Econometrics & Statistics for Dissertation and Exams

A partir de 87.17 $ /h

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Clase en el domicilio del profesor :

Vienna, Austria

Helmholtz research, Munich, Germany

Call a Bike, Frankfurt am Main, Germany

Brande station 5, Aarhus, Denmark

Delft, Netherlands

Rotterdam, Netherlands

Conectado desde Reino Unido

Acerca de mí

Formación

Experiencia / Calificaciones

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

Edad

Adultos (18-64 años)

Tercera edad (65+ años)

Nivel del estudiante

Principiante

Intermedio

Avanzado

Duración

60 minutos

La clase se imparte en

inglés

italiano

Habilidades

Estadísticas

Economía para estudiantes

Economía para adultos

Disponibilidad en una semana típica.

(GMT -05:00)

Nueva York

En el domicilio del profesor y online

Mon

Tue

Wed

Thu

Fri

Sat

Sun

00-04

04-08

08-12

12-16

16-20

20-24

Finance, Statistics, Econometrics, Algorithmic Trading Tutor for master thesis and assignments

87.17 $ /h

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.

Covering university courses all around Europe: Italy, United Kingdom, France, Germany, Spain, Portugal,...

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

Statistics for Master Thesis & Assignments with R SPSS Eviews Gretl

87.17 $ /h

Expert offers private lessons in statistics and econometrics for master thesis and assignments. Regression ARIMA ARMA GARCH ARCH TOBIT LOGIT PROBIT and many other econometrics models. I have a strong experience that can help you to find your solution

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Struggling with Probability and Statistics? I have been there as a student/tutor and I can give you some guidelines and tricks to overcome it and hopefully to even enjoy it. I am Industrial Engineer and Industrial Engineer, and I did my MSc in the IHE Institute for Water Education in Delft. Besides research, I have had experience as a tutor in my former University and also with High School students.

I am passionate about teaching and my pedagogic focus is significative learning. That is to go beyond formulas and try to understand clearly and consciously the purpose of a particular topic. In a typical lesson we will start with basic concepts, then we will illustrate them with few examples, to later move to practical exercises (learn by doing) with increasing difficulty.

Stephan

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Sound knowledge in the field of business. Student of business education, Bachelor's degree in international business administration. General university entrance qualification at a vocational high school in the branch of economics, therefore happy to help you prepare for exams for the business school diploma (economics).

Very good knowledge of English through studies (50% in English), semester abroad with an 8-month stay in the USA and great self-interest in the language.

Alexander

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During the math class, various topics can be discussed such as algebra and statistics. To prepare myself well, I ask a few days before the lesson if the student would like to forward the chapters to me before the lesson so that I can study them. We then schedule a lesson where I will explain the most difficult issues in the chapter.

Maria

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I specialise in tutoring Maths and Physics for high school and University levels. My goal is to provide the important skills to understand the mysteries behind these two subjects and motivate the students to solve the exercises without memorising any step.

Alberto

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I teach mathematics at primary, secondary and university level (Grunschule, Hochschule), and statistics at university level (including Excel and Rcmdr).
I can move to your home without any problem.
Before starting the classes I like to get to know each other and know the content of the subject I am going to teach.

Arthur

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Do you want to get better at Economics?
With my enthusiasm for Economics I will help you on your way to a better grade. This can be done on location in South Holland and possibly also digitally.

Depending on the required level, I can also provide tutoring in other subjects.

My experience:
- Graduated in Financial Economics from Erasmus University
- Final exam training given for Lyceo
- 6 years with an asset manager
- I now work independently as a personal finance consultant

Nina

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I am a master's student in psychology with a 1.0 high school diploma and can support you in all subjects of psychology in your bachelor's degree - including statistics. We can discuss your individual questions, you can send me your lecture slides or we can practice practical tasks together - you decide. I can also help with programming using the R programming language. So that you can learn efficiently and independently outside of tutoring, I am happy to coach you in learning strategies and work with you to create your individual study plan for the exam phase. I look forward to hearing from you! :-)

Julian

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I teach Mathematics, Statistics, Physics with clarity, patience, and inspiration.
My goal is to help students solve problems while developing confidence, logical thinking, and clear communication. Engineer by profession and teacher by vocation.

“Mathematics is the gymnastics of the mind and at the same time the poetry of reason; it serves as a tool and reveals the hidden beauty of thought.”