I am doing my research in financial engineering and I need to write the code for two models as follows:
Building hybrid model HMM-GA and to use the GA to optimize the parameters of HMM. In this case I need the GA will be used to obtain the best fit model with HMM. This model will be part of my large empirical project and in separate chapter. The aim of the model is to use the optimized HMM to forecast closing price of stock market time series data. The input will be High, low, close, open ,volume and other attributes. The results will be obtained based upon the sensitivity analysis by changing the parameters of both the HMM, GA, and the number of inputs. Again the final goal is to forecast one step, and multi steps into the future.
The second model is an individual ANN MLP and RNN. The same idea mentioned above (i.e. with GA-HMM) will be used here to play with the architecture of the ANN and to carry out the sensitivity analysis. Then forecasting the closing price, one step and multi steps into the future. Two objectives here, first the forecasting and then to compare between the performance of both RNN and MLP.
The software is the choice of the programmer but I prefer the Matlab. For more details, please see the attached below.
8 freelancere byder i gennemsnit $318 for dette job
PhD and MBA. Large experience in researchnand complex problems programming using Matlab. I willbe glad to help you. Please send a message back to establish the details.