Re: [Quantlib-dev] Possible future works

[Luigi B. <lui...@gm...>]

Hello,
    do you have a financial use case for the algorithm?

Luigi

On Sat, Dec 20, 2014 at 11:58 PM, James <jam...@gm...> wrote:

> Hi Xiang Ni,
>
> Thanks for your reply. I'm not surprised that there is a implementation
> already available. Actually, you can probably find available
> implementations for most algorithms that we are aware of. But whether the
> code we find fits the framework (QuantLib) is a question. For instance, the
> data structures used throughout the algorithm may need to be converted, and
> this task alone may not be trivial...
>
> Whether an algorithm has already been implemented or not is a bit off the
> topic. I think a more important question should be - is this algorithm
> really needed for QuantLib?
>
> Regards,
> James
>
> -----Original Message-----
> From: Xiang Ni [mailto:xn...@ca...]
> Sent: Friday, December 19, 2014 12:16 AM
> To: James
> Cc: qua...@li...
> Subject: Re: [Quantlib-dev] Possible future works
>
> It seems that EM algo can be found here:
>
>
> http://code.opencv.org/projects/opencv/repository/revisions/master/entry/modules/ml/src/em.cpp#L126
>
> On Thu, December 18, 2014 3:09 pm, James wrote:
> > Hi All,
> >
> >
> >
> > Having learned QuantLib for a while, I'm very impressed by the great
> > design of the software architecture, and I would love to contribute to
> > this project. I'm a software engineer from general signal processing
> > background, but I don't really have much experience on quantitative
> > finance. I have read the developers mail list archive but could not
> > find any topic related to possible future works that a developer like
> > me can contribute to. So I would be really appreciated if someone can
> > let me know what is currently missing and will be nice to have in
> > future QuantLib. A list of these possible future works will surely
> > benefit the development of QuantLib.
> >
> >
> >
> > To start with, do you think a general Expectation-Maximization
> > algorithm could be added into the future to-do-list?
> >
> >
> >
> > Thanks and regards,
> >
> > James
> >
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>
>
> --
> Xiang Ni,
>
> Department of Mathematics
>
> California Institute of Technology
>
> http://math.caltech.edu/people/xiang-homepage.html
>
>
>
>
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