Matlab Code to estimate parameters in a stochastic differential equations (SDE) using Fokker-Planck Equation.

Closed Posted 6 years ago Paid on delivery
Closed Paid on delivery

I want a matlab code to estimate parameters in a stochastic differential equation using Fokker-Planck equations. The matlab code should be robust to handle all kinds of Ito process with drift term and diffusion term. Also the estimation should be accurate. The code has to apply Fokker-Planck equation not some other numerical methods. You can simulate some data given some values of parameters and then use the code to check the accuracy.

This is a very professional project, and experience with all those related knowledge of SDE, Fokker-Planck equation, MLE, boundary conditions of Fokker-Planck, etc is needed.

Algorithm Engineering Finance Mathematics Matlab and Mathematica

Project ID: #15416991

About the project

6 proposals Remote project Active 6 years ago

6 freelancers are bidding on average $150 for this job

VolKa

Hi. I am very good in numerical Matlab and used to work with such a projects (SDE) here at freelancer so I think I will be able to do this. Relevant Skills and Experience Matlab for numerical solutions Proposed Miles More

$200 USD in 5 days
(178 Reviews)
6.5
rajeshkumararora

Hello – I am having a PhD in engineering from a top university and have 15 years’ experience in Matlab simulations and done work in the area of SDE and Fokker Planck equation. Relevant Skills and Experience I am highl More

$155 USD in 3 days
(70 Reviews)
6.2
mariamosama2013

About me: Graduated from statistic department in faculty of economic & politic science, Cairo University. Sub-specialized in social science computing Cum. Grade: Good Graduation project grade: Excellent. How can I More

$100 USD in 5 days
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0.0
liomos98

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$133 USD in 3 days
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vazimibrahim

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$155 USD in 3 days
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