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Financial Time Series Neural Network design
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IT & Programming > Other IT & Programming

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  • Posted: Mon, Jan 25, 2010
  • Time Left: Closed
  • Location: Anywhere
  • Client prefers freelancers from:
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  • Start: Immediately
  • Budget: Less than $500
  • Fixed Price Job
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  • W9 Not Required
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The scope of the project is to design an alogrithm for forecasting high-volatility time series.

System parameters:
- input: 1..n time series objects (n>=1)
- target: 1..m time series objects (m>=1)
- forecast: 1..k samples, on m time series
- ...

Each time series object (input, targets) will have the same number of samples, each one with Open,Close,High,Low values. Number of input/target can be high if needed.

System specifications:
- system must be based on neural networks
- all network's features must be configred as "parameters" into algorithm code
- input data must be read from text files
- must include pre-post processing data normalization module
- system output must be stored into variables + saved into txt files
- system spurce code must be developed in Matlab but must be ready to be migrated to C/C++ or to other languages
- bidder can consider the use of NN toolbox

- must include "tester" module (after training phase; data for testing could be different from those...

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Desired Skills
Matlab
Job ID: 18960976
Proposals
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