What is Kalma Filter
The Kalman Filter is a mathematical algorithm used for estimating and predicting the state of a dynamic system, particularly in the presence of noisy or uncertain data. It consist of five equations.
October 29, 2023About 13 min
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What is Kalma Filter
The Kalman Filter is a mathematical algorithm used for estimating and predicting the state of a dynamic system, particularly in the presence of noisy or uncertain data. It consist of five equations.
October 29, 2023About 10 min
Requirements
Instructions
Instructions
Use Rmarkdown to do the following tasks(2). Please note that the presentation of the document and the range of Rmarkdown features/functions used are matter.
October 20, 2023About 4 min
Requirements
Instructions
Instructions
Use Rmarkdown to do the following tasks(2). Please note that the presentation of the document and the range of Rmarkdown features/functions used are matter.
October 20, 2023About 8 min
October 2, 2023About 9 min
Requirements
Instructions
Instructions
Requirements Analysis
Suggestions for Topics for Projects
- Markov Chain Monte Carlo Methods
- Value at Risk and Conditional VaR
- Stochastic Differential Equations
- ARCH-GARCH with non-Normal errors.
- Applications of ARCH, GARCH
- Kalman Filter
- Extreme Value Distributions
- Market Microstructure
- Artificial Neural Network Models
- Machine Learning
- Genetic Algorithms
- Derivatives
- Weather Derivatives
- Applications of Markov processes
- Cellular automata – specifically the game of life
- Adaptive Least Squares
- Any other topic after discussion with me
October 2, 2023About 2 min
September 22, 2023About 3 min
Requirements
Instructions
Instructions
Requirements Analysis
August 25, 2023About 8 min
Requirements
Instructions
Instructions
Requirements Analysis
August 25, 2023About 2 min
Requirements
Instructions
Instructions
Dataset
BRCA-50 is a Breast cancer dataset, including the expression levels of 50 important genes in Breast cancer.
- The dataset includes 1212 samples with
- 112 samples are of normal cases (class = N) and
- 1100 samples are of cancer patients (class = C).
August 25, 2023About 2 min