I'm looking for a financial risk subject matter expert to consult with me on some modeling questions. I need someone immediately and the engagement will take anywhere from 1 - 5 hours to be paid hourly.
First issue:
I am trying to build a very simple stochastic model that uses monte carlo simulation to generate investment return paths. The assets all have non-normal distributions and are correlated with each other, so I need some assistance in how to model the marginal distributions and generate the joint distribution (using copulas most likely). I'll then need to use the resulting distribution to create the return paths.
Second issue:
I'm trying to build a very simple time series model that uses historical investment return data to forecast future data. I need to have a firm understanding of how to evaluate model choices and how to structure the features of the model.
My background:
I am an investment professional with a quantitative background and have a decent knowledge of the above concepts, but I'm looking for someone that better understands the nuances of these topics.
No coding is needed, but someone with a background in R is a plus.
About the recuiterMember since May 20, 2018 Marysonmedia,me
from Zacatecas, Mexico