IL, US The first annual R/Finance conference for applied finance using R , the premier free software system for statistical computation and graphics, will be held this spring in Chicago, IL, USA on Friday April 24 and Saturday April 25. The two-day conference will cover topics as diverse as portfolio theory,

R/Finance 2009: Applied Finance with R April 24 & 25, Chicago, IL, US The first annual R/Finance conference for applied finance using R , the premier free software system for statistical computation and graphics, will be held this spring in Chicago, IL, USA on Friday April 24 and Saturday April 25. The two-day conference will cover topics as diverse as portfolio theory,

Call for Papers The Finance Department of the University of Illinois at Chicago (UIC), the International Center for Futures and Derivatives at UIC, and members of the R finance community are pleased to announce R/Finance 2009: Applied Finance with R on April 24 and 25, 2009, in Chicago, IL, USA Confirmed keynote speakers include: Patrick Burns (Burns

Call for Papers The Finance Department of the University of Illinois at Chicago (UIC), the International Center for Futures and Derivatives at UIC, and members of the R finance community are pleased to announce R/Finance 2009: Applied Finance with R on April 24 and 25, 2009, in Chicago, IL, USA Confirmed keynote speakers include: Patrick Burns (Burns

[ Registration for R/Finance 2010 is going strong: after only ten days of registrations one tutorial is already at 65% of capacity, and two others are approaching the 50% mark. Tutorials are capped at fourty participants each, the conference itself may be capped at three hundred registrations. Conference details are provided below. ] R/Finance 2010: Applied Finance

Dear All, I am using package fPortfolio to run minimum variance portfolio optimizations in R. I already know how to set portfolioSpecs, portfolio objects and constraints. Unfortunately I am not able to set the following type of constraints. I have a timeSeries object with returns data for roughly 1.5k assets for 261 subperiods (workingdays) and want to compute the global minimum variance

Hello, I'm a new centos user, finding that some packages are a little old. How do you solve this kind of problems? I want to install newer php. Thank you. Sincerely, Xuwen

On 11 September 2016 at 15:38, Xuwen Fang <fxuwen at gmail.com> wrote: > Hello, > I'm a new centos user, finding that some packages are a little old. > How do you solve this kind of problems? I want to install newer php. > Thank you. > > Sincerely, > Xuwen > _______________________________________________ > CentOS mailing list > CentOS at centos.org >

http://bugs.freedesktop.org/show_bug.cgi?id=16088 Summary: Google Finance doesn't work Product: swfdec Version: 0.6.6 Platform: x86-64 (AMD64) URL: http://finance.google.com/finance?q=intl OS/Version: Linux (All) Status: NEW Severity: enhancement Priority: medium Component: library

On 30 December 2011 10:21, Michael <comtech.usa at gmail.com> wrote: > But are there reasonably good and realistic methods of identifying > outliers/errornous quotes ?in tick data in R? Check out the OutlierD package at http://www.bioconductor.org/packages/release/bioc/html/OutlierD.html. -- Sent from my mobile device Envoyait de mon portable

Call for Papers: R/Finance 2011: Applied Finance with R April 29 and 30, 2011 Chicago, IL, USA The third annual R/Finance conference for applied finance using R will be held this spring in Chicago, IL, USA on April 29 and 30, 2011. The two-day conference will cover topics including portfolio management, time series analysis, advanced risk tools, high-performance computing, market microstructure

In addition to the below, we are heavy users of R. Lion Cave Capital, a proprietary, algorithmic trading start-up, is seeking a top-flight, innovative, recent Ph.D. in Mathematics, Physics, Machine Learning, or Statistics. Programming excellence required, particularly involving large data sets and real-time systems. Lion Cave's real-time market analysis poses significant mathematical and

Hello All: We are looking for various web development choices out there and many have suggested RoR to be a good way to go with, especially its ease to use and faster development. The end result of the web app will look something similar to Yahoo finance - so I am wondering if existing RoR views capability will be able to deliver this to me. My friends who are in .NET are Java tells me that its

Greetings, My team at Numerix LLC (www.numerix.com) is spinning up what I expect to be a long term effort using LLVM to generate fast code for calculations on financial instruments. One area we will apply apply LLVM is compiling instead of interpreting our domain specific language (DSL) that our customers use for modeling complex financial instruments to dramatically improve performance. A less