Re: [Quantlib-dev] Reg. Contributing

[Kim K. T. <kue...@vo...>]

>
>
> Hi Kim,
>
>     __
>
>     Hi urun,
>
>     Am 20.07.2011 22:29, schrieb urun dogan:
>>
>>     Hi Luigi,
>>     I am a post-doc doctoral researcher in Germany. My main researc
>>     focus is machine learning/artificial intelligence techniques. I
>>     am a develor of Shark machine learning library.
>>
>     Just my 2 cent.
>     Since you are involved in the development of the shark machine you
>     definitely know how to use machine learning to classify and to
>     predict observations. If this is the case you should try to get
>     involved into designing and implementing (alpha-) strategies for
>     trading and backtesting.
>
>
> I have significant amount of knowledge on classification, regression 
> and model selection techniques. I made a small research on " (alpha-) 
> strategies for trading and backtesting" . They are quite interesting. 
> Is there a group implementin these techniques in quant-lib?
Difficult to say. As far as i know there is nobody planing to implement 
a backtesting framework in quantlib.
> If yes where can I found contact details of members?
> If no, should I start by my own?
Hmmm, i remember seeing a webinar from mathwork showing how to use a 
neural network for risk controlling energy trading.
Perhaps you can try to implement a neural network in ql and use this 
tool to forecast energy prices.
Just a suggestion.

>
> Best regards
> Ürün
>
>
>
>>     This library is implemented by C++ . I am really interested in
>>     contributing to quant lib because I find find finsnce chalenging
>>     and interesting. I am open to implement some machine learning
>>     techniques to quant lib also it is absolutelly ok for me to
>>     implement other things. Is there any todo list? Are there any
>>     ideas for starting?
>>
>>     Thanks a lot for your help.
>>
>>     Best regards
>>     Ueruen Dogan
>>
>>     On 18 Jul 2011 13:40, "Luigi Ballabio" <lui...@gm...
>>     <mailto:lui...@gm...>> wrote:
>>
>>
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>>
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>
>