MATLAB Guru for Financial Data Analysis
Budget: $10 – $30 USD
I require a MATLAB expert to assist in analyzing some financial data. Your skills in data analysis should be top-notch. While specific MATLAB toolboxes weren't mentioned, knowledge of Econometrics, Financial, and Statistics and Machine Learning toolboxes would be a huge plus. Understanding of financial data is imperative. Please provide evidence of similar projects you've worked on. Looking forward to seeing your proposals.
The goal is to use Kalman filter to estimate the level of the water in the tank using the noisy
measurements coming from the level sensor. Assume that the dynamics and the measurements are modeled by the following equations:
?(? + 1) = ? ?(?) + ? ?(?) + ??
?(?) = ? ?(?) + ??
Here, ?(?) is the input to the system. In Kalman estimation we have:
?(?) = ??|?−1?? [ ???|?−1?? + ? ]−1
??|? = ??|?−1 + ?(?) [ ?(?) − ???|?−1 ]
??|? = [ ? − ?(?) ? ]??|?−1
??+1|? = ???|? + ??(? + 1)
??+1|? = ???|??? + ?
Here ? and ? are the covariance matrices of the process and measurement noises.
1. Assume that the tap is not adding any water to the tank and the level of the water is 1.0. Also assume that ?(?) is the level of the water in the tank at time ?.
The goal is to use Kalman filter to estimate the level of the water in the tank using the noisy
measurements coming from the level sensor. Assume that the dynamics and the measurements are modeled by the following equations:
?(? + 1) = ? ?(?) + ? ?(?) + ??
?(?) = ? ?(?) + ??
Here, ?(?) is the input to the system. In Kalman estimation we have:
?(?) = ??|?−1?? [ ???|?−1?? + ? ]−1
??|? = ??|?−1 + ?(?) [ ?(?) − ???|?−1 ]
??|? = [ ? − ?(?) ? ]??|?−1
??+1|? = ???|? + ??(? + 1)
??+1|? = ???|??? + ?
Here ? and ? are the covariance matrices of the process and measurement noises.
1. Assume that the tap is not adding any water to the tank and the level of the water is 1.0. Also assume that ?(?) is the level of the water in the tank at time ?.