Posted by
Dirk Eddelbuettel on
Jul 27, 2011; 1:06am
URL: http://quantlib.414.s1.nabble.com/Reg-Contributing-tp13540p13551.html
On 27 July 2011 at 01:20, urun dogan wrote:
|
|
| 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? If yes where can I found contact
| details of members? If no, should I start by my own?
Are you familiar with R ?
I wrapped parts of QuantLib into RQuantLib a long time ago, extended it a
little more during Google Summer of Code with one student, and am still
maintaining RQuantLib. It could always do with more contributions. We now
have much nicer interfaces from R to/from C++ using a package Rcpp which grew
out of the initial RQuantLib work. (And it even uses some Boost.Python alike
magic for easy wrapping, though that is not ready for inheritance and all
that). But I tend to spend so much time with Rcpp and related packages that
I never get back to RQuantLib...
R may be a more suitable environment for classification, regression, model
selections, ... all the way to machine learning. And yes, there is even
interest in Shark which a friend started to wrap for R -- but then that
stopped when the Shark team told us that they were in the middle of a
rewrite.
Anyway, just a thought for your consideration.
Cheers, Dirk
|
| Best regards
| � rün
|
|
|
|
|
|
| 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" <
[hidden email]>
| wrote:
|
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