Biostatistics Tutors in Schiedam, Netherlands
Results 1 - 5 of 5
Education
BA, Vanderbilt University, 2015 Mathematics and Economics with honors ======= *********Perfect 2400 SAT********* (see profile...
Experience
I also enjoy teaching chess, which I have done for several years as a volunteer to elementary schools . I am an experienced trader . I am an incredibly proficient programmer and develop financial algorithms. There is no one more qualified . ======= ...
Education
*** Contact me directly at mattia.manzoni@hotmail.it*** MsC in Engineering with top marks and research assistant of Econometrics for...
Experience
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,...
Education
***contact me directly at mattia.manzoni@hotmail.it*** MsC in Engineering with top marks and research assistant of Econometrics for...
Experience
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,...
Education
BA, Vanderbilt University, 2015 Mathematics and Economics with honors ======= *********Perfect 2400 SAT********* (see profile...
Experience
I also enjoy teaching chess, which I have done for several years as a volunteer to elementary schools . I am an experienced trader . I am an incredibly proficient programmer and develop financial algorithms. There is no one more qualified . ======= ...
Education
###CONTACT ME DIRECTLY AT MATTIA.MANZONI@HOTMAIL.IT### MsC in Engineering with top marks and research assistant of Econometrics for...
Experience
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,...