1a clase gratis
El perfil de Andres y sus datos de contacto han sido verificados por nuestro equipo
Andres
- Tarifa $68321
- Respuesta 1h
-
Alumnos6
Número de alumnos que Andres ha acompañado desde que se unió a Superprof
Número de alumnos que Andres ha acompañado desde que se unió a Superprof
$68321/h
Contactá al profe
1a clase gratis
- Estadística
R SPSS Eviews Gretl Stata Support for Master Thesis in econometrics and statistics (e.g. Regression, ARMA, GARCH,...)
- Estadística
Modalidad de la clase
Sobre 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.
Ver más
Acerca de la clase
- Nivel primario
- ESO
- Nivel secundario
- +4
niveles :
Nivel primario
ESO
Nivel secundario
Ingresos universitarios
Pregrados universitarios
Grados universitarios
Escuela de adultos
- Inglés
- Español
- Italiano
Todos los idiomas hablados para las clases. :
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
Ver más
Precios
Tarifa
- $68321
Tarifas por packs
- 5h: $341605
- 10h: $683210
online
- $68321/h
duración clase gratis
La primera clase de muestra con Andres les permitirá conocerse y poder especificar tus necesidades para las próximas clases.
- 1h
Profesores de Estadística similares
Pablo
Sant Boi de Llobregat & online
- $1990/h
- 1a clase gratis
Carlos Eduardo
Buenos Aires & online
- $39900/h
Manuel
Olivos & online
- $20000/h
Ivan
Florida Oeste & online
- $19000/h
- 1a clase gratis
Pau
Buenos Aires & online
- $25000/h
Gonzalo
Buenos Aires & online
- $12000/h
- 1a clase gratis
Miguel
Buenos Aires & online
- $22000/h
Alberto
Buenos Aires & online
- $22000/h
Marina
El Palomar & online
- $50000/h
Lidia
Buenos Aires
- $13000/h
- 1a clase gratis
Braian
& online
- $15000/h
Alan
Buenos Aires & online
- $60000/h
Gabriela
Monte Chingolo & online
- $25000/h
Tomas
Mendoza & online
- $7000/h
- 1a clase gratis
Pablo
Merlo & online
- $8000/h
- 1a clase gratis
Fede
Santa Fe de la Vera Cruz & online
- $7500/h
Luciano
Buenos Aires & online
- $15000/h
Alan
Córdoba & online
- $60000/h
Julian
Almagro & online
- $24000/h
- 1a clase gratis
Sebastian
Vicente López & online
- $22000/h
-
Ver los profesores de estadística
