Mattia - Economics teacher - Toronto
1st lesson free
Mattia - Economics teacher - Toronto

Mattia's email address and phone number have been validated.

Mattia

  • Rate TSh 189,192
  • Response 1h
  • Students

    Number of students Mattia has accompanied since arriving at Superprof

    5

    Number of students Mattia has accompanied since arriving at Superprof

Mattia - Economics teacher - Toronto

TSh 189,192/hr

1st lesson free

Contact

1st lesson free

1st lesson free

  • Economics
  • Macroeconomics
  • Financial management
  • Econometrics
  • Business Analysis
  • Risk management

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

  • Economics
  • Macroeconomics
  • Financial management
  • Econometrics
  • Business Analysis
  • Risk management

Lesson location

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,...

See more

About the lesson

  • Primary school
  • Ordinary Level
  • Form 5
  • +6

    • levels :

    Primary school

    Ordinary Level

    Form 5

    Ordinary Diploma

    Tertiary Education

    Adult Education

    Master’s Degree

    MBA

    Nursery

  • English

All languages in which the lesson is available :

English

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

Rates

Rate

  • TSh 189,192

Pack prices

  • 5h: TSh 945
  • 10h: TSh 1890

free lessons

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

  • 1hr

online

  • TSh189,192/h

Similar Economics teachers in Toronto

SuperprofPrivate lessonsPrivate Economics teacher Private Macroeconomics teacher Private Financial management teacher Private Econometrics teacher Private Business Analysis teacher Private Risk management teacher
See more tutors

Tutor profile verified

Mattia's email address and phone number have been validated.

levels

Primary school

Ordinary Level

Form 5

Ordinary Diploma

Tertiary Education

Adult Education

Master’s Degree

MBA

Nursery

All languages in which the lesson is available

English

Review

All of our reviews are collected by us and are 100% reliable. They correspond to a real experience lived by the students of Mattia.

Reviews

The ratings include all certified reviews

as well as the recommendations left on Mattia

Recommendations

Recommendations come from relatives, friends and acquaintances of the teacher

free lessons

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

Report this ad

Describe the problem encountered on this ad

About
All subjects
Resources
Help