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18 computers & electronics teachers in Copenhague

Mattia

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72€

60-min

/h

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Econometrics & Statistics (R, SPSS, Eviews, Gretl, Stata) for master thesis and assignmentsTranslate this text using Google Translate.

Econometrics & Statistics (R, SPSS, Eviews, Gretl, Stata) for master thesis and assignmentsTranslate this text using Google Translate.

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 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

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Our students from Copenhague evaluate their Computers & Electronics teacher.

To ensure the quality of our Computers & Electronics teachers, we ask our students from Copenhague to review them.

Only reviews of students are published and they are guaranteed by Apprentus. Rated 4.9 out of 5 based on 274 reviews.

“ Baia was instrumental in helping my daughter prepare for the OMPT-F exam. From the very first lesson, she was organized, knowledgeable, and focused on the areas that mattered most for success on the test. What sets Baia apart is her ability to explain complex mathematical concepts in a simple, structured way while building confidence at the same time. Her engineering background gives her a deep understanding of mathematics and allows her to explain not only how to solve problems, but also why the concepts work. She provided targeted practice materials, mock exams, and clear guidance on the key topics that carried the highest impact. Baia was always responsive to questions between lessons and consistently went above and beyond to ensure my daughter was fully prepared. Thanks to her support, my daughter developed a much stronger understanding of mathematics and a more positive attitude toward the subject. She now approaches challenging problems with far more confidence than before. I highly recommend Baia to anyone preparing for the OMPT exams, university mathematics, or looking for a patient, knowledgeable, and highly effective math tutor. ”

“ I recommend Khalil without a doubt to anyone looking to improve his/her German level in both writing and speaking. He is a very professional, structured and knowledgeable teacher. He was able to immediately evaluate my level of German during the very first lesson and adjust the teaching methodology and materials accordingly. I am truly impressed with his patience and dedication towards teaching the proper German pronunciation with all its complexities and difficulties as well as the proper rules when it comes to grammar and language. We also had lessons using Skype which is also a good option for those who have a limited amount of spare time or are too far apart from the teacher. It is obvious that Khalil loves what he is doing and is willing to put all his effort into his passion. I wholeheartedly recommend Khalil for anyone wanting to learn the language. ”

“ Highly recommended teacher!!! Matias teaching methods are great. Very clear and concise. Doesn’t waste your time explaining meaningless background information and always lectures with the intent to help you understand the material. He’s helped me understand content for my master course on Python and is one of the best lecturers that I’ve had. Your passion and dedication is beyond words! Thank you for getting me through this hard quick semester, I honestly would have never passed if it was not for your help! Thank you so much once again! ”

To ensure the quality of our Computers & Electronics teachers, we ask our students from Copenhague to review them.

Only reviews of students are published and they are guaranteed by Apprentus. Rated 4.9 out of 5 based on 274 reviews.

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