d********e
发帖数: 30 | 1 【 以下文字转载自 Statistics 讨论区 】
发信人: diphontine (Hello World), 信区: Statistics
标 题: Looking for help on Kalman Filter and/or VAR $20/hr OBO
发信站: BBS 未名空间站 (Thu Oct 13 22:33:01 2011, 美东)
I am looking for someone to give me some intuition about Kalman Filter and/
or Vector Auto Regression face-to-face. I live in Manhattan during the week
and Southern Jersey (Monmouth/Ocean County) over weekend.
I have an undergrad in Math (mostly number theory and combinatorics) and phd
in computer science. I am looking for someone to walk me through the
intuition behind Kalman Filter and how one applies it to a real-world
problem. I am offering $20/hr, but name your price if you think it is too
low.
I am also interested in Vector Auto Regression models and Orstein Uhlenbeck
process. If you go to Princeton or Rutgers, I can meet over the weekend at
your place. If you go to Columbia or NYU, I can meet in midtown during the
week (+$5/hr for your transportation cost).
Please email me at i*************[email protected]
Thanks |
m****s
发帖数: 7397 | 2 Wow
You are sooooooooo serious. |
e*****g
发帖数: 2560 | 3 我觉得你找个tutorial(Greg Welch的最popular)看看就可以了，你这个背景花个1天看
一下应该就差不多了。这些东东搞得特别熟的同学恐怕也木有时间。
顺便再找个matlab的sample code看看，看起来这个就比较简单
http://www.mathworks.com/matlabcentral/fileexchange/5377
看明白了以后，在看看EKF，怎么把非线性的近似成线性的。
不懂怎么应用到金融界，应该和其他领域差不多，就是看你具体应用中的数学模型，这
个应该算是已知的。
【在 d********e 的大作中提到】
: 【 以下文字转载自 Statistics 讨论区 】
: 发信人: diphontine (Hello World), 信区: Statistics
: 标 题: Looking for help on Kalman Filter and/or VAR $20/hr OBO
: 发信站: BBS 未名空间站 (Thu Oct 13 22:33:01 2011, 美东)
: I am looking for someone to give me some intuition about Kalman Filter and/
: or Vector Auto Regression face-to-face. I live in Manhattan during the week
: and Southern Jersey (Monmouth/Ocean County) over weekend.
: I have an undergrad in Math (mostly number theory and combinatorics) and phd
: in computer science. I am looking for someone to walk me through the
: intuition behind Kalman Filter and how one applies it to a real-world
|
d********e
发帖数: 30 | 4 Thanks a lot. I have seen Welch's tutorial a couple of times. I finally
gathered up the patience this morning. It was not as hard as I feared. :)
I am going to work through his example this afternoon.
again, thank you,
【在 e*****g 的大作中提到】
: 我觉得你找个tutorial(Greg Welch的最popular)看看就可以了，你这个背景花个1天看
: 一下应该就差不多了。这些东东搞得特别熟的同学恐怕也木有时间。
: 顺便再找个matlab的sample code看看，看起来这个就比较简单
: http://www.mathworks.com/matlabcentral/fileexchange/5377
: 看明白了以后，在看看EKF，怎么把非线性的近似成线性的。
: 不懂怎么应用到金融界，应该和其他领域差不多，就是看你具体应用中的数学模型，这
: 个应该算是已知的。
|
e*****g
发帖数: 2560 | 5 不用谢，Good luck！
【在 d********e 的大作中提到】
: Thanks a lot. I have seen Welch's tutorial a couple of times. I finally
: gathered up the patience this morning. It was not as hard as I feared. :)
: I am going to work through his example this afternoon.
: again, thank you,
|
