Time-series R function design

We need R functions to help analyse historical financial time-series data. We're interested broadly in determining relationships between returns, and causal structures for forecasting. Data will be in CSV in a standardized format and will cover thousands of distinct time series in either x-minute resolution format or daily. This is NOT a school assignment! Functions will be tested on multiple data sets to ensure they work as designed.

Four functions are required:

1) Correlation coefficients for items in user-specified CSV folder, given user--defined subset date-range to define data points. Output as CSV symmetrical matrix. (Only daily data will be used here)

Example of function:


Example output:


A 1 0.8

B 0.8 1

2) Johansen/E-G/ADF cointegration test for items in user-specified CSV folder, given user-defined subset date-rangeSome meaningful measure of "strength" such as significance. Ordering of strength per base item for cointegrated items. 2 CSV matrix outputs: First one dummy yes/no for unit root and a second matrix for other relevant information.

Example of function:


Example output:


A 1 1

B 1 1


A 3.2 0.16 2.5 0.18

B 2.5 0.18 3.2 0.16

3) Linear regression for items in two user specified CSV folders (dependent and independent, for example folder 1 has 50 files, folder 2 has 2000 files, each has to be tested against the other) given user-defined subset time for returns and date-range. The time-series data has gaps for a variety of reasons which we need to account for by selecting only useful data, e.g. where we can measure returns from time-A to time-B on both dependent and independent. Time A can be on a preceding day to time B (e.g. 3pm preceding day to 10am). A smart way of doing this has to be implemented so we are comparing apples to apples and also not discarding data unnecessarily. We want to be able to define return minimum/maximum returns on both dependent and independent variables separately as an option.

Example of function:


Example output:

Independent Dependent Slope SDE window n

Z A 1.2 0.35 0.48% 620

Z B 0.1 0.01 3.8% 580

4) Data test function that employs an output from the third function and utilizes dependent and independent items in their respective folders to find out a) if regression did/did not took place when we expected it, b) if that regression happened with a positive or negative independent variable, c) whether we were expecting regression to go "up" or "down", d) given the return (from the historical data) of the dependent variable at Time C how much regression took place as a % of what we expected and e) what minimum and maximum values for the return we observed during the period Time B-Time C. We define a minimum predictability as to not have to test every combination. Output as CSV.

Example of function:


Example output:

Independent Dependent ExpectedReturn ObeservedReturn Obs/Exp IndepPosNeg UpOrDown, MinRetValArray, MaxRetValArray, DateOfObservation

There will be four milestones, one for items 1 and 2 together, one for item 3, one for item 4, and one for final project completion after user feedback and tinkering.

Keahlian Bahasa Pemrograman R

Lihat lebih lanjut: mechanical design or product design or industrial design or r&d or innovation 30000 50000 employment opportunity united kingdom, java design patterns with real time examples, give me a logo design for r denipitiya &sons, design patterns with real time examples, design logo r, best graphic design books of all time, lowongan kerja design grafis jakarta part time, fashion design jewelry hire part time london, design students wanted part time&home base d28 seletar yio chu kang, outsource graphci design function, design a banner series for our next promotion, web design function upload, receive time function vb fetch time mail received outlook, design consideration reduce rendering time 3d graphics animation, software write mq4, software write chip epson, useful software write book, software write web specs, free software write user guide, software write edid, free software write company profile, software write websites idea, software write book images, software write books, software write protection

Tentang Pemberi kerja:
( 34 ulasan ) Alicante, Spain

ID Proyek: #11735485

Diberikan kepada:


I am an expert in data mining and predictive modeling. I have a PhD in Physics and I have extensive experience in machine learning applications, statistics and software development (web, mobile, desktop, SaaS). I work Lagi

€650 EUR dalam 10 hari
(4 Ulasan)

Hi, I am a professional statistician by training and boast longstanding experience in data analysis and presentation. I will be happy to assist in your project. I normally produce work high quality as evidenced in the Lagi

€390 EUR dalam 10 hari
(20 Ulasan)

10 freelancer menawar dengan rata-rata €422 untuk pekerjaan ini


Hello sir I can achieve this project perfectly using R contact me for more details about this particular project best regards

€250 EUR dalam 3 hari
(25 Ulasan)

Hi, I am familiar with time series analysis and R programming. I have done several projects related to correlation and regression analysis. I will be glad to work with you on this project. Please feel free to Lagi

€250 EUR dalam 10 hari
(7 Ulasan)

Hello I can do that within a week if you don't mind since I have 3 really busy days. I can totally do that in R , but I would have better (more accurate results) if I would use python and a deep recurrent neural netw Lagi

€555 EUR dalam 10 hari
(3 Ulasan)

20+ years industry work experience in the area of IT, Finance & Banking. Also, I have 4+ years of experience in Economics, Business Analytics and Advanced statistics projects using software such as Python, R, SPSS, Min Lagi

€488 EUR dalam 20 hari
(1 Ulasan)

Hello Sir..! I read your description I can complete your project on time and within your budget I am fully confident about your project. I will receive your best wishes. I am waiting your response thanks you so much Lagi

€555 EUR dalam 10 hari
(0 Ulasan)

Hello I have read what you exactly need. However, I would like to ask you a few questions. I do work in a smart way and do not rest until I get the job done. Please feel free to ping me anytime so we can have a detaile Lagi

€555 EUR dalam 10 hari
(0 Ulasan)

Hi, I want to help with the placed request. Regards, Albert Cheruiyot

€277 EUR dalam 10 hari
(0 Ulasan)
€250 EUR dalam 3 hari
(0 Ulasan)