The profile of Mattia and their contact details have been verified by our experts
Mattia
- Rate L833
- Response 1h
-
Students10
Number of students Mattia has accompanied since arriving at Superprof
Number of students Mattia has accompanied since arriving at Superprof
L833/hr
See Statistics tutors
Unfortunately, this tutor is unavailable
- Statistics
Private tuition in statistics for master thesis and assignments with RStudio Eviews Stata
- Statistics
Lesson location
About Mattia
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
See more
About the lesson
- Primary
- Lower Secondary
- Senior Secondary
- +6
levels :
Primary
Lower Secondary
Senior Secondary
Post Secondary Education
Higher Education
Adult Education
Master's Degree
MBA
Early Childhood Care & Development
- English
All languages in which the lesson is available :
English
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 disciplines 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.
See more
Rates
Rate
- L833
Pack prices
- 5h: L4165
- 10h: L8330
online
- L833/h
Similar Statistics teachers in Vancouver
Riccardo
Roma, Italy & Online
- L479/hr
- 1st lesson free
Chris
Paris 16e, France & Online
- L2,240/hr
- 1st lesson free
Markus
München, Germany & Online
- L862/hr
- 1st lesson free
Hamid
Vancouver, Canada & Online
- L928/hr
- 1st lesson free
Romain
Paris 5e, France & Online
- L1,896/hr
- 1st lesson free
Antoine
Incourt, Wallonia & Online
- L1,149/hr
- 1st lesson free
Gregor
Heidelberg, Germany & Online
- L1,130/hr
- 1st lesson free
Paolo
London, United Kingdom & Online
- L777/hr
- 1st lesson free
Samuel
Lisboa, Portugal & Online
- L517/hr
- 1st lesson free
Thomas
München, Germany & Online
- L1,723/hr
- 1st lesson free
Ali
Laval, Canada & Online
- L595/hr
- 1st lesson free
Grégory
Saint-Germain-en-Laye, France & Online
- L1,704/hr
- 1st lesson free
Sehaj
London, United Kingdom & Online
- L1,333/hr
- 1st lesson free
Quang Hai
Paris 4e, France & Online
- L1,436/hr
- 1st lesson free
Jose
Toronto, Canada & Online
- L595/hr
- 1st lesson free
Avneet
Waterloo, Canada & Online
- L1,190/hr
- 1st lesson free
Nikhil
Dublin, Ireland & Online
- L938/hr
- 1st lesson free
François-Camille
Dijon, France & Online
- L957/hr
- 1st lesson free
Ammar
Montréal, Canada & Online
- L357/hr
- 1st lesson free
Jose
Philadelphia, United States & Online
- L580/hr
- 1st lesson free
-
See Statistics tutors
