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
6 freelancers are bidding on average $2500 for this job
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