'Matlab Expert for hedging with commodity futures (Task I) - broken to segments for kmittal'

Cancelled

Description

I want to implement minimum-VaR and minimum Variance Hedging strategies using commodity futures. please see attachment for min-VaR.

Econometric models to be used are:

OLS, Normal Mixture (static), Normal Mixture GARCH, Bivariate GARCH, Markov Regime Switching.

Kupic and Christoffersen test are also needed.

Comparison of Hedging effectiveness is required.

Skills: Algorithm, Financial Markets, Matlab and Mathematica

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Project ID: #4141988

8 freelancers are bidding on average $675 for this job

VolKa

Hi. I am good in both Matlab and econometric models and think can manage with this project. In PM, I will sent you eaxmples of my similar works. Regards.

$450 USD in 10 days
(14 Reviews)
4.0
SolutionFinder85

hi; Dear I can do this for you. Please refer to PM for details. Regards

$700 USD in 10 days
(1 Review)
3.1
OriolAM

Hi, I am interested in the project. I have experience in numerical methods and programming and motivation to learn new things. I hold a MSc in Finance. Regards, Oriol.

$500 USD in 10 days
(2 Reviews)
2.8
teodorm

Hi, I have the experience and professional qualification to deliver this task for you. Please check your inbox for details.

$1000 USD in 15 days
(3 Reviews)
2.6
Nedakyal

Expert in Matlab and Maths

$350 USD in 30 days
(3 Reviews)
1.8
JanuaryDog

Please, see the PM.

$1000 USD in 21 days
(0 Reviews)
0.0
mariano87

I have strong experience with Matlab and econometric models.

$400 USD in 8 days
(0 Reviews)
0.0
ma23

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$600 USD in 10 days
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0.0
parmarjp

I can help you with this project.

$1000 USD in 30 days
(2 Reviews)
0.0
betaenergy

Dear Sir, We are Reserach and Development company whose working area are : -Digital Motor Control -Analog Design -Electronic Design -Power Electronics -PCB design -Embedded system -Matlab -Simulation of ha More

$600 USD in 12 days
(2 Reviews)
0.0