1^st lesson free

Fabrice

Rate $122
Response 1h
Students
Number of students Fabrice has accompanied since arriving at Superprof
12
Number of students Fabrice has accompanied since arriving at Superprof

$122/hr

1^st lesson free

Econometrics

Master thesis and assignments support in statistics, econometrics, risk management, data analysis

Name: Fabrice
Address: Toronto, NZ
Telephone: undefined
Price range: $122

Econometrics

Lesson location

- online

About Fabrice

Technical Skills (application and often implementation from scratch): 1) Econometrics: Multivariate Regression, Discrete variable models (ie Logit), Time series models (AR / MA, ARCH / GARCH), Vector AutoRegressive Model (VAR), Cointegration -Granger, VECM), Long-Memory Process (Fractional Integration), Hamilton Filter, Kalman Filter, Unobserved Components ARIMA model, Beveridge-Nelson decomposition (Hansen's approach), Copula methods, Metropolis-Hastings algorithm, Litterman model (Meucci's approach), Hierarchical Risk Parity 2) Mid-High Frequency Trading: Stat Arb & Pairs Trading Models, Order Imbalance & Order Replenishment Effects on Intraday Returns, Optimal Setup of Exit Trading Triggers for Quant Trading Strategies, Stat Arb Bertram Model, Data sampling rules for non-equally spaced data, Bid-Ask Bounce Bias & Sahalia Method for Microstructure Noise Estimation & Test, Haya 3) Risk Management: The Future of the Future, and the Future of the Future, P & L production and 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 Financial Mathematics: Longstaff-Schwartz, HMS 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 the Italian top University. Business Expert in Risk Management. Academic Research in Quantitative Finance and Algorithmic Trading. Common discipline covered: Econometrics (with applications in R, Static, SPSS, Eviews, Gretl), Statistics, Financial Mathematics, Quantitative Support for Master Degree Thesis (from Regression to All Statistical Applications), Risk Management, Mathematics, Computer Science assignments, exams, presentations, advanced research, dissertations, major programming projects and general skill enhancement. Proficient in all major statistical packages: R, SPSS, Stata, Matlab, EViews, Gretl

Rates

Rate

$122

Pack prices

5h: $608
10h: $1216

free lessons

The first lesson with Fabrice will allow you to get to know each other and discuss your needs for future lessons.

online

$122/h

Master thesis and assignments support in statistics, econometrics, risk management, data analysis

Lesson location

About Fabrice

About the lesson

Rates

Rate

Pack prices

free lessons

online

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Master thesis and assignments support in statistics, econometrics, risk management, data analysis

Lesson location

About Fabrice

About the lesson

Rates

Rate

Pack prices

free lessons

online

Similar Econometrics tutors in Toronto

FRANK

Aarvind

Riya

Stephanie

Tanya

Umema

Julian

Amelia

Avni

Loraini

Finn

Sadhana

Aakash

Aarvin

Atarv

Aarav

Ivaan

Syed

Josh

Nikhil

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