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
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.
10 freelancers are bidding on average $230 for this job
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.
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