Posted by
Xiang Ni on
Dec 19, 2014; 12:06am
URL: http://quantlib.414.s1.nabble.com/Possible-future-works-tp16116p16117.html
It seems that EM algo can be found here:
http://code.opencv.org/projects/opencv/repository/revisions/master/entry/modules/ml/src/em.cpp#L126On 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
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