Mattia's profile, diploma and contact details have been verified by our experts
Mattia
- Rate Ksh. 7,526
- Response 1h
-
Students50+
Number of students Mattia has accompanied since arriving at Superprof
Number of students Mattia has accompanied since arriving at Superprof
Ksh. 7,526/hr
See Maths tutors
Unfortunately, this tutor is unavailable
- Maths
Online tutoring Probability, Econometrics, Mathematical Finance, Risk Management - Support for MsC Thesis
- Maths
Lesson location
Super Prof
Mattia is one of our best Maths tutors. They have a high-quality profile, verified qualifications, a quick response time, and great reviews from 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
See more
About the lesson
- University
levels :
University
- French
- English
- Portuguese
- +2
All 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
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.
5 (5 reviews)
Perfect! Top teacher
- Ottimo studente!Mattia's response :
View more reviews
See more
Recommendations
Recommendations come from relatives, friends and acquaintances of the teacher
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!
View more recommendations
See more
Rates
Rate
- Ksh. 7,526
Pack prices
- 5h: Ksh. 37,628
- 10h: Ksh. 75,255
online
- Ksh. 7,526/h
Similar Maths teachers in Milano
Gladys
Kitui & Online
- Ksh. 1,000/h
- 1st lesson free
Rophin
Ongata Rongai & Online
- Ksh. 2,000/h
- 1st lesson free
Karanja
Kahawa Sukari & Online
- Ksh. 2,500/h
- 1st lesson free
Purvi
Nakuru & Online
- Ksh. 1,500/h
- 1st lesson free
Joan
Kiserian & Online
- Ksh. 1,200/h
- 1st lesson free
Sir James
Nairobi & Online
- Ksh. 2,000/h
- 1st lesson free
Evelyn
Nairobi & Online
- Ksh. 1,500/h
- 1st lesson free
Mariam
Kisumu & Online
- Ksh. 2,000/h
- 1st lesson free
Arwa
Mombasa & Online
- Ksh. 1,500/h
- 1st lesson free
Edward
Suna & Online
- Ksh. 1,000/h
- 1st lesson free
BETHWEL
Nairobi & Online
- Ksh. 2,500/h
- 1st lesson free
Amos
Kakamega & Online
- Ksh. 600/h
- 1st lesson free
Margaret
Kiambu & Online
- Ksh. 2,500/h
- 1st lesson free
Hudson
Kakamega & Online
- Ksh. 800/h
- 1st lesson free
Blessing
Nairobi & Online
- Ksh. 800/h
- 1st lesson free
SAMUEL
Homa Bay & Online
- Ksh. 900/h
- 1st lesson free
Maureen
Nairobi & Online
- Ksh. 2,000/h
- 1st lesson free
TEACHER GEORGE
Nairobi & Online
- Ksh. 800/h
- 1st lesson free
Nicholas Kimathi
Nairobi & Online
- Ksh. 1,500/h
- 1st lesson free
James
Nairobi & Online
- Ksh. 3,000/h
- 1st lesson free
-
See Maths tutors
