Development of financial statistical tool from an academic paper



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

Skills: Finance, Mathematics, Statistics

See more: principal financial, an academic paper, may li, statistical model, Statistical Data analysis, Risk model, quantitative finance, quantitative c, financial report, financial model, financial data analysis, financial analysis, finance risk, finance in excel, finance excel data, excel mathematics, develop excel model, develop tool, development excel model, analysis financial report, finance data excel, risk excel, financial report analysis model, model financial report analysis, financial risk

Project ID: #5038636

Awarded to:


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)

10 freelancers are bidding on average $230 for this job


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)

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)

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)

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)

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)

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)

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)

Good morning, im industrial engineer and investment analyst; since year 2007 i have been woking analysing lots of big package of data in Excel; i have experiencie developing tools in this program to use for myself to t More

$177 USD in 4 days
(1 Review)

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)