MATLAB/Mathematica Large Scale Optimization Project 1

$3000-5000 USD

已关闭

已发布

超过 10 年前

$3000-5000 USD

货到付款

Note: You must have experience with MATLAB, or Mathematica. If you do not meet these requisites do not bid. The project is the real-time optimization of an options portfolio. The project will require the minimization, maximization, and constraint or 'best compromise' of thousands of data points. The variables consist of profit/loss, yield, delta, and vega. The program will minimize certain values, at certain points, while optimizing other values at other specific points. There will be anywhere from 30,000 points to upward of 1,000,000+ points. The project requires a seasoned parallel computing developer with MatLab, Mathematica and optimization experience. The program will optimize option [login to view URL] full scale optimization will optimize for Vega, yield, profitability (P.P.) and delta. It will include 1 optimization button, fields to input, theta, and yield and profitability values. A custom algorithm will be devised by the programmer to minimize and maximize according to the functional requirements. Further, these initial variables equal billions of possible combinations. Therefore, you will implement a custom solution to solve for the variables entered by the user by utilizing parallel computing. Another issue is the optimization needs to be relatively quick (< 2 minutes) since we are trading on real-time options data.

C# Programming

Financial Research

Matlab and Mathematica

项目 ID: 5040853

关于此项目

24提案

远程项目

活跃10 年前

想赚点钱吗？

电子邮箱地址

在Freelancer上竞价的好处

设定您的预算和时间范围

为您的工作获得报酬

简要概述您的提案

免费注册和竞标工作

24威客以平均价$4,398 USD来参与此工作竞价

@mastirlaa

Hello! Since you are trading options you should know CQG Inc. I work as developer in CQG inc and know a lot about options\futures trading. Also i have strong skills in optimization and parallel computation among with math background. Seems I am prefect person for this project :) Sincereley, Vlad.

$6,666 USD 在60天之内

5.0

(18条评论)

5.5

@techhelp56935

I wonder if the project budget required is that much. I can do this for less amount. Anyway it'll be great if you can share sample data [.xls, .csv, .txt or .mat file(s)]

$3,000 USD 在10天之内

4.8

(13条评论)

5.2

@Alexnick

Dear Sir/Madam I have considerable experience with both MATLAB and algorithm parallelization. I also have been working for more than 3 years on various financial applications, including back-testing and optimizating financial strategies, on a portfolio level. Since it seems you need to use MATLAB, I would implement the project code as C++ mex files, which can run at C++ speeds (a lot faster than MATLAB code), while being called from MATLAB as ordinary MATLAB functions. Depending on your exact needs, parallelization can either be done at the MATLAB level (e.g. parfor) or at the mex file level, with threads, OpenMP, Intel TBB or any other suitable C++ compatible library. The optimization algorithm can be an exhaustive search for the best parameter optimization, if it turns out to be fast enough. Otherwise, standard numerical analysis algorithms will be implemented. I am looking forward in working with you

$4,444 USD 在60天之内

5.0

(15条评论)

4.6

@imrancae

Dear Redwafer, I fulfill your requirement of knowing Matlab/Mathematica. I have PhD in Engineering and two and a half years Postdoc in Applied Mathematics from Virginia Tech, USA. I have over 50+ publications in journals and conference proceedings. Please see reviews. Most of my work focuses around numerical modeling and simulation using both high level languages and software. Since most of the problems in engineering are complex often requiring modeling and simulation on nodal points of the order of million (i.e. data points) and optimization of cost function. Thus, use of parallel computing is inevitable. I have developed my own codes for that purpose. In addition, MATLAB has the option for parallel computing as well. We can talk more on the subject. You can also see my projects which used Matlab for different projects. Regards,

$4,000 USD 在60天之内

5.0

(6条评论)

4.5

@DataDKR

I have been using Mathematica since 4.0 and presently have 9.0. I definitely need more info and data to ensure I understand your problem and how it is to be solved (prefereably I'd like to see some known solutions).

$5,000 USD 在60天之内

5.0

(8条评论)

4.4

@greenvector

Hi I am electrical engineer with sound knowledge of Matlab. Matlab provide optimization toolbox covering various optimization algorithms. We will choose algorithm that meet your requirements. GUI will enable the user to input data and constraints. System will then optimize the input data and will show the final results. I am interested in your project. Please consider me. Looking forward to your reply..

$4,000 USD 在40天之内

4.8

(8条评论)

3.8

@shahbaz116

CFA qualified expert in financial analysis and matlab. high quality work is assured. full refund in case of not fulfilling the task. inbox and discuss details plz.

$4,000 USD 在3天之内

5.0

(2条评论)

2.9

@apostolosvw

I could start working on it on the 1st of November. The code will come with a standalone gui (matlab installation will be required though), it will provide integration with Excel so that the input variables could be in a spreadsheet, it will support parallel computing. I will also include analytical details about the algorithm etc, as well as instructions. The model will be based on Black and Scholes and we can discuss possible extensions later on. If you need more info, please let me know. Best Apostolos PS. About the bid just to let you know that less than 50% comes to me after the site commission and a 40% tax rate.

