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Topic: Need Help with Extended Kalman Filter for Financial Implementation.
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Brentis

Posts: 2
Registered: 1/17/14
Need Help with Extended Kalman Filter for Financial Implementation.
Posted: Jan 17, 2014 2:02 PM
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Not really sure if this is the proper forum, apologies if not, but at a loss where to look. I am searching for someone who can help with an implementation of the Kalman filter on bond/stock price data to help project a price estimation.

StudentDave has a Matlab implementation, but I am not familiar enough to know if it is applicable for our needs. Ideally, would like to contract with someone who can modify the code, export or implement in c# or c++ and then be able to test it.

http://studentdavestutorials.weebly.com/kalman-filter-with-matlab-code.html

If interested or know someone else who can help, please let me know. My email is brentis01@gmail.com



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