Distance between Univariate Distributions and Distribution Approximation
$30-250 USD
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$30-250 USD
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I've attached below the link with the paper containing the algo (a combinatorial optimization problem, refer to Kantorovich-Rubinstein algo in the paper). The problem is the following: given a discrete distribution F of m =10,000 points, find a subset of F, called distribution G with n = 1,000 data points, that has the same quantiles of the initial F distribution.
The inputs of the problem are:
1) the initial discrete distribution of 10,000 points (imagine this can be the result of a MonteCarlo simulation of a fat-tailed distribution, or a static array representing a fat-tail distrib)
2) the number n of data points of the output distribution (a subset of the data points of the initial distribution in 1)), say n=1,000
3) last n daily returns of the s&p500
The outputs are:
i) the "reduced" distribution of n points sampled from the distribution in 1) above
ii) the VaR and CVaR at various confidence levels (84%, 95%, 99%) of the two distributions (the VaR 84% of the two distrib shall match or be very close due to the optimization; same for the CVaRs at 95% and 99%)
iii) plots of the the empirical pdf and cdf of the G and F distributions, including Q-Q plot (to show how close they are)
iv) plotting the points in the correlation-distance semi-plane (corr on y axis from -1 to +1, distance on x axis from 0 to 1) where the correlation is between the points in G and the S&P500, and distance coordinate is the results of the various iterations of the optimization problem so that in the end we choose the distribution G that solves the optimization problem but that also has the minimum correlation to the market (hence the point in the semi-plane with min distance from the (0,0)).
The R code should be written in blocks doing small parts of the job:
1) load inputs (from excel file)
2) output reduced distribution (into excel file)
3) output VaRs and CVaRs of the two distributions
4) plot empirical pdf and CDFs of the two distributions, and QQ plot
5) plot the correlation-distance in the semiplane
please ignore the bid amount we will discuss the price later in the chat after we have discussed the project thoroughly
Relevant Skills and Experience:
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Proposed Milestones:
190 - .
Hi toscpie! please inbox me to discuss the project
Hi I am a very experienced statistician 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, WEKA, TABLEAU and excel tools like machine learning, hypothesis testing, forecasting, T-test, ANOVA etc.
Looking forward to discussion,
Best Regards,
Suyash
Hi Sir
I can do the Distance between Univariate Distributions and Distribution Approximation project.
Relevant Skills and Experience
I have more than 5 years of experience in MLinear Programming, Mathematics, R Programming Language, Statistics
Proposed Milestones
$250 USD - complete project as mentioned in project
Hello, how are you? I have read the details provided, but please contact me so that we can discuss more on the project. I don't outsource like most people do ensuring quality work on time
Relevant Skills and Experience
Linear Programming, Mathematics, R Programming Language, Statistics
Proposed Milestones
$147 USD - .
hey sounds very great. Actually I have 2 papers about Cvar. I am very familiar with your problems. I am post doc researcher at university in PAris.
Relevant Skills and Experience
hey sounds very great. Actually I have 2 papers about Cvar. I am very familiar with your problems. I am post doc researcher at university in PAris.
Proposed Milestones
$200 USD - Project delivery
NO AUTOMATIC BIDDING........................ I am here freelancer first to discuss the details then
i can sure about my price and the deadline. My way of working is not only to complete but also to
provide enough understanding to the project owner. So this will be base of our long term relationships.....
Mathematics and Statistics is what I do almost all my life, you don't need to worry about success if im awarded this project
Relevant Skills and Experience
Linear Programming, Mathematics, R Programming Language, Statistics
Proposed Milestones
$30 USD - initial milestone
deadline??
Hi,
I'm an engineer and an expert in linear programming, statistical learning and ML and I'm very interested in your project
Relevant Skills and Experience
Engineer/DataScientist with a solid background in linear programming, statistical learning and Machine Learning. Posses excellent analytical & problem solving skill. Comes with a wealth of experience
Proposed Milestones
$200 USD - Complete Project
Can we describe it as Machine learning problem and use such tools to train the model using the datA?