Project Detail

Hurst exponent for time series analysis

Hurst exponent for time series analysis is project number 295843
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Status:

Selected Providers: contact2web

Budget: $30-250

Created: 08/04/2008 at 10:06 EDT

Bid Count: 8

Average Bid:
$ 102

08/24/2008 at 10:06 EDT

Project Creator: SysInv
Employer Rating: 10/10 10/10 10/10 10/10 10/10 10/10 10/10 10/10 10/10 10/10 (1 reviews)

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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Job Type

See more: algorithm, analysis, code, delivery, financial, follow, make, outsource

Messages Posted:1

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PMB

195

10 days

08-04-2008 15:04 EDT

(No Feedback Yet)

I have MBA and MCA degrees and familiar with algorithms and financial data

shelby8888

225

4 days

08-04-2008 20:18 EDT

(No Feedback Yet)

I have good experience with time series data

vvrinfotec

5 days

08-04-2008 21:11 EDT

(No Feedback Yet)

We have IT persons from various fields to do the job on time.

MathTeam

150

3 days

08-05-2008 03:04 EDT

(No Feedback Yet)

Hello, I represent a math/application development company. We are located in Kharkov (Ukraine). We have relevant experience with the financial mathematics. We would be able to make the task in three working days. Regards, Vladimir Math Team

ash99

3 days

08-05-2008 08:43 EDT

(No Feedback Yet)

I have good experience with time series data

contact2web

4 days

08-05-2008 10:59 EDT

(No Feedback Yet)

Please see PMB

Runie

14 days

08-09-2008 18:55 EDT

(No Feedback Yet)

I've a litle time experience in accounting, and mathematics and computer also. Now, I am still a student but I try my best do the job.

choong33

3 days

08-21-2008 06:29 EDT

(No Feedback Yet)

I already have the Hurst exponent software for sale. I can customize it for you.

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