

S+NuOPTS+NuOPT is a cuttingedge software package capable of solving very large optimization problems. Designed for analysts and decision makers, NUOPT for SPLUS is used for a wide range of applications including portfolio optimization, nonlinear and robust statistical modeling, and circuit optimization. The full power of the SPLUS language is integrated with NUOPT. No other package can match this combination of powerful statistics and graphics with largescale optimization problem solving, including:
Figure 1: S+NuOPT allows you to explore different portfolio optimization methods and build in features that reflect realworld constraints. The above figure displays optimized weights computed using two different methods. The weights on the left are rebalanced during each time period independently of the weights during the previous time period. The weights on the right are constrained to smoothly evolve from one time period to the next, resulting in a more stable portfolio allocation. SAMPLE APPLICATIONS Portfolio Optimization
Nonlinear and Robust Statistical Modeling
Applications of Mixed Integer Programming in Quantitative Finance

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BOOKS & ARTICLES
Finance Book: Modeling
Financial Time Series with SPLUS

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