Mattia's profile and their contact details have been verified by our experts
Mattia
- Rate $110
- Response 1h
-
Students10
Number of students Mattia has accompanied since arriving at Superprof
Number of students Mattia has accompanied since arriving at Superprof
$110/hr
See Economics tutors
This teacher is currently unavailable
- Economics
- Econometrics
Expert in Econometrics offers private tuition at all levels (MSc, PhD, ...)
- Economics
- Econometrics
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 disciplines 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
- High School
- NCEA Level 1
- +2
levels :
Primary
High School
NCEA Level 1
Adult education
Masters
- 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 Mattia.
1 review
Perfect! Precise, very knowledgeable and can explain subjects well.
See more reviews
See more
Rates
Rate
- $110
Pack prices
- 5h: $550
- 10h: $1100
online
- $110/h
Similar Economics tutors in Vancouver
FRANK
Auckland
- $70/h
Madhushani Mekhala
& online
- $35/h
- 1st lesson free
Timothy
Christchurch & online
- $120/h
Kalana
Invercargill & online
- $37/h
- 1st lesson free
Syed Zulqernain
Dunedin & online
- $40/h
- 1st lesson free
Grier
Wellington & online
- $40/h
- 1st lesson free
Eli, CA, CFA
Auckland & online
- $70/h
- 1st lesson free
Lewis
Whangaparāoa & online
- $25/h
- 1st lesson free
Bhawna
Auckland & online
- $30/h
- 1st lesson free
ANITHA
Tauranga
- $25/h
- 1st lesson free
Thisagi
Auckland & online
- $35/h
Amber
Auckland & online
- $60/h
- 1st lesson free
Dhusar
Auckland & online
- $60/h
Michael
Hamilton & online
- $55/h
- 1st lesson free
Ashen
Auckland & online
- $35/h
- 1st lesson free
Jennifer
Auckland
- $40/h
- 1st lesson free
Eleanor
Auckland & online
- $35/h
- 1st lesson free
Shanaiya
Auckland & online
- $23/h
Eva
Auckland & online
- $30/h
- 1st lesson free
Lakshiyien
Auckland & online
- $35/h
- 1st lesson free
-
See Economics tutors
