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Harvard University (PhD)
My involvement in statistics, stochastic processes and finance spans 20 years. In addition to receiving a PhD in Statistics and masters in Finance from Harvard, I have spent more than 10 years on getting relevant teaching, tutoring and industry experience.
Nowadays, I like keeping tutoring as the secondary source of income. Also, I get to work on interesting projects from time to time. I cater to all audiences, from high school students to start-ups and hedge funds. A good 70%-80% of my clients are university students and researchers and this number has been quite stable over time.
I guess it is important that I can perform analysis in all main statistical & optimization packages: Matlab, SAS, JMP, R, Stata, SPSS, EViews, Excel and Minitab. Typically, the client comes with a clear idea in which package he / she wants the method implemented, and I am quite flexible here. I can also look into some legacy code for you, even though oftentimes such work is more expensive than writing everything from scratch.
I would not want to convey the impression that my experience mostly lies on the applied side. My thesis was quite theoretical, as was my university training. So I am comfortable with various derivations and proofs pertaining to the areas of stochastic processes, theoretical statistics, derivatives valuation and econometrics. In general, my knowledge covers the following areas: traditional statistics, machine learning, biostatistics, computational statistics (Monte Carlo), econometrics, stochastic processes, financial engineering, portfolio theory, optimization methods and actuarial models.
I am happy to tutor you on a broad spectrum of topics. Having said that, if you come to me with an interesting request on Markov Chain Monte Carlo or machine learning, hopefully, you come with understanding that such “boutique” skills cannot possibly cost the same amount as undergraduate regressions or probability theory (which is what the standard rate reflects). In this case, a good idea is to describe your project in 1-2 paragraphs and wait for me to give you the rates and the time frame.
If you let me know 2-3 days in advance, I am available on almost any day. Week-ends before 6 pm are fine. Also I have preference for doing as much as possible through Skype, since it saves your and my travel time, but we can talk about this. Please let me know if you have any questions. Best! My involvement in statistics, stochastic processes and finance spans 20 years. In addition to receiving a PhD in Statistics and masters in Finance from Harvard, I have spent more than 10 years on getting relevant teaching,
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I performed econometric modeling while consulting finance and economics clients at the university. Later on, while working at an investment bank, I used quite a few econometric tools. I work regularly with panel data, time series and various estimation methods adjusting for serial correlation and time-varying volatility effects. I know how to implement all major econometric techniques in statistical packages. Most recently, I have worked on VAR estimation, model selection and cointegration testing in Stata.
I get 1-3 Matlab clients each two weeks. I have been teaching Matlab and helping with programming projects for more than ten years now. I have developed industry-level code for corporate clients. I have experience with files manipulation, graphics, stochastic volatility modeling, vector auto-regressions, Monte Carlo valuation, bootstrap, nonparametric multidimensional methods, Markov Chain Monte Carlo estimation, various flavors of discriminant analysis, PCA, neural nets. I am happy to be involved in the infrastructure development as much as the client needs.