Forecast using Mathematica

Preklicano Objavljeno Jul 8, 2013 Plačilo ob prevzemu
Preklicano Plačilo ob prevzemu

This project is to develop a Mathematica 9 notebook to develop accurate forecasts for financial time series using particle filters to estimate model parameters. We are also open to proposals for other approaches.

We are undertaking extensive work in Mathematica, but our existing ARIMA based forecasts are not accurate enough (see attached).

This work would suit someone with strong skills in time series analysis and in Mathematica.

The deliverable will be a Mathematica notebook, similar to that attached, that will produce a directionally accurate forecast for input data, up to 20 periods ahead. The Mathematica notebook must be properly formatted and commented to explain any code used.

Matematika Matlab and Mathematica

ID projekta: #4702037

Več o projektu

5 predlogov Oddaljen projekt Aktiven Jul 10, 2013

5 freelancerjev ponuja v povprečju za $453 na tem delu

bchandra1955

Professional engineer here

$657 AUD v 9 dneh
(118 ocen)
6.3
lehuyendiep

Please check my profile, you can see that I have done many projects related to econometrics and statistics using Mathematica.

$333 AUD v 12 dneh
(17 ocen)
5.2
spiritofhimalya

Hello, I can help you do it. I will find out more some resource and papers to do this forecasting. I think it will be more complex than in your example file. thank you.

$275 AUD v 3 dneh
(8 ocen)
3.8
hj19701208

Hi, I am applied math expert. By the mathematical method, we can forecast only a trend of the financial. I have good experience of the capital stock price forecasting. With best regards,Sincerely yours.

$250 AUD v 5 dneh
(1 Ocena)
2.4
jingguo811

pls,contact me.

$750 AUD v 7 dneh
(3 ocen)
1.8