• OSQP

  • Referenced in 17 articles [sw26960]
  • efficient when solving parametrized problems arising in finance, control, and machine learning. Our open-source...
  • E&F Chaos

  • Referenced in 16 articles [sw00233]
  • nonlinear models, including applications in economics and finance, and is easy...
  • NMOF

  • Referenced in 11 articles [sw11303]
  • package NMOF: Numerical Methods and Optimization in Finance. Functions, examples and data from the book ... Numerical Methods and Optimization in Finance’ by M. Gilli, D. Maringer and E. Schumann...
  • fBasics

  • Referenced in 15 articles [sw04508]
  • Environment for teaching ”Financial Engineering and Computational Finance” NOTE: SEVERAL PARTS ARE STILL PRELIMINARY...
  • Concluder

  • Referenced in 12 articles [sw14849]
  • nuclear power). This project was originally financed by the Ministry of Northern Ontario and Mines...
  • timeSeries

  • Referenced in 11 articles [sw17242]
  • Environment for teaching ”Financial Engineering and Computational Finance”. Managing financial time series objects...
  • OptiRisk

  • Referenced in 9 articles [sw06238]
  • across a number of business sectors including finance, defence, transportation and supply chain logistics. OptiRisk...
  • StOpt

  • Referenced in 9 articles [sw32903]
  • solving some stochastic optimization problems encountered in finance or in the industry. A python binding...
  • ELIAS

  • Referenced in 8 articles [sw04907]
  • bigger project, called ACELA and financed by STW, the Dutch Technology Foundation, which aims...
  • fOptions

  • Referenced in 8 articles [sw09995]
  • Environment for teaching ”Financial Engineering and Computational Finance...
  • JAMM

  • Referenced in 8 articles [sw16194]
  • used in many different areas e.g. finances, medicine, geology, pharmacology and many others. The methodology...
  • NDSolve

  • Referenced in 5 articles [sw18630]
  • volatility. With Mathematica code. Newport Beach, CA: Finance Press (2000; Zbl 0937.91060)]. Through a collection ... emphasizes the mathematical and computational aspects of finance for an audience in academia and industry...
  • matrixcalc

  • Referenced in 7 articles [sw25016]
  • research purposes at the Department of Finance and Risk Engineering, New York University, Polytechnic Institute...
  • xtscc

  • Referenced in 7 articles [sw37339]
  • program by considering an application from empirical finance. Thereby, I also propose a Hausman-type...
  • RANRTH

  • Referenced in 6 articles [sw14018]
  • discussed, too. An example from a computational finance application is included (n variables...
  • MATS

  • Referenced in 5 articles [sw10542]
  • many applications, such as physiology and finance, large time series data bases...
  • timeDate

  • Referenced in 5 articles [sw11297]
  • Environment for teaching ”Financial Engineering and Computational Finance”. Managing chronological and calendar objects...
  • fExtremes

  • Referenced in 5 articles [sw13979]
  • Environment for teaching ”Financial Engineering and Computational Finance...
  • MTS

  • Referenced in 5 articles [sw15485]
  • asymptotic principal component analysis commonly used in finance and econometrics, and principal volatility component analysis...
  • AIF360

  • Referenced in 5 articles [sw33037]
  • practice of domains as wide-ranging as finance, human capital management, healthcare, and education...