1a lezione offerta
Il profilo di Mattia e i relativi recapiti sono stati verificati dai nostri esperti
Mattia
- Tariffa 50€
- Risposta 1h
-
Allievi50+
Numero di studenti che Mattia ha seguito da quando è arrivato su Superprof
Numero di studenti che Mattia ha seguito da quando è arrivato su Superprof
50€/ora
Contattare
1a lezione offerta
- Fisica
Online Statistics Private Lessons and Support for Quantitative Analysis for Master Thesis
- Fisica
Luogo del corso
-
Presso Mattia: Milano
- Via webcam
-
Super insegnante
Mattia fa parte dei migliori insegnanti di Fisica. Profilo certificato, ottimo diploma, rapida organizzazione della prima lezione, ottimi commenti dei suoi allievi!
Riguardo 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.
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Riguardo la lezione
- Università
livelli :
Università
- Italiano
Tutte le lingue parlate per il corso :
Italiano
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. Average cost is 30 GBP/hour, even if the hourly cost can vary according to topic and project complexity. Covering university courses all around Europe: Italy, United Kingdom, France, Germany, Spain, Portugal,... Average hourly cost can change according to project complexity.
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Raccomandazioni
Le raccomandazioni provengono dagli amici, familiari e colleghi dell'insegnante
4
Never seen a teacher like this! I solved all my issues in few hours, obtaining a high grade
Insegnante straordinario, riesce a rendere semplice anche le cose più difficili!
Impressive, with a perfect English! Top teacher in econometrics, data analysis and statistics. I had a problem with R & RStudio, he solved the issue in 2 hours! Incredible!!!
Top Teacher in econometrics. No one like him!
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Tariffe
Tariffa
- 50€
Prezzi dei pacchetti
- 5 h: 250€
- 10 h: 500€
webcam
- 50€/ora
lezioni offerte
Questa prima lezione offerta con Mattia vi permetterà di conoscervi e specificare chiaramente le vostre esigenze per le vostre prossime lezioni.
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