Slides and scripts for
'A short course in practical financial optimisation'
; University of Bologna, Rimini, May 2016. Thanks go to
for organising these lectures.
additional slides on
and mean–variance optimisation
R script for Local Search and Threshold Accepting
R script for Differential Evolution and Particle Swarm Optimisation
R script for mean–variance optimisation
The stock-price dataset was the one used in
'Accuracy and precision in finance'