Examples for the orgutils package2 months ago
toOrg | readOrg
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Overview of the PMwR package2 months ago
Return contribution2 months ago
FinTeX4 months ago
btable7 months ago
dctable
Computing Returns10 months ago
Drawdowns and Streaks10 months ago
Profit/Loss for Open Positions10 months ago
How to use vprice | Examples
Treasury Quotes with 1/32 Fractions10 months ago
Neighbourhood functions10 months ago
Examples for the datetimeutils package10 months ago
Solving the N-Queens Problem with Local Search3 years ago
The problem | Representing a solution | Evaluating a solution | Changing a solution | Solving the model
An Overview of the NMOF Package3 years ago
The book and the package | What's in the package | Other resources
Fitting the Nelson--Siegel--Svensson model with Differential Evolution3 years ago
Introduction | Fitting the NS model to given zero rates | Fitting the NSS model to given zero rates | Fitting the NSS model to given bond prices | Fitting the NSS model to given yields-to-maturity
Functions for portfolio selection4 years ago
Minimum-variance portfolios | Mean–variance efficient portfolios and frontiers | Return-based tracking portfolios | Minimum-Expected-Shortfall portfolios | Minimum Mean–Absolute-Deviation portfolios
Examples for the qTable function5 years ago
Repairing solutions5 years ago
Introduction | Upper and lower limits
Asset selection with Local Search7 years ago
Introduction | The model | Setting up the algorithm | Solving the model
Robust Regression with Particle Swarm Optimisation and Differential Evolution7 years ago
Portfolio Optimisation with Threshold Accepting9 years ago
Vectorised objective functions9 years ago
Introduction | Examples for vectorised computations