1^st lesson free

Mattia

5 (4 reviews)

Rate €50
Response 1h
Students
Number of students Mattia has accompanied since arriving at Superprof
50+
Number of students Mattia has accompanied since arriving at Superprof

5 (4 reviews)

€50/h

1^st lesson free

Physics

Online Statistics Private Lessons and Help for Quantitative Analysis for Master Thesis

Physics

Lesson location

- Online

Super tutor

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

About Mattia

Technical Skills (1) Econometrics: Multivariate Regression, Discrete variable models (ie Logit), Time series models (ie AR / MA, ARCH / GARCH), Vector AutoRegressive model (VAR), Cointegration (Engle -Granger, VECM), Long-memory process (Fractional Integration), Regime switching models (Hamilton Filter), Kalman Filter, Unbserved 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-Spaced Data, Bid-Ask Bounce Bias & Sahalia Method for Microstructure Noise Estimation & Test, Haya shi-Yoshida Lead-Lag Index, D'Aspremont Method for Revolution Portfolios, Market Fragmentation in Financial Markets, High-Low Prices & Pivot Points Trading Rules, 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 Correction 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

About the lesson

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's Degree Thesis (Risk Management, Mathematics, Computer Science) 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 price is 30 GBP / hour, even if the hourly cost can vary according to topic and project complexity Coverage university courses all around Europe: Italy, United Kingdom, France, Germany, Spain, Portugal, ... Average hourly cost can change according to project complexity

Recommendations

Recommendations come from relatives, friends and acquaintances of the teacher

M

Markus

Never seen a teacher like this! I solved all my issues in few hours, obtaining a high grade
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M
Markus
Never seen a teacher like this! I solved all my issues in few hours, obtaining a high grade
M

Mario

Insegnante straordinario, riesce a rendere semplice anche le cose più difficili!
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M
Mario
Insegnante straordinario, riesce a rendere semplice anche le cose più difficili!
Peter

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!!!
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P
Peter
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!!!
M

Mattia

Top Teacher in econometrics. No one like him!
Read more

M
Mattia
Top Teacher in econometrics. No one like him!
View more recommendations

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€50

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5h: €250
10h: €500

online

€50/h

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.

Online Statistics Private Lessons and Help for Quantitative Analysis for Master Thesis

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Super tutor

About Mattia

About the lesson

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online

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Online Statistics Private Lessons and Help for Quantitative Analysis for Master Thesis

Lesson location

Super tutor

About Mattia

About the lesson

Recommendations

Rates

Rate

Pack prices

online

free lessons

Similar Physics tutors in Milano

Dr KHOBAIB (Highly experienced teacher)

Deb

Eduardo

Dr Abdur Rahman

Shane

Róisín

Dr Mary (Highly Professional Full-Time Tutor)

Aaqid

Matthew

Hulya

Naa

Ethan

Bill

Nouman

Eóghan

Andrei

JOSHUA

Kumar

Muhammad

Chathushki

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