Mattia
- Tarif 76€
- Réponse 1h
76€/h
Voir les professeurs de préparation bac scientifique
Ce professeur est malheureusement indisponible
- Préparation bac scientifique
- Économie
- Macroéconomie
- Gestion des risques
- Économétrie
Econometrics and Statistics Private Tuition for Thesis (Regression, Time Series, Panel, ARMA/GARCH, Cointegration,...)
- Préparation bac scientifique
- Économie
- Macroéconomie
- Gestion des risques
- Économétrie
Lieux du cours
À propos de 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,...
voir plus
À propos du cours
- Tous niveaux
- Français
Toutes les langues parlées pour le cours :
Français
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
voir plus
Tarifs
Tarif
- 76€
Tarifs packs
- 5 h: 380€
- 10 h: 760€
webcam
- 76€/h
Professeurs de Préparation bac scientifique similaires
Antoine
Incourt & Par webcam
- 60€/h
- 1er cours offert
Ilyas
Uccle
- 42€/h
Kaoutar
Bruxelles & Par webcam
- 60€/h
Sam
Ixelles & Par webcam
- 35€/h
Antoine
Bruxelles & Par webcam
- 60€/h
Juian
Auderghem & Par webcam
- 30€/h
Jean
Auderghem & Par webcam
- 35€/h
Abir
Woluwe-Saint-Lambert & Par webcam
- 45€/h
Jérémy
Waimes & Par webcam
- 35€/h
Romain
Ottignies-Louvain-la-Neuve & Par webcam
- 30€/h
Franck ivan
Ottignies-Louvain-la-Neuve & Par webcam
- 30€/h
Nabil
Bruxelles & Par webcam
- 45€/h
- 1er cours offert
Mourad
Ottignies-Louvain-La-Neuve & Par webcam
- 30€/h
- 1er cours offert
Arnaud
Uccle & Par webcam
- 40€/h
Romain
Mons & Par webcam
- 30€/h
Assia
Uccle & Par webcam
- 35€/h
- 1er cours offert
Wafae
Bruxelles & Par webcam
- 35€/h
Davy
Gembloux & Par webcam
- 25€/h
- 1er cours offert
Sarah
Libramont-Chevigny & Par webcam
- 40€/h
Oussama
Anderlecht & Par webcam
- 35€/h
-
Voir les professeurs de préparation bac scientifique
