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From Bill Igoe <billi...@gmail.com>
Subject Re: [All][Math] New component: "Commons Geometry"?
Date Sat, 02 Sep 2017 01:35:02 GMT
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 <gilles@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
>
>
>
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