The NMOF package provides functions, examples and data from Numerical Methods in Finance by Manfred Gilli, Dietmar Maringer and Enrico Schumann (2011), including the different optimization heuristics such as Differential Evolution, Genetic Algorithms, Particle Swarms, and Threshold Accepting.
The FRAPO package provides data sets and code for the book Financial Risk Modelling and Portfolio Optimization with R by Bernhard Paff (2013).


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