1^st lesson free

Mattia

Rate $100
Response 1h
Students
Number of students Mattia has accompanied since arriving at Superprof
5
Number of students Mattia has accompanied since arriving at Superprof

$100/h

1^st lesson free

Economics
Macroeconomics
Financial Management
Econometrics
Business Analysis
Risk management

R SPSS Eviews Stata Gretl Econometrics Private Lessons for Master Thesis (via Skype)

Name: Mattia
Address: Toronto, CA
Telephone: undefined
Price range: $100

Economics
Macroeconomics
Financial Management
Econometrics
Business Analysis
Risk management

Lesson location

- online

About Mattia

MsC in Engineering with top marks and research assistant of Econometrics for Italian top University. Business Expert in Risk Management. Academic Research in Quantitative Finance and Algorithmic Trading. Common discipline covered: Econometrics (with applications in R, Stata, SPSS, Eviews, Gretl), Statistics, Financial Mathematics, Quantitative Support for Master Degree Thesis (from Regressions to all statistical applications), Risk Management, Mathematics, Computer Science I help with assignments, exams, presentations, advanced research, dissertations, big programming projects and general skill enhancement. Proficient in all major statistical packages: R, SPSS, Stata, Matlab, EViews, Gretl. Covering university courses all around Europe: Italy, United Kingdom, France, Germany, Spain, Portugal,...

About the lesson

Technical Skills (application and often implementation from scratch): 1) Econometrics: Multivariate Regression, Discrete variable models (i.e. Logit), Time series models (i.e. AR/MA, ARCH/GARCH), Vector AutoRegressive model (VAR), Cointegration (Engle-Granger, VECM), Long-memory process (Fractional Integration), Regime switching models (Hamilton Filter), Kalman Filter, Unobserved Components ARIMA model, Beveridge-Nelson decomposition (Hansen's approach), Copula methods, Metropolis-Hastings algorithm, Black-Litterman model (Meucci's approach), Hierarchical Risk Parity 2) Quantitative Trading (Mid-High Frequency Trading): Stat Arb & Pairs Trading models, Order Imbalance & Order Replenishment effects on intraday returns, Optimal Setup of Entry-Exit Trading Triggers for Quant Trading Strategies, Stat Arb Bertram Model, Data sampling rules for non equally-spaced data (time vs. volume clock for high freq data), Bid-Ask Bounce Bias & Sahalia Method for Microstructure Noise Estimation & Test, Hayashi-Yoshida Lead-Lag Index, D'Aspremont Method for Mean Rev Portfolios, Market Fragmentation in Financial Markets, High-Low prices & Pivot Points trading rule, Trend Following Strategy, Avellaneda-Stoikov Model for Optimal Trading Execution 3) Risk Management: P&L production & analysis for energy trading, VaR & Profit at Risk for energy trading, Merton approach for Credit VaR with/without credit rating migrations, EVT & Copula-based VaR, Stress Test models, Structured Credit Models for Regulatory Risk-Transfer, Additional Value Adjustments for Balance Sheet, Risk Aggregation, Model Risk, Interpolation Methods for multi-year PD Term Structure, Methods for Semidefinite-Positive Corr Matrix Adjustment 4) Financial Mathematics: Longstaff-Schwartz, HJM model (Glasserman's scheme), Greeks with Finite Difference Method, CPPI Products & Cushion Multiplier Setup 5) Machine Learning: Support Vector Machine, Decision Tree, Principal Component Analysis & Regression, XGBoost, Random Forest

Rates

Rate

$100

Pack rates

5 h: $500
10 h: $1000

online

$100/h

free lessons

This first lesson offered with Mattia will allow you to get to know each other and clearly specify your needs for your next lessons.

1hrs

R SPSS Eviews Stata Gretl Econometrics Private Lessons for Master Thesis (via Skype)

Lesson location

About Mattia

About the lesson

Rates

Rate

Pack rates

online

free lessons

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R SPSS Eviews Stata Gretl Econometrics Private Lessons for Master Thesis (via Skype)

Lesson location

About Mattia

About the lesson

Rates

Rate

Pack rates

online

free lessons

Other tutors in Economics

Vaibhav

JAYANTI

Qasim Shamim Ali

Lina

Theodora

Brianna

Michael

Zakariya

Yashita

Arvind

Lyra

Enoch

Lakshita

Anindita

Anisha

Zara

Aradhya

Jhanvi

Ritu

Liam

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