1st lesson free
The profile of Sebastian and their contact details have been verified by our experts
Sebastian
- Rate PKR 18,111
- Response 1h
-
Students16
Number of students Sebastian has accompanied since arriving at Superprof
Number of students Sebastian has accompanied since arriving at Superprof
PKR 18,111/hr
Contact
1st lesson free
- Statistics
- Algorithms
Econometrics with R SPSS Eviews Stata and Gretl for university students (assignments & thesis)
- Statistics
- Algorithms
Lesson location
About Sebastian
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.
See more
About the lesson
- Primary
- Middle School
- SSC
- +4
levels :
Primary
Middle School
SSC
Adult Education
Master
MBA
Pre-Primary
- English
All languages in which the lesson 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
Rates
Rate
- PKR 18,111
Pack prices
- 5h: PKR 90
- 10h: PKR 180
online
- PKR 18,111/h
free lessons
The first free lesson with Sebastian will allow you to get to know each other and clearly specify your needs for your next lessons.
- 1hr
Similar Statistics teachers in Montreal
Noor Ul Ain
Lahore & Online
- PKR3,000/hr
- 1st lesson free
Rabia
Rawalpindi & Online
- PKR500/hr
- 1st lesson free
Hira
Lahore & Online
- PKR1,299/hr
- 1st lesson free
Daniyal
Karachi & Online
- PKR1,799/hr
- 1st lesson free
Maira
Sigh Bala & Online
- PKR2,500/hr
- 1st lesson free
Sehrish
Abbottabad & Online
- PKR500/hr
- 1st lesson free
Haris
Karachi & Online
- PKR1,000/hr
- 1st lesson free
Javeria
Karachi & Online
- PKR4,000/hr
- 1st lesson free
Haider
Topi & Online
- PKR1,000/hr
- 1st lesson free
Asad
Dhandrah & Online
- PKR5,000/hr
- 1st lesson free
Aliza
Jauharabad & Online
- PKR1,000/hr
- 1st lesson free
Pakeeza
Islamabad & Online
- PKR1,000/hr
- 1st lesson free
Hammad
Lahore & Online
- PKR2,000/hr
- 1st lesson free
Ammara
Lahore
- PKR2,500/hr
- 1st lesson free
AMEER
Sambrial & Online
- PKR1,000/hr
- 1st lesson free
Lubna
Rawalpindi & Online
- PKR4,000/hr
- 1st lesson free
Anam
Shahwala Junubi & Online
- PKR1,000/hr
- 1st lesson free
Attka
Chunian & Online
- PKR500/hr
- 1st lesson free
Rohail
Rawalpindi & Online
- PKR1,000/hr
- 1st lesson free
Aleeza
Lahore & Online
- PKR2,000/hr
- 1st lesson free
-
See Statistics tutors