$6,000 USD 在40天之内

5.0

(1条评论)

2.8

@cybermath

Hello: We are a team of Mathematicians and experts in computer science. We work in optimization problems and we are ready to begin the project. We did some projects that this in the past and we know all to complete this project in a very good form. You can contact with us using the chat of gmail, my login is 88yasel. We can send some examples. Regards

$3,000 USD 在30天之内

4.3

(5条评论)

3.2

@Mohammadi1990

hi i am physicist and specialist in numerical computation and i have rich experience in MATLAB and parallel computing and also i have some friends who study economics and can help through the project from your description i think i can do your project!!! i said i can do it in 30 days but if i know more about your project maybe i could do it in less than 10 days. if you want quick and less time consuming programs i recommend you use c or fortran programs instead of matlab!!!

$3,333 USD 在20天之内

5.0

(1条评论)

1.9

@manasvimani

I have already worked on the various aspects of this problem. I have been solving various Optimization problems like Maintenance scheduling optimization, Multi objective optimization problems (as the above problem is also a Multi objective optimization problem) in MATLAB. I have been working on both Model reduction techniques (Reduce model and thus reduce computational time) and as well as Parallel computing techniques using MATLAB. Please initiate discussion to discuss more about the algorithms and the architecture of the required code. Thanks

$3,888 USD 在30天之内

1.0

(1条评论)

1.5

@freeabhay

A proposal has not yet been provided

$4,444 USD 在30天之内

0.0

(0条评论)

0.0

@sdldotnet

Greetings, I am specialist in .NET, Crystal Reports, SSRS and SQL Server 2005/2008, I am more interested to do this project, few details about me: I possess a Master`s degree in Information Technology with a major in Information Technology and Computer Science from University of Madras, Madras and Microsoft Certified in MCTS,MCPD,MCITP in .NET Framework(1.1,2.0.3.5,4.0) and SQL Server(2000, 2005, 2008), which is an internationally recognized university. I am proficient in building web-based applications, analyzing software systems, and the application of network and design theory. Moreover, I have profound knowledge about SDL Tridion, C#, ASP.NET, VB.Net, SQL Server 2005/2008,Crystal Reports, CSS, HTML, and other programming languages and tools. As indicated in my resume, I have 9+ years of work experience in this industry.

$4,999 USD 在118天之内

0.0

(0条评论)

0.0

@basavarajpatil

I am the Quantitative Analyst who is running the firm, www.predictiveresearch.co.in. We have team of experienced quants. Myself, I was with HSBC as Quant for five years, who worked on equities, portfolio optimization techniques. I had developed Black-Litterman Model based Optimization Technique (better than Markowitz portfolio optimization technique). I also worked on Options and Futures too. I can provide your my profile and required proof. Basavaraj Patil

$5,000 USD 在60天之内

0.0

(0条评论)

0.0

@anupam28oct

I have done MTech in Power Electronics. My thesis topic was design of class a chopper using novel optimization technique. I have published a IEEE paper in this topic. The technique i developed was named as circular method of optimization and spherical method of optimization. In circular method, two independent variables are optimized and in spherical one, three variables were used. If more variables are required than combination of these will be developed as per requirement. These techniques were developed in MatLab 7.7 and I am very much comfortable in Matlab programming.

$3,333 USD 在10天之内

0.0

(1条评论)

0.0

@Metisoft

Hi We are 6 years old team specialized in Optimization Solutions, Machine Learning, Operations Research, Decision Support, Business Development, Software Development, Web Based Applications and Mobile Applications. But the only thing we are new in is a freelancer. We are confident to fulfill your requirements in timely manner, along with quality work. Regards, Metisoft Team

$4,550 USD 在45天之内

0.0

(0条评论)

0.0

@rubensilio

Hi, this project seems very interesting, I have done similar projects recently. I am an electronic engineer and I have many mathematical knowledges in all areas. I have created projects with "mutihilo" to optimize mathematical operations, for example, to create predictions of stock prices. I am interested in helping with this project. Thank you.

$5,000 USD 在60天之内

0.0

(0条评论)

0.0

@soapcoder

I need only: - a detailed explanation of Inputs and output that has to be maximized/minimized I will consider linear and nonlinear approaches to solve your problem. My field is essentially neural network and genetic algorithm based optimization with matlab.

$4,444 USD 在3天之内

0.0

(0条评论)

0.0

@EgyTalent

I have 10 years experience with Matlab, I designed and developed hundreds of algorithms, solutions, and complex simulations covering a wide range of applications. I'm now a PhD student and I published 3 papers in a highly reputed IEEE conferences. I worked as an instructor for around 9 years, hence the communication will never been easier during the phases of the project starting from the early technical discussions, business modelling, implementation till the final delivery of the solution. I hope it takes you a little to decide to start the work together to gain the maximum benefit in the least time and the fair money budget.

$3,888 USD 在30天之内

0.0

(0条评论)

0.0

@bgill

Hello, I have extensive experience in optimization as well as programming in Matlab. You can see the rave reviews for my work in VBA and database in freelancer. Matlab, as you know is a higher level programming language than VBA and is how I first learned to program. Still, it has so much more capability than the other programming languages for programming optimization algorithms that it is still what I use today for such work. In addition to knowing optimization algorithms, I actually taught optimizations to master's students as a TA. I am therfore well versed in using the official vocabulary. You will not be disappointed with my work. I have recently launched my own business and am looking for projects like this that align with my skills perfectly. If you have future project needs, I hope you will continue to work with automatic office. Regards, Becca

$4,444 USD 在30天之内