Peter's email address and phone number have been validated.
Peter
- Rate $119
- Response 1h
-
Students43
Number of students Peter has accompanied since arriving at Superprof
Number of students Peter has accompanied since arriving at Superprof
$119/hr
See Microeconomics tutors
This teacher is currently unavailable
- Microeconomics
- Finance
- Macroeconomics
- Financial management
- Business strategy
- Econometrics
Econometrics in R, Stata, SPSS, Eviews, Gretl for Master Thesis support (Online Lessons)
- Microeconomics
- Finance
- Macroeconomics
- Financial management
- Business strategy
- Econometrics
Lesson location
Recommended
Peter is a respected tutor in our community. He is highly recommended for his commitment and the quality of his lessons. An excellent choice to progress with confidence.
About Peter
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
See more
About the lesson
- Primary
- High School
- NCEA Level 1
- +3
levels :
Primary
High School
NCEA Level 1
NCEA Level 2
NCEA Level 3
Adult education
- 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
Reviews
All of our reviews are collected by us and are 100% reliable. They correspond to a real experience had by the students of Peter.
5 (2 reviews)
Perfect! Peter was great and very professional. Had very extensive knowledge on the subject. Very much recommend!
Perfect! Extremely helpful and very well-educated in econometrical analysis!
See more reviews
See more
Rates
Rate
- $119
Pack prices
- 5h: $595
- 10h: $1190
online
- $119/h
Similar Microeconomics tutors in New York
FRANK
Auckland
- $70/h
Madhushani Mekhala
& online
- $35/h
- 1st lesson free
Eli, CA, CFA
Auckland & online
- $70/h
- 1st lesson free
Amber
Auckland & online
- $60/h
- 1st lesson free
Muhammad
Martinborough & online
- $50/h
- 1st lesson free
Amelia
Lower Hutt & online
- $25/h
- 1st lesson free
Tee
Mosgiel & online
- $30/h
- 1st lesson free
Ankita
Dunedin & online
- $35/h
- 1st lesson free
Eva
Auckland & online
- $30/h
- 1st lesson free
Collins
Auckland & online
- $35/h
- 1st lesson free
Eliot
Nelson & online
- $37/h
- 1st lesson free
Aarvind
Wellington & online
- $44/h
- 1st lesson free
Riya
Wellington & online
- $42/h
- 1st lesson free
EBENEZER
Auckland & online
- $50/h
- 1st lesson free
Pashilta
Christchurch & online
- $60/h
- 1st lesson free
Stephanie
Auckland & online
- $51/h
- 1st lesson free
Malshi
Auckland & online
- $50/h
- 1st lesson free
Sasithi
Masterton & online
- $35/h
- 1st lesson free
Justin
Auckland & online
- $30/h
- 1st lesson free
Abdul Rehman
Auckland & online
- $35/h
- 1st lesson free
-
See Microeconomics tutors
