Forums  > General  > State space models  
     
Page 1 of 1
Display using:  

berkalp


Total Posts: 9
Joined: Jan 2019
 
Posted: 2019-05-06 15:39
Hello!

I am a fin eng. master student and trying to use state space models in my thesis.

I am trying to use state space models to analyze connections between equity and commodity prices.

What is the best platform for State space models? Python? which library? matlab? R?

All comments are welcome!

rickyvic


Total Posts: 245
Joined: Jul 2013
 
Posted: 2019-05-14 15:00
You need a time varying parameter model.
Durbin and Koopman's book is very good to learn the basics, which is what you would use.

"amicus Plato sed magis amica Veritas"

berkalp


Total Posts: 9
Joined: Jan 2019
 
Posted: 2019-06-03 10:54
Amazing book! Thank you!

Do you know any books with exaples w pseduecode?

Best regards,
Alp

rickyvic


Total Posts: 245
Joined: Jul 2013
 
Posted: 2019-06-11 13:38
On that book if you follow the steps it is really straightforward to code it up with standard matrix oriented languages or libraries.
I am not aware of other books that do pseudocode

"amicus Plato sed magis amica Veritas"

jiuer7845
Banned

Total Posts: 8
Joined: May 2021
 
Posted: 2021-05-30 11:27
Pandora Charms

Jordan 1

YEEZY SUPPLY

Adidas UK

Pandora Charms

Pandora Jewelry

Nike Outlet

Adidas Shoes

Nike Shoes

Nike Outlet

Pandora Jewelry

Pandora Outlet

Jordan Shoes

Air Jordan 4

Pandora Charms

Pandora Jewelry

Pandora Rings

Pandora Bracelets

Adidas Yeezy

Yeezy

Pandora Charms

Nike Outlet

Adidas Yeezy

Air Max 720

Nike Air Max 270

Air Jordan 11

Air Force 1

Air Jordan 1

Nike Jordans

Jordan 1s

Pandora Charms

Pandora UK

Nike Jordan 1

Nike Air VaporMax Flyknit 3

Jordan 1

Pandora Sale

Jordan 11

Nike Air VaporMax

Pandora Jewelry Official Site

Nike Vapormax Flyknit

Air Jordan 1 Mid

Yeezy 350

Adidas yeezy

Yeezy Shoes

Yeezy 350

Adidas Yeezy

Yeezy 350

Nike Shoes

Yeezy

Nike Outlet

Yeezy

NFL Shop Official Online Store

Nike UK

Yeezy Shoes

Yeezy

Yeezy 350

https://www.pandoracharms.uk.com/ Pandora Charms https://www.adidasuk.uk.com/ Adidas UK https://www.jordan1.uk.com/ Jordan 1 https://www.supplyyeezys.us/ YEEZY SUPPLY https://www.pandoracharms.cc/ Pandora Charms
Previous Thread :: Next Thread 
Page 1 of 1