Andres - profesor de estadística - Barcelona
1a clase gratis
Andres - profesor de estadística - Barcelona

La dirección de correo electrónico y el número de teléfono Andres han sido verificados

Andres

  • Tarifa USD45
  • Respuesta 1h
  • Estudiantes

    Número de estudiantes que Andres ha acompañado desde que se unió a Superprof

    6

    Número de estudiantes que Andres ha acompañado desde que se unió a Superprof

Andres - profesor de estadística - Barcelona

USD45/h

1a clase gratis

Contactar

1a clase gratis

1a clase gratis

  • Estadística

R SPSS Eviews Gretl Stata Support for Master Thesis in econometrics and statistics (e.g. Regression, ARMA, GARCH,...)

  • Estadística

Lugar de clase

Acerca de Andres

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.

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Acerca de la clase

  • Educación Escolar Basica
  • Educación Media
  • Bachillerato
  • +3
  • niveles :

    Educación Escolar Basica

    Educación Media

    Bachillerato

    Técnico Superior

    Educación Superior Universitaria/Técnica/Artística

    Formación para adultos

  • Inglés
  • Español
  • Italiano

En qué idiomas se da la clase: :

Inglés

Español

Italiano

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

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Precios

Tarifa

  • USD45

Tarifas de los paquetes

  • 5h: USD225
  • 10h: USD450

clase gratis

Esta primera clase gratis con Andres, te permite conocerle, precisarle tus necesidades y planear las siguientes clases.

  • 1hr

En línea

  • USD45/h

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