Stock prediction competition
Application of Kalman filters and other models, Stochastic Processes II

The lecture December 4. will be self study, but I will come to your rooms.


Estimate the closing stoke prices of the Google (GOOG) Apple (AAPL) and Microsoft (MSFT) shares December 7 2012.

Deadline for submission:  Midnight December 4. Submitted to Samuel at

Submission must include:


Download the excel file

M-file to load data (updated)


A matlab file with all data ,but you have to update it you self.


The best group win a bottle of Whisky, but it has to be better than my conservative estimate that the share prices are the same as the December 4 2012.

The performance is measured as the mean of the relative estimation errors:   |estimation error|/actual price.

The winner is announced December 10.