[R-SIG-Finance] Genetic Algorithms & Portfolio Optimization

[Guillaume Yziquel]

Le Saturday 22 Jan 2011 à 23:52:36 (+0100), Guillaume Yziquel a écrit :
> Le Saturday 22 Jan 2011 à 17:33:09 (-0500), Lui ## a écrit :
> 
> But I'm not so sure as what is available in R for SDPs.

Just had a look at the following webpage:

http://cran.r-project.org/web/views/Optimization.html

You have an R binding for CSDP:

http://cran.r-project.org/web/packages/Rcsdp/index.html

Best regards,

-- 
     Guillaume Yziquel
http://yziquel.homelinux.org