Development of financial statistical tool from an academic paper

Completed Posted Oct 17, 2013 Paid on delivery
Completed Paid on delivery

Hello,

I require someone with appropriate mathematical / statistical understanding to develop a tool outlined in an academic paper. The development is primarily built on principal components analysis. The paper is entitled "Principal Components as a Measure of Systemic Risk" by Kritzman, Li, Page and Rigobon (attached). The model is relatively straightforward.

Notwithstanding calculation efficiency may be impaired, I require this to be developed in Excel. The model must be straightforward and intuitive as possible for a layman to at least understand the process.

Financial data can be provided. Ideally I would like the data in the report to be reproduced. Preference given to those with previous quantitative finance experience.

Thanks for looking

Finance Mathematics Statistics

Project ID: #5038636

About the project

10 proposals Remote project Active Oct 25, 2013

Awarded to:

saraiva

We are a team of PhD students based on Portugal. Our expertise is maths and stats and PCA is a well known technique for us. Please check our profile and previous employers' reviews.Thanks.

$250 USD in 15 days
(29 Reviews)
4.8

10 freelancers are bidding on average $230 for this job

raiseq

HI, 1. I did similar kind of for academic purpose and also for building quant strategies for traders. 2. I'll use excel 3. I can only show snapshots as I am skewed to confidentiality. 4. Kindly visit websites i More

$500 USD in 15 days
(20 Reviews)
5.8
gitapodder1989

I am M.Sc. in mathematics with very good knowledge of financial mathematics. I can successfully complete the project.

$300 USD in 7 days
(19 Reviews)
4.4
OriolAM

Hi, I am interested in the project. I hold a MSc in Finance and a Bachelor in Economics, and have experience with several asset pricing models. The implementation of this paper won't take more than 4 days. Kind regards More

$155 USD in 3 days
(15 Reviews)
4.2
TopTalent89

Hello, Please get in touch with me. I have a good recommendation for this project. Thanks and waiting for ur reply.

$200 USD in 5 days
(1 Review)
3.1
silviapalasca

Greetings! I am a Phd statistics student. I believe I can help you. Would you like to make an excel based principal components analysis?

$166 USD in 5 days
(6 Reviews)
2.9
ecoliterate

Having BBA major in Accounting and MA in Economics from a leading European program, I am confident that I can accomplish your project in a professional manner. Moreover, I have couple of years' experience in financial More

$98 USD in 7 days
(2 Reviews)
2.4
topacademics

I am offering my services against your esteemed work. Great quality work will be provided to you in order to create and make long term relations on the basis of commitment, your problem solution and satisfaction.

$309 USD in 7 days
(2 Reviews)
2.0
Mohammadi1990

hi i have bsc in physics and now study biomedical engineering and have rich exprience in matlab and numerical computations i read the file and i can do it as soon as you want

$144 USD in 3 days
(0 Reviews)
0.0