Implement Portfolio Optimization Algorithm in R

Implement a series of related algorithms described in the paper [login to view URL] in R and provide all R code and documentation.

The R code provided should be able to:

1. generate sets of scenarios as described in Appendices A and B

2. code the basic, linear, KerDR, and Kernel algorithms

3. generate the numerical output in section 4.3

If you are interested in working on this project, please respond to the following question:

The authors of the paper used FICO Xpress. I would like to use a native R optimizer or at least a free optimizer. Any thoughts on that, given the size of the problem?

Beceriler: Finans, Matematik, R Programlama Dili, İstatistiksel Analiz

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İşveren Hakkında:
( 2 değerlendirme ) New York, United States

Proje NO: #15394919

Bu iş için 9 freelancer ortalamada $1281 teklif veriyor


Hello! Being one of the most experienced Statistician/Mathematician on this website with around half thousand excellent reviews and proven track record, I would love to work on this project. Relevant Skills and Experi Daha Fazla

$1500 USD in 7 gün içinde
(34 Değerlendirme)

Hi! I am not an R expert, but I am offering to do it in Python or MATLAB. Relevant Skills and Experience MATLAB, Python, Data science, Time series processing Proposed Milestones $1323 USD - Placeholder For an answer Daha Fazla

$1323 USD in 20 gün içinde
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Hello sir I can achieve this project perfectly I am an engineer in operational research I master R and markowiz model please contact me for more details Relevant Skills and Experience R programming statistics analys Daha Fazla

$1250 USD in 20 gün içinde
(40 Değerlendirme)

Hi, i have good enough experience i R programming. So i am sure that i can do your project. Relevant Skills and Experience R programming Proposed Milestones $1184 USD - all

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$1055 USD in 10 gün içinde
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As I'm familiar with the different Machine Learning algorithms, I think I can complete the work in fewer days than others. Relevant Skills and Experience I've got more than 1 year of experience working on R programmin Daha Fazla

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