1^st lesson free

Paul

5 (1 review)

Price $80
Answer 1h
Students
Number of students Paul has accompanied since arriving at Superprof
18
Number of students Paul has accompanied since arriving at Superprof

5 (1 review)

$80/h

1^st lesson free

Statistics

R SPSS Stata Eviews Gretl for Master Thesis in econometrics and statistics (finance, economics,...)

Statistics

Lesson location

- online

About Paul

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.

About the lesson

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

Recommendations

Recommendations come from relatives, friends and acquaintances of the teacher

Mattia

Great professor, massive experience in econometrics
Read more

M
Mattia
Great professor, massive experience in econometrics
View more recommendations

Rates

Price

Pack prices

5h: $400
10h: $800

free lessons

The first lesson with Paul will allow you to get to know each other and discuss your needs for future lessons.

online

$80/h

R SPSS Stata Eviews Gretl for Master Thesis in econometrics and statistics (finance, economics,...)

Lesson location

About Paul

About the lesson

Recommendations

Rates

Price

Pack prices

free lessons

online

Similar Statistics tutors in Dublin

Achieve math mastery: 15+ years experience, infinite patience. your success story begins now!

Providing math tutoring all around melbourne. i teach maths (k-12) including vce maths methods and maths specialists; with 5000+ hrs of private tutoring experience at multiple academies

Phd-qualified civil engineer with 10+ years of teaching experience offering expert mathematics coaching in algebra, trigonometry, and statistics for high school and university students

University of melbourne graduate teaches and explains math to secondary, college students. start now for better results!

Math tutor (5+ years experience) at high school and college/university level, engineering background, work with children certificate, more than 450 hours of tutoring in this website

99.95 atar!! dean's list recipient at master of electrical engineering at university of melbourne! exchange at university of british columbia! i build formula electric cars at university!

45+ top 1% atars | yearly medicine entry | 37+ academic scholarships | 150+ c/d to a grade jumps | 180+ accelerations | confidence & mark boost within 3 weeks

Math methods 90/100 math specialist 92/100 physics 95/100 i attempted to top the state in queensland for physics. i was the runner-up dux at my college and topped the subjects listed above.

[see my videos!] award-winning professional maths lecturer. phd in economics and finance. selective/scholarship training.

More than 12 years of professional teaching experience. qualified post-graduate from reputed university offering maths: algebra, trigonometry, geometry, arithmetic, statistics & science.

Statistics tutor with a wam/gpa (89%) for psychology. all levels are welcome!

Experienced mathematics tutor with 5+ years teaching algebra, calculus, and geometry for all levels

Post graduate from institute of management studies,teaches maths and statistics to students from primary to high-school level,with an hand-on teachings experience of 4 years.

Mathematics/statistics graduate teaching university level statistics, biostatistics, epidemiology, psychology and mathematics. over 7 years experience in teaching

Supriya(passionate math and digital literacy tutor in berwick) face to face & online 3+ year of experience computer science & engineering background

Math lessons (y3-y12, vce, hsc) tailored to your needs with a chartered engineer with 25 years of experience and 7 years of tutoring practice.

Math's (year 1 to 8) math is usually hard for most of the students but a good tutor will make it easy .i would really suggest you to try at least for once with me and you'll surely see the change.

Genius -physics ,chemistry , math , statistics vce course work and assignment help tutor to help you 24/7

Statistics & physics expert (iit postgrad) | naplan, hsc, vce, qce, wace & stat specialist | 1500+ students | 10+ yrs experience | band 6/e+ results

Applied statistics and spss tutor with 20 years teaching experience in 2 universities

R SPSS Stata Eviews Gretl for Master Thesis in econometrics and statistics (finance, economics,...)

Lesson location

About Paul

About the lesson

Recommendations

Rates

Price

Pack prices

free lessons

online

Similar Statistics tutors in Dublin

Achieve math mastery: 15+ years experience, infinite patience. your success story begins now!

Providing math tutoring all around melbourne. i teach maths (k-12) including vce maths methods and maths specialists; with 5000+ hrs of private tutoring experience at multiple academies

Phd-qualified civil engineer with 10+ years of teaching experience offering expert mathematics coaching in algebra, trigonometry, and statistics for high school and university students

University of melbourne graduate teaches and explains math to secondary, college students. start now for better results!

Math tutor (5+ years experience) at high school and college/university level, engineering background, work with children certificate, more than 450 hours of tutoring in this website

99.95 atar!! dean's list recipient at master of electrical engineering at university of melbourne! exchange at university of british columbia! i build formula electric cars at university!

45+ top 1% atars | yearly medicine entry | 37+ academic scholarships | 150+ c/d to a grade jumps | 180+ accelerations | confidence & mark boost within 3 weeks

Math methods 90/100 math specialist 92/100 physics 95/100 i attempted to top the state in queensland for physics. i was the runner-up dux at my college and topped the subjects listed above.

[see my videos!] award-winning professional maths lecturer. phd in economics and finance. selective/scholarship training.

More than 12 years of professional teaching experience. qualified post-graduate from reputed university offering maths: algebra, trigonometry, geometry, arithmetic, statistics & science.

Statistics tutor with a wam/gpa (89%) for psychology. all levels are welcome!

Experienced mathematics tutor with 5+ years teaching algebra, calculus, and geometry for all levels

Post graduate from institute of management studies,teaches maths and statistics to students from primary to high-school level,with an hand-on teachings experience of 4 years.

Mathematics/statistics graduate teaching university level statistics, biostatistics, epidemiology, psychology and mathematics. over 7 years experience in teaching

Supriya(passionate math and digital literacy tutor in berwick) face to face & online 3+ year of experience computer science & engineering background

Math lessons (y3-y12, vce, hsc) tailored to your needs with a chartered engineer with 25 years of experience and 7 years of tutoring practice.

Math's (year 1 to 8) math is usually hard for most of the students but a good tutor will make it easy .i would really suggest you to try at least for once with me and you'll surely see the change.

Genius -physics ,chemistry , math , statistics vce course work and assignment help tutor to help you 24/7

Statistics & physics expert (iit postgrad) | naplan, hsc, vce, qce, wace & stat specialist | 1500+ students | 10+ yrs experience | band 6/e+ results

Applied statistics and spss tutor with 20 years teaching experience in 2 universities

Share

Profile Verified

levels

All languages in which the lesson is available

Review

Reviews

Recommendations

free lessons

Report this posting