Realized Covariance Matrix Calculation
£20-250 GBP
Πληρώθηκε κατά την παράδοση
I need help computing the realized covariance matrix based on daily returns of exchange rates following the same methodology as in a paper (Pricing currency risks, Journal of Finance). I already have a code which does the computation but somehow I don't get the same values (but I get the same shape) [see details in the attached .ipynb file]. I provide all the data needed. Just need someone to go over my code and try to get the correct Covariance Matrices.
Ideal Skills:
- Proficient in statistical analysis
- Experienced with time series data
- Familiar with finance and economics
- Python
Ταυτότητα Εργασίας: #39030385
Σχετικά με την εργασία
43 freelancers κάνουν προσφορές κατά μέσο όρο £112 για αυτή τη δουλειά
Hellothere, I will help with the project on Realized Covariance Matrix Calculation. I have read the instructions carefully and I clearly understand what is required of the project. I have handled several assignments in Περισσότερα
Hey! I have gone through your description. I have done MS in statistics. I have experties on statistical analysis and data visualization. I have strong command on Python and R programming language. I have previous expe Περισσότερα
With my extensive experience in data analysis and deep understanding of statistical methods, I am certain I can assist you in resolving the covariance matrix conundrum. My proficiency in Python and solid background in Περισσότερα
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Hey there, I am a data analyst with extensive experience in Python, statistical analysis, and financial time series data. I’m familiar with methodologies used in finance research, including covariance matrix computatio Περισσότερα
As an adept statistician, I have a strong grasp of statistical analysis and a robust understanding of time series data - two key skills required for your project. Additionally, I am knowledgeable in financial analysis, Περισσότερα
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With your project requirements and my expertise in Python, Machine Learning, and Deep Learning, you can trust that I will give your project the attention to detail it needs. As someone who understands the pain of code Περισσότερα
Hello, I'm thrilled to propose my expertise to help with your Realized Covariance Matrix Calculation project. I have a solid background in statistical analysis and Python, making me well-equipped to tackle the discre Περισσότερα
⚠️ IF YOU'RE NOT HAPPY YOU DON’T PAY ⚠️ I think we are the perfect fit for your project. I understand the importance of accurately computing the realized covariance matrix for exchange rates following the methodology Περισσότερα
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Hi Thank you for the opportunity to bid on your project. An Experienced Data Analyst proficient in statistical analysis and experienced with time series data, I am ready to review and adjust the code provided to comp Περισσότερα
Certainly, I'm the perfect fit for your project! With over 6 years in development and familiarity in Python, my statistical analysis and time series skills bring an added advantage. I understand just how critical it is Περισσότερα
Bonjour, I'm available to assist you with your pricing currency risks data using Python. Please feel free to reach out if you'd like to discuss further. PS: Je parle très bien français
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Hello, I see you're looking to compute the realized covariance matrix based on daily returns of exchange rates, and I can help you with that! I have substantial experience with statistical analysis and time series dat Περισσότερα
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