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Private teachers in Oslo

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82 private teachers in Oslo

Mattia

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£64

60-min

/h

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Finance, Statistics, Econometrics, Algorithmic Trading Tutor for master thesis and assignmentsTranslate this text using Google Translate.

Finance, Statistics, Econometrics, Algorithmic Trading Tutor for master thesis and assignmentsTranslate this text using Google Translate.

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. Covering university courses all around Europe: Italy, United Kingdom, France, Germany, Spain, Portugal,... 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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To ensure the quality of our teachers, we ask our students from Oslo to review them.

Only reviews of students are published and they are guaranteed by Apprentus. Rated 5.0 out of 5 based on 8 reviews.

At the time of this review, I have completed 4 lessons with Bruno. I can say with confidence that Bruno is an excellent and patient tutor, who has helped me get confident with the drum kit and also sustain my interest for learning drums (Before these lessons, I have never learnt music or drums earlier - so a complete newbie). He is very professional and his lessons are customised to the student. I recommend him very strongly to anyone who wishes to learn drums!

Amélia is very patient and nice. she can observe some subtle details and give constructive advice to student. Also, she is very open-minded. Overall, a high-recommended teacher!

He was very helpful with technic and details on my piano lesson. He gas great taste in music and suggested nice music sheets to play. Recommended.

To ensure the quality of our teachers, we ask our students from Oslo to review them.

Only reviews of students are published and they are guaranteed by Apprentus. Rated 5.0 out of 5 based on 8 reviews.

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