Public | COMISEF

R function for "A note on ‘good starting values’ in numerical optimisation"

bestofN.zip (~2kb) contains the code. Also see working paper: A note on ‘good starting values’ in numerical optimisation.

Public

Macromodels 2010

Start: 01/12/2010 - 00:00

End: 04/12/2010 - 23:59

Location: Pułtusk (near Warsaw), Poland.

Please click here from more details.

Calendar

4th CSDA International Conference on COMPUTATIONAL AND FINANCIAL ECONOMETRICS

Start: 10/12/2010 - 00:00

End: 12/12/2010 - 23:59

4th CSDA International Conference on COMPUTATIONAL AND FINANCIAL ECONOMETRICS (CFE'10) 10-12 December 2010, Senate House, University of London, UK http://www.cfe-csda.org/cfe10

Supported and organized by the London School of Economics, Queen Mary, University of London, and Birkbeck University of London.

Main sponsor: Journal of "Computational Statistics & Data Analysis", Elsevier.

R functions for "Calibrating the Nelson–Siegel–Svensson model"

NelsonSiegelwithDE.zip (~74kb) contains the code and instructions. Also see working paper: Calibrating the Nelson–Siegel–Svensson model.

Public

16th International Conference on Soft Computing

Start: 23/06/2010 - 00:00

End: 25/06/2010 - 23:59

Location: Brno, Czech Republic.

See attached PDF for more details.

Calendar

Matlab and R functions for "Calibrating Option Pricing Models with Heuristics"

OptionCalibration.zip (~85kb) contains the code and instructions. Also see working paper: Calibrating Option Pricing Models with Heuristics.

Public

Publications for 2009

R. Baragona, F. Battaglia (2009), “Evolutionary Computing in Statistical Data Analysis”, in: Abraham, A., Hassanien, A.-E, Siarry, P. and Engelbrecht, A. (Eds.), Foundations of Computational Intelligence Vol 3 - Global Optimization (Studies in Computational Intelligence vol. 203). Springer Berlin/Heidelberg, pp. 347- 386.
R. Baragona, D.