Hi Gang, I am new to this apache group. My two cents here for a first post. Finally jumping after reading the threads and sensing the frustration. . I have pretty good success in using Math commons 3.6 for financial derivatives, financial and economics analysis and etc. Using the 3.6 as my a base structure accepted by many I have code for Arima, Markov analysis, constrained regressions, Linear programming for bond and equity optimization and yes I do use the complex number for derivative pricing.
http://pfadintegral.com/docs/Schmelzle2010%20Fourier%20Pricing.pdf In fact I am writing a wrapper around the math common to write a R-like struct...and it is going well. Adding new objects and routines is far easier than with R. With a bit of work there is a strong possibility of having an ass kicking java algorithmic program. Thus far it is so easy it is actually fun! While I have my own code for matrix algebra and optimization I thought joining the open source community would provide a steady growth in algorithmic possibilities. Do you really want a complete revamp? Yikes! Are there issues? Yes. But I would hate to see this group toss the baby out with the bathwater. There is some good stuff here and with some work you can have a darn good statistical optimization package for multiple disciplines. My suggestion .... keep the existing code and slowly migrate to a better structure through deprecation and enhancements Cheers to you all and keep up the good work, Bill On Fri, Sep 1, 2017 at 5:48 PM, Gilles <gil...@harfang.homelinux.org> wrote: > On Fri, 1 Sep 2017 09:44:36 +0200, Emmanuel Bourg wrote: > >> Le 1/09/2017 à 04:54, Dave Brosius a écrit : >> >>> So volunteers? Gary, Emmanuel, others?? are you up to doing this? >>> >> >> I can setup the initial branch, but I need at least Gilles' consent and >> an indication about the first modules he'd like to integrate. >> >> Emmanuel Bourg >> >> > I'm still biased toward my own view as the most promising > approach (see other post). [It's so obvious to me that most > of the management problems we've seen with CM simply could > not exist with more focused components.] > > However, I can't dismiss that other approaches, even less > optimal (IMHO), could work (at least for some time). > Modularization will certainly be an improvement. > But who sufficiently believes in that approach that they > will do the actual work? [Those people should speak up > and propose the plan.] > > Personally, I've tried to demonstrate something with > "Commons RNG"; I must have failed, but I do not know > what. > > Gilles > > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > >
