write a function to detecte lead-lag relationship between two timeseries (vector<double>) -- 2


I need a function written in c++ (qt, ubuntu) that takes input 2 vector<double> and outputs which one of the 2 vectors is behind (lagging) and by how much. The solution has to implement reinforcement-learning techniques (Q-Learning?) on a RNN using your choice library (propose, explain why the choice). The NeuralNetwork will be "default" trained on some data i will provide in a file and the function you will write is expected to keep on training itself and get better at finding the lead-lag relation as more data arrives. The code has to run fast, no python code expected at all, only c++.

possible declaration:

struct Out {

string Who;

double HowMuch;


Out LeadLag(const vector<double>& A, const vector<double>& B) {}

A and B vectors contain the same amount of data all the time and the values are correlated and cointegrated but can move in totally different ranges.

Example1 (picture example):

A = { 1000, 1001, 1001, 1001, 998}

B= { 999, 999, 1002 , 997, 997}

Example2, totally different ranges but same relative movement:

A = { 1000, 1001, 1001, 1001, 998}

B = {0.05, 0.05, 0.08, 0.03, 0.03}

More about the functionality: The vectors will be continously updated when new data arrives, both at the same time. (A.push_back(new_value), B.push_back(new_value) outside the function. Then, the function, will be called every time for each update of the data.

The function has to return who of the two vectors is behind (A or B) and by how much X.

For example1 (picture). At T1, the function has to return({"B",1}). since B is latent by 1. At T3 function will return({"A",3}) since A is latent by 3.

*Please bid only if you have good experience with neural netowrks and c++.

*Do not bid until you've read the requirement fully and you think you can do this.

*Payment will be done 100% only at the end of the project.A Partial solution is not a solution. Code has to run and detect the pattern with at least 80% accuracy.

p.s You can propose other solutions that are not about neural netowrks. In the end the main problem is to detect who lags and by how much out of the two vectors.

Skills: C++ Programming, Machine Learning, Neural Networks, Tensorflow

See more: write function vbnet, write function takes positive integer returns leading digit, write function net, time series feature extraction python, lag features time series, time series feature engineering, cross correlation time series r, cross correlation multiple time series, time series features machine learning, correlation between two time series r, time series feature engineering python, access 2007 vba write function, write function will return larger integers, write function 2005, visual basic write function, vba unicode macro write function, write function accept array integers return addition result integer array programming, write function inputs integer separates number individual digits returns number digits reversed , write function reads integersintegers negative returns negative numberintagers positive returns average , write function reads real numbers keyboard returns

About the Employer:
( 4 reviews ) Gherla, Romania

Project ID: #18354082

15 freelancers are bidding on average $474 for this job


I am very proficient in c and c++. I have 16 years c++ developing experience now, and have worked for more than 7 years. My work is online game developing, and mainly focus on server side, using c++ under Linux environ More

$250 USD in 5 days
(87 Reviews)

Hello, I have read your project details carefully and would like to discuss my skills and plans with you. I am an c / c++ expert and have been developing and experimenting with it for 10 years. Great things co More

$555 USD in 10 days
(27 Reviews)

Dear sir. Your project attracted my attention at first glance, because I've extensive experience in Time Series Prediction Programming. I'm really confident about your project, and very eager to join your project. I More

$400 USD in 10 days
(52 Reviews)

hello,dear. I have read all your requirements for 'write a function to detecte lead-lag relationship between two timeseries (vector<double>) -- 2' and I fully understood it. I am confident and I am sure that I am able More

$555 USD in 3 days
(14 Reviews)

I am a Machine Learning, Python developer and have professional skills in this Artificial Intelligence, Data Mining, Data Science with working experience of 4 years in it. Also i hold a degree in computer science and More

$380 USD in 10 days
(15 Reviews)

Hello sir. I'm excited about your project, because I've really rich experience in Time Series Analysis Programming. I've developed many projects similar to yours and excellent skills. If you award me, I'll provide w More

$400 USD in 10 days
(8 Reviews)

Hello sir, I am an Electrical and Computer Engineer working in Computer Vision and Machine Learning for 7 years. I find your project interesting and I would be willing to try different algorithms either based on tradi More

$500 USD in 20 days
(1 Review)

Hello. How are you I read your description carefully. Very Interesting. I have many experiences in console c++, neural network, algorithm and data structure. I have take part in National ACM and Codechef contest. More

$555 USD in 10 days
(1 Review)

Hi, How are you.. I'm very interested in your job. I am an expert of machine learning, signal processing who has 5+years experience such as Neural Network, classification: object - detection, tracking based on AI and More

$300 USD in 3 days
(4 Reviews)
$555 USD in 10 days
(0 Reviews)
$526 USD in 10 days
(0 Reviews)

Designer/Developer of Website, Mobile Apps, Games Apachi solutions (PVT) Ltd is an IT based solution provider company work from last 15 years. Our offices are located in U.k , U.S.A, Dubai, and Pakistan. We have stron More

$833 USD in 10 days
(0 Reviews)

hello,how are you. i read your bid carefully. i am c/c++, qt, linux app expert and have full experience for 10 years. c/c++, qt, linux app is my top skill and i can build your project by using that skills. i can pro More

$500 USD in 10 days
(2 Reviews)

Hi there, seems looking for a Qt/C++ expert just look at our profile portfolio. There are just two of our Qt/C++ big software in the portfolio, PLEASE CHECK THEM. One of our big Software: [login to view URL] More

$300 USD in 10 days
(0 Reviews)

My team are most talented and well experienced researchers and developers in data analysis you can ever find. having a project but it is very difficult to choose who is capable of doing your work as the way you wan More

$500 USD in 10 days
(0 Reviews)