1st class free
Mattia profile and their contact details have been verified by our experts
Mattia
- Rate ₹5,731
- Response 1h
-
Students10
Number of students accompanied by Mattia since their arrival at Superprof
Number of students accompanied by Mattia since their arrival at Superprof
₹5,731/hr
Contact
1st class free
- Economics
- Econometrics
Expert in Econometrics offers private tuition at all levels (MSc, PhD, ...)
- Economics
- Econometrics
Class 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 class
- Classes 1 to 5
- Classes 6 to 8
- Class 10
- +6
levels :
Classes 1 to 5
Classes 6 to 8
Class 10
BTech
Class 11
Adult Literacy
Masters
MBA
Kindergarten (LKG, UKG)
- English
All languages in which the class 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
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.
Reviews
Perfect! Precise, very knowledgeable and can explain subjects well.
View more reviews
See more
Rates
Rate
- ₹5,731
Pack prices
- 5h: ₹25
- 10h: ₹50
online
- ₹5,731/hr
free classes
This first free class with Mattia will allow you to get to know each other and to specify the exact learning requirements for the upcoming classes.
- 1hr
Similar Economics teachers in Vancouver
Namita
New Delhi & Online
- ₹1,200/hr
- 1st class free
Shreyash
Gurugram & Online
- ₹1,500/hr
- 1st class free
CA Kunal
Malpura & Online
- ₹250/hr
- 1st class free
Jai
Mumbai & Online
- ₹2,000/hr
- 1st class free
Ritwik
Bengaluru & Online
- ₹800/hr
- 1st class free
Chirag
Gurugram & Online
- ₹1,500/hr
- 1st class free
NIKKI
Bengaluru & Online
- ₹1,900/hr
- 1st class free
Joyti
Kolkata & Online
- ₹600/hr
- 1st class free
Siddhant
Pune & Online
- ₹1,000/hr
- 1st class free
Archana
New Delhi & Online
- ₹2,000/hr
- 1st class free
Komal
Mumbai & Online
- ₹500/hr
- 1st class free
Bhaskar
Gurugram & Online
- ₹1,000/hr
- 1st class free
Aniket
Bengaluru & Online
- ₹3,000/hr
- 1st class free
Richa
Delhi & Online
- ₹700/hr
- 1st class free
Rabiya
New Delhi & Online
- ₹450/hr
- 1st class free
Rishika
Kolkata & Online
- ₹650/hr
- 1st class free
Hansa
Navi Mumbai & Online
- ₹800/hr
- 1st class free
Ranjana
Gurugram & Online
- ₹500/hr
- 1st class free
Deepti
Delhi & Online
- ₹1,000/hr
- 1st class free
Satya
New Delhi & Online
- ₹900/hr
- 1st class free
-
More Economics teachers
