1st lesson free
The profile of Paul and their contact details have been verified by our experts
Paul
- Rate US$57
- Response 1h
-
Students18
Number of students Paul has accompanied since arriving at Superprof
Number of students Paul has accompanied since arriving at Superprof
US$57/hr
Contact
1st lesson free
- Mathematics
ARMA GARCH Regression Logistic Regression Machine Learning Artificial Intelligence with R and other softwares
- Mathematics
Lesson location
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.
See more
About the lesson
- Compulsory School
- Secondary School
- Adult Education
- +4
levels :
Compulsory School
Secondary School
Adult Education
Master
Doctorate
Other
MBA
- 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
Recommendations
Recommendations come from relatives, friends and acquaintances of the teacher
1
Great professor, massive experience in econometrics
View more recommendations
See more
Rates
Rate
- US$57
Pack prices
- 5h: US$285
- 10h: US$570
online
- US$57/h
free lessons
The first free lesson with Paul will allow you to get to know each other and clearly specify your needs for your next lessons.
- 1hr
Similar Mathematics teachers in County Galway
Alireza
Richmond Hill, Canada & Online
- US$35/hr
- 1st lesson free
Poonam
London, United Kingdom & Online
- US$133/hr
Riccardo
Roma, Italy & Online
- US$29/hr
- 1st lesson free
Chris
Paris 16e, France & Online
- US$134/hr
- 1st lesson free
Markus
München, Germany & Online
- US$52/hr
- 1st lesson free
Hamid
Vancouver, Canada & Online
- US$55/hr
- 1st lesson free
Houssem
Paris 1er, France & Online
- US$69/hr
- 1st lesson free
Mounir
Paris 8e, France & Online
- US$138/hr
- 1st lesson free
Ptashanna
Lyon, France & Online
- US$115/hr
- 1st lesson free
Romain
Paris 5e, France & Online
- US$63/hr
- 1st lesson free
Gianni
Ariano Irpino, Italy & Online
- US$26/hr
- 1st lesson free
Gaël
Paris, France & Online
- US$40/hr
- 1st lesson free
Gregor
Heidelberg, Germany & Online
- US$68/hr
- 1st lesson free
Paolo
London, United Kingdom & Online
- US$46/hr
- 1st lesson free
Samuel
Lisboa, Portugal & Online
- US$31/hr
- 1st lesson free
Nicolas
Paris 6e, France & Online
- US$68/hr
- 1st lesson free
Thomas
München, Germany & Online
- US$103/hr
- 1st lesson free
Filippo
Roma, Italy & Online
- US$40/hr
- 1st lesson free
Laurent
Marseille 1er, France & Online
- US$69/hr
- 1st lesson free
Sofia
San Francisco, United States & Online
- US$65/hr
- 1st lesson free
-
See Mathematics tutors
