

Mattia's profile and their contact details have been verified by our team.
Mattia
- Price $83
- Answer 1h
-
Students50+
Number of students Mattia has accompanied since arriving at Superprof
Number of students Mattia has accompanied since arriving at Superprof

$83/h
This teacher is currently unavailable
- Economics
- Finance
- Econometrics
- Probability
- Risk Management
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
- Risk Management
Lesson location
Super tutor
Mattia is one of our best Economics tutors. 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
About the lesson
- Adult
levels :
Adult
- French
- English
- Portuguese
- +7
All languages in which the lesson is available :
French
English
Portuguese
Spanish
German
Dutch
Japanese
Swedish
Danish
Finnish
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, ...
Review
All of our reviews are collected by us and are 100% reliable. They correspond to a real experience had by the students of Mattia.
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
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!
View more recommendations
Rates
Price
- $83
Pack prices
- 5h: $413
- 10h: $826
online
- $83/h
Learn more about Mattia
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