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MATLAB/Mathematica Large Scale Optimization Project - repost

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 [url removed, login to view] 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.

Kĩ năng: Kĩ thuật, Matlab and Mathematica, Microsoft, Quản lí dự án, Thiết lập Bản thảo

Xem nhiều hơn: mathematica constraint portfolio maximization, matlab developer, computing algorithm, algorithm computing, trading algorithm, scale, optimization project, optimization algorithm, matlab program, matlab algorithm, Algorithm trading, algorithm optimization, algorithm matlab, profit loss program program, delta program, mathematica data, matlab portfolio project, matlab solution, custom algorithm, delta matlab

Về Bên Thuê:
( 19 nhận xét ) Boston, United States

ID dự án: #5040838

12 freelancer đang chào giá trung bình $4430 cho công việc này

RotorProgrammer

Hello. I have experience in MATLAB and Mathematica. Please give more information on project details. Thanks.

$6000 USD trong 30 ngày
(40 Nhận xét)
6.2
raiseq

I have experience of optimization in quantitative finance. How do you want to implement parallel computing? regards, raiseq

$4722 USD trong 45 ngày
(6 Nhận xét)
5.0
OriolAM

Hi, I would like to write the code for the project. I hold a MSc in Finance from the Barcelona GSE, and a Bachelor in Economics. I have experience, capacity and interest in numerical methods, and I am a good coder in M Thêm

$3000 USD trong 20 ngày
(20 Nhận xét)
4.9
engineers88

Respected Sir I am an electrical engineer and can currently I am doing my masters in Applied Image and Signal processing from University of Applied Sciences Salzburg, Austria. I can do your job with quite ease. Lo Thêm

$5000 USD trong 30 ngày
(19 Nhận xét)
4.4
swarm22

I am mathematician. I have good experiences on matlab and mathematica. I like to challenges in mathematics.

$3333 USD trong 20 ngày
(11 Nhận xét)
4.1
StepsToSuccess

Hi, I work with such projects, I can help, please send me the input data, example of user input and description ( detalization ) of the required output so I can start to develop and evaluate most accurate, fast and rob Thêm

$4444 USD trong 3 ngày
(21 Nhận xét)
4.3
nikhiltechnology

HEllo O am working on the matlab since Matlab2004a and now on Matlab2013a . I can assist you on the Matlab for any problems, but I can't support you Live as you have asked for issue regarding the optimization ne Thêm

$4555 USD trong 3 ngày
(7 Nhận xét)
2.1
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 a Thêm

$3888 USD trong 30 ngày
(1 Nhận xét)
1.7
tchr

I am an Electrical Engineer with more than 20 years experience on programming in Mathematica. I have a very deep knowledge in Mathematics , both pure and applied and i am a very capable problem solver. I am also prog Thêm

$4666 USD trong 30 ngày
(0 Nhận xét)
0.0
Alf13

A proposal has not yet been provided

$4444 USD trong 30 ngày
(0 Nhận xét)
0.0
bdfl

Bis jetzt wurde noch kein Vorschlag eingegeben

$4666 USD trong 25 ngày
(0 Nhận xét)
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 la Thêm

$4444 USD trong 3 ngày
(0 Nhận xét)
0.0