statistical method for optimization problem
$250-750 USD
Paid on delivery
From another algorithm which is a black box we have a sample of around 500 rows each with 55 parameters. Each row has a result that can be either +1 or -1. Each row represents a decision to invest in some market. When the result is +1 the investment is “good” and we win , when the result is -1 the investment is bad and we lose.
We want to maximize our profit which is the number good results (investment) minus number bad investment and we don't need to invest all the rows.
We are looking for an algorithm that will tell us when to invest so we will maximize our profit. For example, an algorithm that classify correctly 20 good investments and 0 bad investments (20-0=20) is better than algorithm that classify 100 good results and 90 bad results (100-90=10)
Leats define a cost function
f = G-B
We what to maximize f where G are rows with result = 1 and B are rows with result =-1
The solution can be a hybrid of several methods, for example first filter and remove some of the rows and them apply some statistical regression on some of the row
Again we do not need to use all of the rows
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Project ID: #16923128
About the project
22 freelancers are bidding on average $483 for this job
Hello, I can help with you in your project statistical method for optimization problem. I have more than 5 years of experience in Algorithm, Mathematics, Statistical Analysis, Statistics. We have worked on several s More
We are a team of industrial and mechanical engineers. Lately we have worked on machine learning and statistics projects. I have checked the files and we can continue on this using R. I'm not sure if there are time seri More
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I, Jignesh Lakhani completed my masters from IIT Roorkee in Computer Engineering. I am having very good knowledge of C, C++, Java, JavaFX, Algorithm and Data Structure. I am having strong analytical power. I will comp More
I have developed many optimization algorithms professionally/academically during last 10+ yrs. with proven track-record available upon request.
Hello, I'm a major in applied mathematics, I worked on classification and decision making algorithms. I studied also statistics and optimisation for many years. Please tell me if you are interested, we will talk about More
I am a lecturer of statistics...so i can easily use optimization techniques method..
I have acquired a large experience with mathematical models in statistical learning. I have done many projects in classification problems.
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