Tag Archives: high level

High level examples of quant model forecasting ARIMA with Matlab

High level examples of quant model forecasting ARIMA with Matlab

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http://www.mathworks.com/help/econ/regarima.estimate.html
http://robcafaro.wordpress.com/2013/12/08/forecasting-u-s-10-year-treasury-constant-maturity-rates-with-arima-in-matlab-graduate-econometrics-project/ <–good high level intro with source code
http://www.mathworks.com/products/econometrics/description2.html <– various examples of the Econometrics toolbox

https://www.google.ca/url?sa=t&rct=j&q=&esrc=s&source=web&cd=8&cad=rja&uact=8&ved=0CHAQFjAH&url=http%3A%2F%2Fdidattica.unibocconi.it%2Fmypage%2Fdwload.php%3Fnomefile%3Dpart220130211170453.pdf&ei=heBCU_CJEbWwsATZy4HoDA&usg=AFQjCNHvurWqip1Vzwk9xOb8FUf_pgTMYw&sig2=0Yp05Sl1tHWW9jff8MN2Sg
file:///C:/Users/i7-acer/Downloads/part220130211170453.pdf <– Uses AR with but questionable data source XLS and some code
http://stackoverflow.com/questions/12781748/matlab-econometrics-toolbox-simulate-arima-with-deterministic-time-varying-va <- not a complete end to end solution
http://www.mathworks.com/help/econ/forecast-conditional-mean-model-with-exogenous-covariates-for-igd-rate.html#zmw57dd0e28611
http://www.mathworks.com/help/econ/arimaclass.html

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FREE GPU CUDA 3rd party high level C++ library for math awesomeness with genetic algorith,, neural net learning, PC, FFT, BLAS

FREE GPU CUDA 3rd party high level C++ library for math awesomeness with genetic algorithm, neural net learning, PCA, FFT, BLAS

I stlll have to verify this is free but there is a download button with no limitations. I will try to post a video on this.

Key is ensure it is compatible for both Windows and Linux which this does

http://www.accelereyes.com/arrayfire/c/examples_2financial_2blackscholes_8cpp-example.htm

After further digging, this is actually an expensive option:

http://www.accelereyes.com/products/arrayfire_licensing

Learn more if I implement this into HFT platform

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!