The profile of Mattia and their contact details have been verified by our experts
Mattia
- Rate PKR 17,738
- Response 1h
-
Students10
Number of students Mattia has accompanied since arriving at Superprof
Number of students Mattia has accompanied since arriving at Superprof
PKR 17,738/hr
See Economics tutors
Unfortunately, this tutor is unavailable
- Economics
- Econometrics
- Risk management
Expert in Econometrics offers private tuition at all levels (MSc, PhD, ...)
- Economics
- Econometrics
- Risk management
Lesson location
About Mattia
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 disciplines 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,...
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
Review
All of our reviews are collected by us and are 100% reliable. They correspond to a real experience lived by the students of Mattia.
1 review
Perfect! Precise, very knowledgeable and can explain subjects well.
View more reviews
See more
Rates
Rate
- PKR 17,738
Pack prices
- 5h: PKR 85
- 10h: PKR 170
online
- PKR 17,738/h
Similar Economics teachers in Vancouver
Waqas
Lahore City & Online
- PKR600/hr
- 1st lesson free
Muzzamil
Karachi & Online
- PKR3,500/hr
- 1st lesson free
Samreen
Gojra & Online
- PKR600/hr
- 1st lesson free
Lubna
Rawalpindi & Online
- PKR3,500/hr
- 1st lesson free
Rida
Wazirabad & Online
- PKR3,000/hr
- 1st lesson free
Fakiha
Lahore & Online
- PKR2,500/hr
- 1st lesson free
Afzal
Karachi & Online
- PKR15,000/hr
- 1st lesson free
Riffat
Faisalabad & Online
- PKR3,000/hr
- 1st lesson free
Syeda Rukhsar
Karachi & Online
- PKR442/hr
- 1st lesson free
Nimra
Islamabad & Online
- PKR500/hr
- 1st lesson free
Suha
Karachi & Online
- PKR800/hr
- 1st lesson free
Mehboob
Faisalabad & Online
- PKR800/hr
- 1st lesson free
Uzair
Lahore & Online
- PKR2,500/hr
- 1st lesson free
Kamran Abbas Haider
Burma Town & Online
- PKR1,500/hr
- 1st lesson free
Bushra
Moro & Online
- PKR2,000/hr
- 1st lesson free
Rayyan
Karachi & Online
- PKR2,000/hr
- 1st lesson free
Shah Dost
Karachi & Online
- PKR2,500/hr
- 1st lesson free
Muhammad
Lahore & Online
- PKR4,000/hr
- 1st lesson free
Saima
Chak Beli Khan & Online
- PKR3,000/hr
- 1st lesson free
Eesha
Islamabad & Online
- PKR3,500/hr
- 1st lesson free
-
See Economics tutors
