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Convert code from [C++] to [Matlab] for academic research

The code is originally available in the following website:

[login to view URL]

I wish to use this code for academic research.

In few words, the code receives as input the time series of stock or index returns (for example, S&P 500) and performs an MCMC (Markov Chain Monte Carlo) algorithm to estimate the parameters and latent states of the SVCJ model (Stochastic Volatility with Correlated Jumps in Returns and Volatility)

I have no experience with the [C++] language, so I need and experient programmer to execute the conversion to [Matlab]. Having any experience with this class of algorithm is a plus.

The sizes of the files included are:

bayes.h - 144 lines

[login to view URL] - 529 lines

proposal.h - 75 lines

[login to view URL] - 97 lines

I have added three articles which should be very helpful in understanding some parts of the code

The acceptance criteria for this project is as follows:

The full code in matlab and a collection of example inputs. The code should run without any kind of errors for the selected inputs and generate the expected outputs.

Kĩ năng: Lập trình C++, MATLAB, Thuật toán, Statistics, Toán học

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Về Bên Thuê:
( 0 nhận xét ) São Paulo, Brazil

ID dự án: #31550677

Được trao cho:

bpranavSamvith

Hi I am a python based machine learning developer. I am familiar with matlab too. I have seen and compiled the code. I can make a matlab translation with tests as required to compare results with the c++ code. COnta Thêm

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1.0

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ExpertSoul

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doggar302

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