Hello! I just came across your project t that needs help with an optimization problem on trading data, if I'm not incorrect.
Relevant:
Having worked with 2 MS projects involving wavelet based time and spectral data analysis, or 1 D stock data, and stock forecasting based on non-stationary behavior of the market. In both cases, it was a non-convex optimization that was solved using a kernel trick and Lagrangian, where as in the other case, I employed linearization, and initial solution to solve the problem using Gauss Newton.
Apart from that there are many university assignment and small projects. I'd like to know what your specific problem is, what are the variables, what are the outputs and so on.
PS: I've used soft computing approaches like genetic algorithms too.
Kindly get in touch whenever you're free. If not online, shall reply ASAP.
Thank you!