Mattia's profile and contact details have been verified by our team
Mattia
- Rate R931
- Response 1h
-
Students50+
Number of students Mattia has accompanied since joining Superprof
Number of students Mattia has accompanied since joining Superprof
R931/h
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- Maths
Online tutoring Probability, Econometrics, Mathematical Finance, Risk Management - Support for MsC Thesis
- Maths
Lesson location
Super Tutor
Mattia is one of our best Maths tutors. High-quality profile, qualifications verified, organised and responsive to lesson requests, and appreciated by their students.
About Mattia
Technical Skills (1) Econometrics: Multivariate Regression, Discrete variable models (ie Logit), Time series models (ie AR / MA, ARCH / GARCH), Vector AutoRegressive model (VAR), Cointegration (Engle -Granger, VECM), Long-memory process (Fractional Integration), Regime switching models (Hamilton Filter), Kalman Filter, Unbserved 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-Spaced Data, Bid-Ask Bounce Bias & Sahalia Method for Microstructure Noise Estimation & Test, Haya shi-Yoshida Lead-Lag Index, D'Aspremont Method for Revolution Portfolios, Market Fragmentation in Financial Markets, High-Low Prices & Pivot Points Trading Rules, 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 Correction 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
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About the lesson
levels :
All levels
- French
- English
- Portuguese
- +2
Languages in which the lesson is available :
French
English
Portuguese
Spanish
German
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's Degree Thesis (Risk Management, Mathematics, Computer Science) 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. Average price is 30 GBP / hour, even if the hourly cost can vary according to topic and project complexity Coverage university courses all around Europe: Italy, United Kingdom, France, Germany, Spain, Portugal, ... Average hourly cost can change according to project complexity
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Reviews
All the reviews collected from students are verified by our team. They are therefore reliable and correspond to a real experience with Mattia.
5 (5 reviews)
Perfect! Top teacher
- Ottimo studente!Mattia's response :
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Recommendations
Recommendations are written by the tutor's friends, family, and acquaintances.
4
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!
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Rates
Rate
- R931
Package rates
- 5h: R4653
- 10h: R9307
online
- R931/h
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