Really tricky algorithm question
Posted on 2004-04-05
My job unfortunatly just got rid of some really talented programmers, and i am left to do this. We are working with a new system we are developing which takes an input (stock quotes) from a database (could even be excel file) and returns a specific answers based on the following function:
The function to be evaluated is this: P.S. the 'E' means Summation (Sigma).
N-1 L-1 M-1
y(n) = E a(k) x(n-k) + E + E b(l,m) x(n-1) x(n-m)
K=0 I=0 m=0
Now, i have no idea why the algorithm has to be based on the above function, (remember, i am taking over a half completed job and im not even a real programmer) but this is what was in the old programmers notes. I need some sort of java or c++ code to evaluate the above function. I know that we are going to be working with 200 stock quotes at a time, so let x(n) be 200 values, choosing some variable (a and b) to be real constant coefficiants.