Katharine Mullen

Government of the United States of America - National Institute of Standards and Technology (NIST)

Gaithersburg, MD 20899-8910

United States

SCHOLARLY PAPERS

2

DOWNLOADS

1,311

SSRN CITATIONS

3

CROSSREF CITATIONS

15

Scholarly Papers (2)

1.

Differential Evolution with DEoptim: An Application to Non-Convex Portfolio Optimization

The R Journal, Vol. 3, No. 1, pp. 27-34, 2011
Number of pages: 8 Posted: 05 Apr 2010 Last Revised: 03 Aug 2018
HEC Montreal - Department of Decision Sciences, Ghent University, William Blair & Co., Government of the United States of America - National Institute of Standards and Technology (NIST) and University of Washington
Downloads 870 (26,673)
Citation 1

Abstract:

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Differential optimization, non-convex portfolio optimization, DEoptim, R software

2.

DEoptim: An R Package for Global Optimization by Differential Evolution

Journal of Statistical Software, Vol. 40, No. 6, pp. 1-26, April 2011
Number of pages: 26 Posted: 21 Dec 2009 Last Revised: 03 Aug 2018
Government of the United States of America - National Institute of Standards and Technology (NIST), HEC Montreal - Department of Decision Sciences, Independent, Independent and Independent
Downloads 441 (65,245)
Citation 2

Abstract:

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global optimization, evolutionary algorithm, differential evolution, R software