L'adresse e-mail et le numéro de téléphone de Lionel ont été validés
Lionel
- Tarif 49 121 FCFA
- Réponse 1h
49 121 FCFA/h
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
- Primaire
- Collège
- Seconde
- +2
niveaux :
Primaire
Collège
Seconde
Formation pour adultes
Licence
- Français
- Anglais
- Italien
Toutes les langues parlées pour le cours :
Français
Anglais
Italien
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
- 49 121 FCFA
Tarifs packs
- 5h : 245 FCFA
- 10h : 490 FCFA
webcam
- 49 121 FCFA/h
Professeurs de Statistiques similaires
Raphaël
Yaoundé VIe & webcam
- 5 000 FCFA/h
- 1er cours offert
Jason Lee
Douala & webcam
- 2 500 FCFA/h
- 1er cours offert
JEAN PAUL
Douala & webcam
- 4 000 FCFA/h
- 1er cours offert
Kelly
Yaoundé & webcam
- 7 500 FCFA/h
- 1er cours offert
Fils arnold
Douala
- 3 500 FCFA/h
- 1er cours offert
Blanche
Yaoundé & webcam
- 5 000 FCFA/h
- 1er cours offert
Guillaume
Yaoundé & webcam
- 12 000 FCFA/h
- 1er cours offert
Steve vidal
Sangmélima & webcam
- 3 000 FCFA/h
- 1er cours offert
Bnfg
Yaoundé & webcam
- 5 000 FCFA/h
- 1er cours offert
Ange Marion
Yaoundé & webcam
- 2 500 FCFA/h
- 1er cours offert
Kenneth
Douala & webcam
- 8 000 FCFA/h
- 1er cours offert
Lucien
Yaoundé & webcam
- 15 000 FCFA/h
- 1er cours offert
Killian
Yaoundé
- 5 000 FCFA/h
- 1er cours offert
Kenn
Bertoua & webcam
- 2 000 FCFA/h
- 1er cours offert
Bérios
Douala & webcam
- 35 000 FCFA/h
- 1er cours offert
Katryn
Yaoundé & webcam
- 7 000 FCFA/h
- 1er cours offert
Chris
Paris 16e, France & webcam
- 76 747 FCFA/h
- 1er cours offert
Madeleine
Paris 4e, France & webcam
- 78 715 FCFA/h
- 1er cours offert
Romain
Paris 6e, France & webcam
- 78 715 FCFA/h
- 1er cours offert
Antoine
Incourt, Wallonie & webcam
- 39 357 FCFA/h
- 1er cours offert
-
Voir les professeurs de statistiques
