Ardia, David; Boudt, Kris; Carl, Peter; Mullen, Katharine M. and Peterson, Brian (2010): Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization. Unpublished.
Ardia, David; Lennart, Hoogerheide and Nienke, Corré (2011): Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation? Unpublished.
Keel, Simon and Ardia, David (2009): Generalized Marginal Risk. Unpublished.
Mullen, Katharine M.; Ardia, David; Gil, David L.; Windover, Donald and Cline, James (2009): DEoptim: An R Package for Global Optimization by Differential Evolution. Unpublished.
