Mattia - Economics teacher - Milano
Mattia - Economics teacher - Milano

Mattia's profile, diploma and contact details have been verified by our experts

Mattia

  • Rate TSh 149,922
  • Response 1h
  • Students

    Number of students Mattia has accompanied since arriving at Superprof

    50+

    Number of students Mattia has accompanied since arriving at Superprof

Mattia - Economics teacher - Milano
  • 5 (7 reviews)

TSh 149,922/hr

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  • Economics
  • Finance
  • Econometrics
  • Probability
  • Risk management

Private Tutorship in Statistics and Econometrics (Live in Milan + Online), using R, Stata, SPSS, Eviews, Gretl, Matlab - Support for Quantitative Analysis of Master Degree Thesis

  • Economics
  • Finance
  • Econometrics
  • Probability
  • Risk management

Lesson location

Super Prof

Mattia is one of our best Economics tutors. They have a high-quality profile, verified qualifications, a quick response time, and great reviews from students!

About Mattia

Technical Skills (application and often implementation from scratch): 1) Econometrics: Multivariate Regression, Discrete variable models (ie Logit), Time series models (AR / MA, ARCH / GARCH), Vector AutoRegressive Model (VAR), Cointegration -Granger, VECM), Long-Memory Process (Fractional Integration), Hamilton Filter, Kalman Filter, Unobserved Components ARIMA model, Beveridge-Nelson decomposition (Hansen's approach), Copula methods, Metropolis-Hastings algorithm, Litterman model (Meucci's approach), Hierarchical Risk Parity 2) Mid-High Frequency Trading: Stat Arb & Pairs Trading Models, Order Imbalance & Order Replenishment Effects on Intraday Returns, Optimal Setup of Exit Trading Triggers for Quant Trading Strategies, Stat Arb Bertram Model, Data sampling rules for non-equally spaced data, Bid-Ask Bounce Bias & Sahalia Method for Microstructure Noise Estimation & Test, Haya 3) Risk Management: The Future of the Future, and the Future of the Future, P & L production and 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 Financial Mathematics: Longstaff-Schwartz, HMS 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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About the lesson

  • Tertiary Education
  • Adult Education
  • levels :

    Tertiary Education

    Adult Education

  • French
  • English
  • Portuguese
  • +7

All languages in which the lesson is available :

French

English

Portuguese

Spanish

German

Dutch

Japanese

Swedish

Danish

Finnish

MsC in Engineering with top marks and research assistant of Econometrics for the Italian top University. Business Expert in Risk Management. Academic Research in Quantitative Finance and Algorithmic Trading. Common discipline covered: Econometrics (with applications in R, Static, SPSS, Eviews, Gretl), Statistics, Financial Mathematics, Quantitative Support for Master Degree Thesis (from Regression to All Statistical Applications), Risk Management, Mathematics, Computer Science assignments, exams, presentations, advanced research, dissertations, major 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, ...

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Rates

Rate

  • TSh 149,922

Pack prices

  • 5h: TSh 749,610
  • 10h: TSh 1,499,221

online

  • TSh149,922/h

Find out more about Mattia

Find out more about Mattia

  • Da dove nasce la tua passione per la materia che insegni e per le lezioni private?

    Quando ho affrontato il corso di Econometria all'università mi sono appassionato tantissimo al tema della modellazione statistica applicata all'economia
  • Quali sono le tematiche che preferisci trattare con gli allievi? E quali sono quelle che ti piacciono meno?

    La mia tematica preferita è Econometria, con particolare supporto per lo sviluppo dei progetti
  • Quali sono i tuoi modelli o punti di riferimento? C'è stato un insegnante o un'opera in particolare che ti hanno segnato e ispirato?

    Il docente di Econometria con cui ho svolto il corso all'università, che possono considerare come il mio "maestro"
  • Quali sono, secondo te, le qualità necessarie per essere un buon insegnante o un esperto nel tuo dominio?

    Conoscere il maggior numero di ambiti possibili dell'Econometria, visto che gli studenti si presentano sempre con richieste nuove e tematiche innovative
  • Raccontaci un aneddoto divertente o particolare relativo alla tua formazione o ad una esperienza di lezione!

    Ho sviluppato per molti anni, per fini accademici, modelli di trading sistematici, basati su modelli econometrici
  • Rassicuraci, anche tu, come tutti noi, hai riscontrato qualche difficoltà a scuola.. ?

    Beh certo, ma sono riuscito a superare le difficoltà con l'applicazione e la dedizione
  • Quali sono le tue passioni, oltre alla materia che insegni?

    Le mie passioni sono il calcio e la mia famiglia
  • Cosa ti rende un grande Superprof (oltre al fatto di aver risposto a questa intervista :-P)?

    Svolgere lezioni private da moltissimi anni a livello internazionale, che mi rende probabilmente uno dei migliori docenti su Econometria e Statistica a livello europeo
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