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NMOF
R heuristics and valuation functions from a finance textbook
What it is
An R package of functions, examples, and data that accompany a textbook on numerical methods and optimization in finance. It implements differential evolution, genetic algorithms, particle swarm optimization, simulated annealing, and threshold accepting, plus grid search and greedy search. Bond and option valuation routines and helpers for stochastic simulation sit alongside those optimizers. Readers of that book, and R users who want the same heuristics in code, can install the stable build from CRAN or a newer build from the maintainer's repository, but the surrounding exercises stay in the book rather than in a market-data feed.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Strategy research, Data analysis |
| Markets | Multi-market |
| Stack | R |
| Learning curve | Steep learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 2 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): 0 over the period, now 39. Gaps mean no snapshot was taken that day.
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658).