Forecast using Mathematica
$250-750 AUD
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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.
项目ID： #4702037
关于项目
有5名威客正在参与此工作的竞标，均价$453/小时
Please check my profile, you can see that I have done many projects related to econometrics and statistics using Mathematica.
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.
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.
