Le profil de Lionel et ses coordonnées ont été vérifiés par nos experts
Lionel
- Tarif 75€
- Réponse 1h
75€
Voir les professeurs de statistiques
Ce professeur est malheureusement indisponible
- Statistiques
SPSS Eviews Gretl R Stata for Master Thesis and Assignments for econometrics and statistics
- Statistiques
Lieux du cours
À propos de Lionel
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.
voir plus
À propos du cours
- Ecole fondamentale
- Lycée secondaire
- Formation pour adultes
- +1
niveaux :
Ecole fondamentale
Lycée secondaire
Formation pour adultes
Supérieur
- French
Toutes les langues parlées pour le cours :
French
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
voir plus
Tarifs
Tarif
- 75€
Tarifs packs
- 5 h: 375€
- 10 h: 750€
webcam
- 75€/h
Professeurs de Statistiques similaires
Vincent
Luxembourg
- 50€/h
Alexandre
Suessem
- 45€/h
Adrien
Esch-sur-Alzette & Par webcam
- 30€/h
- 1er cours offert
Steve
Luxembourg & Par webcam
- 75€/h
- 1er cours offert
Harrison
Luxembourg & Par webcam
- 39€/h
- 1er cours offert
Magalie
Luxembourg & Par webcam
- 65€/h
NARAYAN
Luxembourg & Par webcam
- 50€/h
- 1er cours offert
Modou
Pétange
- 40€/h
- 1er cours offert
Daniel
Luxembourg & Par webcam
- 50€/h
- 1er cours offert
Pierrelouis
Luxembourg & Par webcam
- 25€/h
- 1er cours offert
Franck
Lorentzweiler & Par webcam
- 50€/h
- 1er cours offert
Fagueye
Pétange & Par webcam
- 40€/h
- 1er cours offert
Maximilien
Mamer
- 35€/h
- 1er cours offert
Abderrahman
Esch-sur-Alzette & Par webcam
- 20€/h
- 1er cours offert
CHOUKRI
Strassen & Par webcam
- 50€/h
- 1er cours offert
Amine
Luxembourg & Par webcam
- 35€/h
- 1er cours offert
Kevin
Differdange & Par webcam
- 30€/h
- 1er cours offert
Lagloire
& Par webcam
- 40€/h
- 1er cours offert
Sara
Luxembourg & Par webcam
- 45€/h
- 1er cours offert
Anas
Luxembourg & Par webcam
- 23€/h
- 1er cours offert
-
Voir les professeurs de statistiques
