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Forecasting simulation of HAR-RV, GARCH and Rough volatility models in Python

€30-250 EUR

Completed
Posted about 5 years ago

€30-250 EUR

Paid on delivery
Hello, I need forecasting simulations of HAR-RV (Heterogenous Autoregressive model of Realized Volatility), GARCH volatility model and Rough volatility model. In Python. With analysis of the differences, if possible.
Project ID: 18850483

About the project

6 proposals
Remote project
Active 5 yrs ago

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Thank you for your job posting. As a machine learning and deep learning expert, math and statistics, regression and optimization expert, I'm glad to see your project. I have deep knowledge in math and statistics, regression, optimization as well as machine/deep learning algorithms. I also have finished many projects so far. If you give me your project, I think I can finish all in 2 or 3 days. Please contact me. I'm ready for your project and can start soon. I will wait for you with your good news. Regards
€150 EUR in 3 days
4.9 (119 reviews)
7.3
7.3
6 freelancers are bidding on average €177 EUR for this job
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Hi I am a very experienced statistician, data scientist and academic writer. I have completed several PhD level thesis projects involving advanced statistical analysis of data. I have worked with data from several companies and have done projects involving high level quantitative analysis and data interpretation skills to study the trends, time behaviour and compare the variables in the data. I can do advanced level analysis in SPSS, R, PYTHON, WEKA, TABLEAU and EXCEL tools like machine learning, hypothesis testing, forecasting, T-test, ANOVA etc. Looking forward to discussion, Best Regards, Suyash
€250 EUR in 3 days
4.7 (151 reviews)
7.1
7.1
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Dear client I saw your requirements regarding to develop a Volatility Forecasting using GARCH approach. I developed many forecasting model already. So I can develop it with in a day maximum. Let share further details. Warm Regards Kannadasan K
€180 EUR in 0 day
0.0 (3 reviews)
0.0
0.0
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I am the best candidate for this project as I already have deep experience in Volatility and GARCH modeling, please take a look to my portfolio, it contains my academic article where I introduce a new kind of Markov-Switching GARCH model, together with a model-selection algorithm.
€133 EUR in 3 days
0.0 (0 reviews)
0.0
0.0

About the client

Flag of FRANCE
Lyon, France
5.0
2
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Member since Feb 17, 2019

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