I have a personal project replicating the results from an academic finance paper (link below). I have very little experience with Matlab and could use some guidance.
The basic gist of it is:
A double mean-reverting (Ornstein Uhlenbeck) model
Specify a state-space Kalman filter model to estimate parameters
Set up a log likilihood function and use fmincon to estimate parameters from 2.
Link to the paper - relevant sections are 4 and 5: [login to view URL]
Key challenges I'll need help to complete the project:
Correctly setting up the stochastic differential equations and noise vectors
Setting up the Kalman filter correctly
Feeding in historical data to the model
Use fmincon to search for estimates
19 freelancer đang chào giá trung bình $269 cho công việc này
Hi I am a Ph D computational scientist and an expert of signal processing and coding in MATLAB. I can get your work done with utmost efficiency. You may consider me with confidence Regards Muthu
i am matlab expert have done 100 of simulation on matlab. i have read your description but i want to further dicuss on detail about it....lets connect and chat