Project for seriousall

Anulowany

Opis

Hi seriousall, I noticed your profile and would like to offer you my project. It involves a trading strategy based on a Kalman filter as described in a recent academic paper. I would like the project to include:

1. R code of the Kalman filter (specified as Kalman filter "4" in the paper)

2. R code of the trading strategy and backtest

3. Replication of results using the parameters provided in the paper.

We can discuss any details over chat -- I will send you the paper and E-mini contract data in CSV format. Thanks so much!

Best,

Aaron

Umiejętności: Eksploracja danych, Uczenie maszynowe, Python, R Język Programowania, Statystyka

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Numer ID Projektu: #11762265

1 freelancer is bidding on average $250 for this job

seriousall

Hired by the Employer

$250 USD w ciągu 5 dni
(21 Ocen)
5.1