Personal Information
Organization / Workplace
Warsaw, Masovian District, Poland Poland
Occupation
statistician, data analyst and programmer, advanced R and SAS user, assistant professor at University of Warsaw
Industry
Education
About
RESEARCH INTERESTS
volatility modeling, derivatives pricing, VIX term structure, quantitative finance, financial econometrics, financial time-series analysis, generalized autoregressive conditional heteroskedasticity, automated trading strategies, algorithmic trading, behavioral finance, economics of education
CONSULTANCY & TRAINING
statistical data analysis, econometric modeling, forecasting financial time series, volatility modeling, financial modeling
MARKET RESEARCH
multivariate data analysis, segmentation development, developing quantitative tools
Contact Details