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tagoma
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Joined: February 21st, 2010, 12:58 pm

OpenCV

September 20th, 2012, 9:19 pm

i came across OpenCv, few days ago. as you may know it is not directed specifically towards finance but has a set of tools that can be useful for people in quantitative finance. there was a recent post on Wilmott about machine learning and OpenCV.it would be nice if people shared his/her thoughts and experiences with OpenCV, and told if they advise this library and for which purposes.
 
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taylan
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Joined: October 28th, 2007, 12:13 pm

OpenCV

September 20th, 2012, 9:29 pm

Computer Vision..maybe you can use the kalman filter implementation, and modify some of the tracking methods. if you force it, maybe segmentation routines can be used, thinking panel data as an image? but I don't see the point of using a computer vision library if you only need the machine learning part..There are more targeted libraries for this, pm me if you want more info.
 
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Hansi
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OpenCV

September 20th, 2012, 11:07 pm

QuoteOpenCV is released under a BSD license and hence it?s free for both academic and commercial use. It has C++, C, Python and Java interfaces and supports Windows, Linux, Android and Mac OS. OpenCV was designed for computational efficiency and with a strong focus on real-time applications. Written in optimized C/C++, the library can take advantage of multicore processing. Adopted all around the world, OpenCV has more than 47 thousand people of user community and estimated number of downloads exceeding 5 million. Usage ranges from interactive art, to mines inspection, stitching maps on the web or through advanced robotics.The about extract doesn't explain what it does = don't care.
 
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rmax
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OpenCV

September 21st, 2012, 7:24 am

QuoteOriginally posted by: HansiQuoteOpenCV is released under a BSD license and hence it?s free for both academic and commercial use. It has C++, C, Python and Java interfaces and supports Windows, Linux, Android and Mac OS. OpenCV was designed for computational efficiency and with a strong focus on real-time applications. Written in optimized C/C++, the library can take advantage of multicore processing. Adopted all around the world, OpenCV has more than 47 thousand people of user community and estimated number of downloads exceeding 5 million. Usage ranges from interactive art, to mines inspection, stitching maps on the web or through advanced robotics.The about extract doesn't explain what it does = don't care.Yes agreed. It is a piece of marketing written by a geek thinking his customers are geeks as well. Perhaps they are, but it gives me no incentive to find out about what it is.
 
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Stale
Posts: 209
Joined: November 7th, 2006, 3:20 pm

OpenCV

September 21st, 2012, 10:21 am

You could use it to guard your desk in a similar fashion like this guy is doing..
 
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OOglesby
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Joined: August 26th, 2011, 5:34 am

OpenCV

September 22nd, 2012, 12:54 am

OpenCV along with CUDA are some of the big libraries for image processing and computer vision. There are a few pieces that would be useful for finance, but I also think CUDA and true machine learning libraries are better suited.Browsing the documentation, there are various classifiers and clustering algorithms and the image processing functions may be useful for finite difference methods for PDEs. Also using image processing functions for smoothing and interpolation, but I imagine that CUDA has similar capability without OpenCV. While OpenCV has Kalman filtering functions, I think a straight-up matrix library such as Eigen or UBlas would be better suited.Also, the older OpenCV website was much more informative than the redesign in my opinion.
 
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Cuchulainn
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OpenCV

September 24th, 2012, 6:57 am

QuoteOriginally posted by: rmaxQuoteOriginally posted by: HansiQuoteOpenCV is released under a BSD license and hence it?s free for both academic and commercial use. It has C++, C, Python and Java interfaces and supports Windows, Linux, Android and Mac OS. OpenCV was designed for computational efficiency and with a strong focus on real-time applications. Written in optimized C/C++, the library can take advantage of multicore processing. Adopted all around the world, OpenCV has more than 47 thousand people of user community and estimated number of downloads exceeding 5 million. Usage ranges from interactive art, to mines inspection, stitching maps on the web or through advanced robotics.The about extract doesn't explain what it does = don't care.Yes agreed. It is a piece of marketing written by a geek thinking his customers are geeks as well. Perhaps they are, but it gives me no incentive to find out about what it is.What you immediately miss in the web site is a 'feature list', as Hansi says, what does it do. Maybe apply AIDA principle.
Last edited by Cuchulainn on September 23rd, 2012, 10:00 pm, edited 1 time in total.
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spv205
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Joined: July 14th, 2002, 3:00 am

OpenCV

September 27th, 2012, 8:14 pm

I 'm afraid I'm probably? the source of this!http://www.wilmott.com/messageview.cfm? ... 7Quotejust try a few simple classification/ regression tasks such as machine learning examples machine learning examples where you actually know the answer.basically its just a nice plot of classification accuracy for some simple functions y=2x, tan(10x) etc ...certainly don't need opencv but it just illustrated a simple principle of a) testing on something you know, b) plotting the classification boundaries so you see what the machine learning algo is doing rather than just treating it as black box
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