1st lesson free
Mattia's profile, diploma and contact details have been verified by our experts
Mattia
- Rate £43
- Response 1h
-
Students50+
Number of students Mattia has accompanied since arriving at Superprof
Number of students Mattia has accompanied since arriving at Superprof
£43/hr
Contact
1st lesson free
- Economics
- Finance
- Econometrics
- Probability
Private Tutorship in Statistics and Econometrics (Live in Milan + Online), using R, Stata, SPSS, Eviews, Gretl, Matlab - Support for Quantitative Analysis of Master Degree Thesis
- Economics
- Finance
- Econometrics
- Probability
Lesson location
Super Tutor
Mattia is one of our best Economics tutors. They have a high-quality profile, verified qualifications, a quick response time, and great reviews from students!
About Mattia
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
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About the lesson
- Adult Education
levels :
Adult Education
- English
All languages in which the lesson is available :
English
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. 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, ...
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Review
All of our reviews are collected by us and are 100% reliable. They correspond to a real experience lived by the students of Mattia.
5 (7 reviews)
Perfect! Excellent :)
Perfect! Mattia è decisamente bravo e disponibile! Riesce a guidarti bene e a farti recuperare in breve tempo! ️ Felicissima di averlo avuto come Prof.!
Perfect! Persona molto skillata e competente. Ragazzo molto diretto e onesto
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Recommendations
Recommendations come from relatives, friends and acquaintances of the teacher
4
Never seen a teacher like this! I solved all my issues in few hours, obtaining a high grade
Insegnante straordinario, riesce a rendere semplice anche le cose più difficili!
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!!!
Top Teacher in econometrics. No one like him!
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Rates
Rate
- £43
Pack prices
- 5h: £217
- 10h: £433
online
- £43/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.
- 1hr
Find out more about Mattia
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