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Hurst exponent for time series analysis
| Status: |
Closed
(Cancelled by Service Buyer)
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| Budget: |
€30-250 |
| Project Creator: |
SysInv
View PM Post PM
Buyer Rating: (No Feedback Yet)
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| Created: |
08/04/2008 at 13:37 BST |
| Bidding Ends: |
08/24/2008 at 13:37 BST
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| Description: |
I need help with estimating hurst exponenents on time series. The algorithms must be able to code in C to be applied on different time series. The bidder will not do the coding. Furthermore, a short description of how the hurst exponent i calculated is required.
I have some mathematical knowledge, but to save time I decides to outsource this task. To make sure the delivery is useful, the follow conditions must be considered in the algorithm:
Input length - variable to change the calculation period.
Output - a single value (the exponent).
If you have experience with financial data, this would benefit this project. The hurst exponent will be used to evaluate financial time series.
As a summary, what I need is a hurst exponent algoritm with variable length input, that can be applied on financial data. A description of how the algorithm is used and works is necessary.
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| Project-related Files: |
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| Job Type: |
- C/C++
- Data Entry
- Data Processing
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| Database: |
(None)
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| Operating system: |
(None)
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| Bid count: |
15 |
| Average bid: |
€64 |
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Project Bids |
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Bid on This Project
| Hello! I the engineer-mathematician, have experience of data processing, including with attributes of self-similarity. Economic formation I do not possess. I wish to offer you the services in the decision of this problem. I can realize the program as on C and C ++ |
| I have hurst exponent algorithm coded in matlab language. I can code that into C/C++ for you.
Regards,
Zahid |
| hi
i am aalishan matrix
i have your worked |
| Please see PMB
thank you |
| Hi!
Six years ago I've investigated time series (Levy processes), and one of the tasks was to estimate automodel parameter.
For your purpose it is necessary to use R/S analysis. |
| i am ready |
| i m intrusting in this job. |
| I can easily understand your algorithm because i know how to develop hurst exponent mathematically.so i can give you the description about how your algorithm generates hurst exponent which is a statistical measure for time series.
Regards,
Kowsik Nalluri |
| We can do this job as well as your requirement. |
| this is my first project . |
| Respected Sir, We've a huge experience in this type of projects (Copywriting, Data Entry, Data Processing, Data Conversion), also We've 10 peoples staff to do this type of works, we are using high speed internet connection, so online work get processed fast, Interested to work with you long term, will complete this work within a deadline. Kindly please reply. |
| dear sir,i am herewith asking project for data entry with minimum payout you fixed, i will submit within 2 days if you u provide your work to me.
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| I think every one choose my perform that cause I finisd my work with so much Sincerely And also lot of confidence for Maintain my Commitment. |
| I am sure that can do this work because have lot of experience person. |
| i will give u good work |
Bid on This Project
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