Paul - Statistics tutor - Dublin
1st lesson free
Paul - Statistics tutor - Dublin

The email address and phone number of Paul have been verified.

Paul

  • Rate UGX 246,588
  • Response 1h
  • Students

    Number of students Paul has accompanied since arriving at Superprof

    18

    Number of students Paul has accompanied since arriving at Superprof

Paul - Statistics tutor - Dublin
  • 5 (1 review)

UGX 246,588/hr

1st lesson free

Contact

1st lesson free

1st lesson free

  • Statistics

R SPSS Stata Eviews Gretl for Master Thesis in econometrics and statistics (finance, economics,...)

  • Statistics

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

  • Primary
  • Secondary
  • Tertiary
  • +11

    • levels :

    Primary

    Secondary

    Tertiary

    Adult Education

    Masters

    Diploma

    PhD (Doctor of Philosophy)

    ACCA

    ICAEW

    CIPFA

    AIA

    CIMA

    Post-Graduate Diploma in Legal Practice

    MBA

  • English
  • Italian

All languages in which the lesson is available :

English

Italian

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

Rates

Rate

  • UGX 246,588

Pack prices

  • 5h: UGX 1230
  • 10h: UGX 2460

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

online

  • UGX 246,588/hr

Similar Statistics teachers in Dublin

SuperprofPrivate lessonsPrivate Statistics tutor
See more tutors

Tutor profile verified

The email address and phone number of Paul have been verified.

levels

Primary

Secondary

Tertiary

Adult Education

Masters

Diploma

PhD (Doctor of Philosophy)

ACCA

ICAEW

CIPFA

AIA

CIMA

Post-Graduate Diploma in Legal Practice

MBA

All languages in which the lesson is available

English

Italian

Review

All of our reviews are collected by us and are 100% reliable. They correspond to a real experience lived by the students of Paul.

Reviews

The ratings include all certified reviews

as well as the recommendations left on Paul

Recommendations

Recommendations come from relatives, friends and acquaintances of the teacher

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.

Report this ad

Describe the problem encountered on this ad

About
All subjects
Resources
Help