1st lesson belanja
Paul's email address and phone number have been validated.
Paul
- Rate RM236
- Response 1h
-
Students18
Number of students accompanied by Paul since their arrival at Superprof
Number of students accompanied by Paul since their arrival at Superprof
RM236/h
Contact
1st lesson belanja
- Maths
ARMA GARCH Regression Logistic Regression Machine Learning Artificial Intelligence with R and other softwares
- Maths
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
- All levels
- 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
Recommendations
Recommendations come from relatives, friends and acquaintances of the teacher
1
Great professor, massive experience in econometrics
View more recommendations
See more
Rates
Rate
- RM236
Pack rates
- 5h: RM1180
- 10h: RM2360
free lessons
This first lesson is free to allow you to get to know your teacher so that they can best meet your needs.
- 1hr
online
- RM236/h
Similar Maths tutors in County Galway
Jun Kai
Kuala Lumpur & online
- RM200/h
- 1st lesson belanja
Bryan
Kuala Lumpur
- RM100/h
Andrew
Kuala Lumpur & online
- RM110/h
Bryan
Klang & online
- RM100/h
- 1st lesson belanja
Sathianathan
Johor Bahru & online
- RM80/h
Banuki
Kuala Lumpur & online
- RM50/h
Theresa
Petaling Jaya & online
- RM75/h
Lukman
Bandar Rimbayu & online
- RM40/h
- 1st lesson belanja
Yun Hang
Shah Alam & online
- RM75/h
Niq
Petaling Jaya & online
- RM60/h
- 1st lesson belanja
Saniya
Kuala Lumpur & online
- RM70/h
Mirthdzoy
Papar & online
- RM20/h
Marsha
Kuala Lumpur & online
- RM80/h
- 1st lesson belanja
Suganisha
Ampang Jaya & online
- RM30/h
George
Kuching & online
- RM60/h
Dr Engr Oluwasegun
Petaling Jaya & online
- RM40/h
- 1st lesson belanja
Aron
Kuala Lumpur & online
- RM100/h
- 1st lesson belanja
Dives
Kuala Lumpur & online
- RM75/h
- 1st lesson belanja
Sarah
Kuala Lumpur & online
- RM45/h
- 1st lesson belanja
Grace
Kuala Lumpur & online
- RM70/h
- 1st lesson belanja
-
See Maths tutors
