> On Sep 1, 2017, at 9:35 PM, Bill Igoe <billi...@gmail.com> wrote: > > 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
This generally feels like the right direction to me. That said we’ll (all of us who haven’t been in there, myself included) have to start actually putting time into [math]. -Rob > > 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 >> >> --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
