statistical method for optimization problem

Closed Posted 5 years ago Paid on delivery
Closed 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

full description can be found here

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Algorithm Mathematics Statistical Analysis Statistics

Project ID: #16923128

About the project

22 proposals Remote project Active 5 years ago

22 freelancers are bidding on average $483 for this job

schoudhary1553

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

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(34 Reviews)
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Statxn

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koraybeyaz

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zekovicm

HI there, I can create you alghorithm that will tell you when is the best time to invest. I have gone trough your project requirements and this is something that I would like to do for you. Check out my profile, More

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(7 Reviews)
4.8
NoelReubenMuturi

Hello, I am Noel, a proficient statistician. I am proficient in statistical analysis and statistical software such as Excel, SPSS, and R Statistics. I am qualified to take up the project and would love to speak with yo More

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4.5
healthmonkey

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npquynh

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jigneshlakhani0

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gpmember88

A proposal has not yet been provided

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Alprn2558

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$333 USD in 10 days
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0.4
mobini

I have developed many optimization algorithms professionally/academically during last 10+ yrs. with proven track-record available upon request.

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taoufikkhaled

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sakharedhanashri

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tarikelazzam

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frinis4

Just looking at your project description I would say that data is too small to make any kind of model. You simply have too many degrees of freedom for a robust system. Given adequate data I would seek a sizing algorit More

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cordovaar

I can help you with this project without major mishaps.........................................................................................................

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