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Functions, data and examples from the book 'Numerical Methods and Optimization in Finance' by Manfred Gilli, Dietmar Maringer and Enrico Schumann.
Tags: heuristics, Genetic Algorithms, Differential Evolution, Particle Swarm Optimization, Threshold Accepting, Local Search, grid search, portfolio optimization, option pricing, finance, optimization
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Enrico Schumann - 2012-11-29 21:18 -