Title: Porting the Yuima package to Python: Difficulties and feasibility
Authors: Francesco Iafrate - University of Rome La Sapienza (Italy) [presenting]
Abstract: According to the latest charts Python is ranked as the most popular programming language in the world, as well as the most used by the Data Science community. Currently, however, it appears that an extensive and unified framework for simulation and estimation of SDEs is not available for Python. The extension of the Yuima package to the Python user base can open the doors for a wide variety of new applications and it can bring forth new stimuli for the Yuima community. Porting Yuima to the new platform poses several technical challenges caused by the inherently different features between R and Python. We investigate such difficulties and propose a tentative construction of a new package resembling the structure of Yuima that is suitable for the Python programming style.