Unit Root, Hurst exponent predictions.

I need you to develop an approach to predict FUTURE unit root and Hurst exponent using large set of historical data. SVM methodology is welcome to be used in the process.

For testing of your code it should read data from a text file I will provide. Afterwards I just want to comment out the parts of the code you indicate and use your code by adding your .h and .cpp or libraries to my project. My project stores the input data in an array of doubles (global variable).

Please provide some insight (links) to your previous work with unit root, Hurst exponent problems as well as SVM.

OS: Windows 7 Professional

Compiler: VS2010

Skills: C++ Programming, Mathematics, Statistics

See more: hurst, hurst exponent, hurst exponent code, programming with cpp, programming methodology, insight global, data cpp, cpp unit testing, cpp set, cpp data, cpp array, cplusplus set, cplusplus array, array in cpp, cpp unit, unit, vs2010, vs2010 project, unit work, predictions

About the Employer:
( 33 reviews ) London, United Kingdom

Project ID: #6326769

6 freelancers are bidding on average $2500 for this job


George here based from Los Angeles, USA. I am expert in desired skills for this project and have done similar tasks already. Please get back to me, so I can show you some of the work I have done. I will not be asking f More

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Hi, I'm an economist with a strong quantitative background( math and stats) and finance. I'm currently the TA for Pricing and Managing Fixed-Income Securities which is an elective for a Master of Finance Program. I'm More

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Hi dear sir, I can do this for you. Please refer to PMB for details. My experience and dedication in work will certainly help you to accomplish your project in accurate and timely [login to view URL] let me know if you need s More

$2684 USD in 30 days
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Dear Sir. I and my friends are very interesting in your statistical prediction project. You data may be nonstationary and so. for the prediction the data have to be transformed into the sample of a stationary proce More

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Hello, Hope you had a great day today. I know you are looking for I.T. Programming partners to work on your projects. I will not tell you that we can do this and that; alternatively I would like to find the solut More

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Dear, sir, I've read your job carefully, and I think this job fit me well. I've received PhD degree in statistical signal processing field a few years ago. I've rich experience in using statistical models. Curren More

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Hi, Worked on Hurst Exponent to find the consistency of mutual fund returns previously. Hopefully I will be able to do justice to the project. Regards Dhritiman

$2500 USD in 30 days
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Hi, We are a boutique technology consulting firm based in Boston, with a focus on software, cutting-edge analytics, and strategy design. We have extensive experience implementing customized algorithms and strategies More

$2777 USD in 24 days
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I can provide you better prediction using holt winter algorithm from the historical data. Please update me to proceed further. I won't deliver the code unless full payment is cleared. I will share the code functionalit More

$2500 USD in 30 days
(2 Reviews)