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Chih-Ying Hsiao

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quantitative finance

 

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02 Jun 2010 General simulated annealing algorithm Minimizes a function with the method of simulated annealing Author: Joachim Vandekerckhove

I optimized a likelihood function of 15 parameters. Some parameters still do not attain their minimum. However, this method improve my previous results a lot. Thank you.

16 Feb 2010 Complex step Hessian Calculate Hessian using complex step differentiation Author: Yi Cao

good thank you
19 Jan 2010 Computation of Special Functions MATLAB translation (via f2matlab) of the original FORTRAN of "Computation of Special Functions." Author: Ben Barrowes

helpful! Thanks!
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16 Aug 2006 Numerical derivative of analytic function Calculate the numerical derivative of an analytic function with different methods. Author: Daniel Ennis differentiate, numerical derivative, complex derivative, general 19 2
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