Het profiel Martin en de bijbehorende contactgegevens worden door onze experts geverifieerd
Martin
- Tarief €50
- Reactie 1u
-
Leerlingen20
Aantal leerlingen die door Martin zijn begeleid sinds zijn start bij Superprof
Aantal leerlingen die door Martin zijn begeleid sinds zijn start bij Superprof
€50/u
Bekijk meer leraren statistiek
Helaas is deze leraar niet beschikbaar
- Statistiek
- SPSS
Statistics & Econometrics for Master Thesis (R Studio, SPSS, Stata, Eviews, Gretl)
- Statistiek
- SPSS
Leslocatie
-
Bij Martin: Brussel
- Online
-
Bij jou thuis of op een openbare plaats : verplaatsing tot 20 km vanuit Brussel
-
Over Martin
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,...
Lees verder
Over deze les
- Basisschool
- Secundair onderwijs
- Master
- +8
niveaus :
Basisschool
Secundair onderwijs
Master
Volwassenenonderwijs
Bachelor
Bachelor afgestudeerd
Doctoraat
Anders
ASO
TSO
BSO
- Engels
- Italiaans
- Nederlands
Alle talen die tijdens de les gesproken worden :
Engels
Italiaans
Nederlands
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
Lees verder
Tarieven
Tarief
- €50
Pakkettarieven
- 5u: €250
- 10u: €500
online
- €50/u
Andere vergelijkbare leraren Statistiek
Lucas
Brussel & Online
- €40/u
Msa
Brussel & Online
- €15/u
- 1e les gratis
Bilel
Brussel & Online
- €30/u
- 1e les gratis
Narmin
Bruxelles & Online
- €25/u
- 1e les gratis
Cedric
Brussel & Online
- €35/u
- 1e les gratis
Matteo
Brussel & Online
- €25/u
- 1e les gratis
Nguyen Nhung
Brussel & Online
- €23/u
- 1e les gratis
Sulman
Brussel & Online
- €40/u
- 1e les gratis
Mohamed
Brussel & Online
- €35/u
- 1e les gratis
Jineet
Brussel & Online
- €30/u
- 1e les gratis
Neirinckx
Brussel & Online
- €40/u
- 1e les gratis
Yassir
Elsene & Online
- €30/u
- 1e les gratis
Robert
Dilbeek & Online
- €34/u
Johannes
Zaventem & Online
- €30/u
- 1e les gratis
Marijke
Opwijk & Online
- €30/u
- 1e les gratis
Lennert
Opwijk & Online
- €35/u
- 1e les gratis
Sam
Roosdaal & Online
- €20/u
- 1e les gratis
Lauren
Mechelen & Online
- €10/u
- 1e les gratis
Wouter
Bierbeek & Online
- €40/u
- 1e les gratis
Werner
Gent & Online
- €40/u
- 1e les gratis
-
Bekijk meer leraren statistiek
