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Need help to reproduce R-code from a portfolio analysis paper

€250-750 EUR

Cancelled
Posted almost 6 years ago

€250-750 EUR

Paid on delivery
The details of requirement: The final task would be: need to reproduce the R-code of the paper: A Test of Covariance-Matrix Forecasting Methods. Which means that use 5 method that mention on the paper: [login to view URL] Historical Covariance. [login to view URL] Historical Covariance With Shrinkage. [login to view URL] Weighted Moving Average. 4. Dynamic Conditional Correlation GARCH 5. Generalized Orthogonal GARCH. to forecast the covariance-matrix and then evaluate the performance of these covariance-matrix by their ability in out-of-sample tests to minimize the variance of portfolio. (We do not need code the last difficult part: The Global Minimum-Variance Portfolio with a Volatility Target) Require experience in time series analysis model and financial data!!
Project ID: 16730019

About the project

8 proposals
Remote project
Active 6 yrs ago

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8 freelancers are bidding on average €560 EUR for this job
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Hi. I have an experience in such a models and think will be able to do this. Regards................
€500 EUR in 10 days
4.9 (153 reviews)
6.7
6.7
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Hey, my name is Philipp and I am a statistical programmer and data scientist with background in quantitative finance. I would be interested helping you replicating the variance co-variance methods mentioned in the paper in R. I have extensive knowledge of R, as it is the main software I work with as a data scientist. Further, I do have generally good knowledge of both applied and theoretical statistics and own research experience in the field of finance. Please contact me to discuss details in the chat. PS: I do speak German fluently. Philipp
€600 EUR in 3 days
5.0 (5 reviews)
4.5
4.5
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Hello, I am a data analyst with 6 years of experiene working with clients across the globe on statistical analysis of financial and transactional data. With over 40 projects completed in financial analysis in the past, I have the capability to take a good shot at this work. Please get in touch for further details. Regards, Yash
€750 EUR in 10 days
5.0 (8 reviews)
4.3
4.3
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Hi there, I saw your project details and it looks interesting. I'm experienced with using R software. As I said your project looks interesting but it gonna take some time to realize it. How much time do you need to realize this project? how urgent?
€555 EUR in 10 days
4.9 (7 reviews)
3.8
3.8
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I have experience and knowledge in empirical and modelling data analysis using R and Python, with application in scientific research and modelling. I have also written scientific manuscripts. Please find some examples in my portfolio. Thank you.
€544 EUR in 10 days
5.0 (2 reviews)
1.8
1.8

About the client

Flag of GERMANY
Frankfurt (Oder), Germany
5.0
2
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Member since Apr 18, 2018

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