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Mattia M.
Private tutor in Vancouver, Canada
Education
***CONTACT ME DIRECTLY AT MATTIA.MANZONI@HOTMAIL.IT*** I earned my graduate degree in engineering with top marks in Italy.
Experience
***CONTACT ME DIRECTLY AT MATTIA.MANZONI@HOTMAIL.IT*** I help students with assignments, exams, presentations, advanced research, dissertations, big programming projects, and general skill enhancement. I am available to provide one-on-one tutoring for several disciplines, including statistics, financial mathematics, risk management, mathematics, and computer assignments. I also offer quantitative support for students working on their graduate-level thesis, including regressions to all statistical applications. Additionally, I offer tutoring for those students studying econometrics with applications in R, Stata, SPSS, Eview, and Gretl. My specific econometrics experience includes 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), and Hierarchical Risk Parity. My specific experience with quantitative or mid-high frequency trading includes 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, and Avellaneda-Stoikov Model for Optimal Trading Execution. My specific experience with risk management includes 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, and Methods for Semidefinite-Positive Corr Matrix Adjustment. My specific experience with financial mathematics includes Longstaff-Schwartz, HJM model (Glasserman's scheme), Greeks with Finite Difference Method, and CPPI Products & Cushion Multiplier Setup. My specific experience with machine learning includes Support Vector Machine, Decision Tree, Principal Component Analysis & Regression, XGBoost, and Random Forest.
Subject Expertise
Algebra 1, Algebra 2, Algebra 3/4, Algorithms, AP Macroeconomics, AP Microeconomics, AP Statistics, Applied Mathematics, Biostatistics, Business, Business Enterprise, Business Statistics, CAHSEE Mathematics, CLEP College Algebra, CLEP College Mathematics, CLEP Introduction to Business Law, CLEP Principles of Macroeconomics, CLEP Principles of Microeconomics, College Algebra, COMPASS Mathematics, Developmental Algebra, Economics, Elementary Algebra, Finite Mathematics, GRE Subject Test in Mathematics, IB Business & Management HL, IB Business & Management SL, IB Economics HL, IB Economics SL, IB Further Mathematics HL, IB Mathematical Studies SL, IB Mathematics HL, IB Mathematics SL, Intermediate Algebra, Intermediate Algebra, International Business, Linear Algebra, Macroeconomics, Mathematical Foundations for Computer Science, Microeconomics, Pre-Algebra, PSAT Mathematics, SAT Mathematics, SAT Subject Test in Mathematics Level 1, SAT Subject Test in Mathematics Level 2, Statistics, Statistics Graduate Level