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QFRG and DSLab – monthly meetings

QFRG&DSLab

The joint project of Quantitative Finance Research Group and Data Science Lab open seminars has been started in 2019/2020 academic year and was thought of as the place for discussion of the newest research ideas coming from the latest scientific articles. We focus on research from the area of data science, quantitative finance, financial econometrics, machine learning, and risk management.

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The schedule of the forthcoming meetings is as follows:
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  • 2022-10-10, Monday, 6.30pm-8.00pm,

    title: Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
    authors: Maciej Wysocki, Paweł Sakowski
    additional info: poster
    working paper: working paper
    presentation: will be added soon
    the recording of the presentation: will be added soon

  • 2022-05-09, Monday, 5.00pm-6.00pm,

    title: The modeling of earnings per share of Polish companies for post-financial crisis period using random walk and ARIMA models
    authors: Wojciech Kuryłek
    additional info: poster
    working paper: will be added soon
    presentation: presentation
    the recording of the presentation: will be added soon

  • 2022-04-11, Monday, 5.00pm-6.00pm,

    title: Application of Machine Learning in Algorithmic Investment Strategies on Global Stock
    markets

    authors: Jan Grudniewicz, Robert Ślepaczuk
    additional info: poster
    working paper: working paper
    presentation: presentation
    the recording of the presentation: recording

  • 2022-03-21, Monday, 5.00pm-6.00pm,

    title: LSTM in Algorithmic Investment Strategies on BTC and S&P500 index
    authors: Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk
    additional info: poster
    final publication: paper
    presentation: presentation
    the recording of the presentation: recording

  • 2022-02-28, Monday, 5.00pm-6.00pm,

    title: Textual Content and Academic Selectivness. A Case of Economic Journals
    authors: Paweł Baranowski, Szymon Wójcik
    additional info: poster
    working paper: will be added soon
    presentation: presentation
    the recording of the presentation: recording

  • 2022-01-17, Monday, 3.00pm-4.30pm,

    title: Forecasting of the Day-Ahead Energy Prices
    authors: Maciej Przybyła, Piotr Wójcik
    additional info: poster
    working paper: will be added soon
    presentation: presentation
    the recording of the presentation: recording

  • 2021-12-13, Monday, 3.00pm-4.30pm,

    title: Effective Local Volatility Model – with Application to Pricing American Basket Options
    authors: Juliusz Jabłecki
    additional info: poster
    working paper: will be added soon
    presentation: presentation
    the recording of the presentation: recording

  • 2021-11-22, Monday, 4.45pm-6.30pm,
    title: Analysis of the Effectiveness of the Polish Judicial System Using Topic Modelling Tools
    authors: Maciej Świtała (PhD student at WNE UW)
    additional info: poster
    working paper: will be added soon
    presentation: presentation
    the recording of the presentation: recording
  • 2021-05-17, Monday, 5.00pm-6.30pm,
    title: Identification of Scams in Initial Coin Offerings with Machine Learning
    authors: Bedil Karimov and Piotr Wójcik
    additional info: poster 
    working paper: will be added soon
    presentation: will be added soon
    the recording of the presentation is available here: will be added soon
  • 2021-04-19, Monday, 5.00pm-6.30pm,
    title: XAI Tools as a Part of the Best Practices in Model Selection for Business Decision Modelling. Example of marketing campaign success forecasting
    authors: Marcin Chlebus
    additional info: poster 
    working paper: will be added soon
    presentation: will be added soon
    the recording of the presentation is available here: will be added soon
  • 2021-03-22, Monday, 5.00pm-6.30pm,
    title: The impact of the content of Federal Open Market Committee post-meeting statements on financial markets – text mining approach
    authors: Ewelina Osowska, Piotr Wójcik
    additional info: poster 
    working paper: https://www.wne.uw.edu.pl/files/7216/0210/4545/WNE_WP339.pdf
    presentation: will be added soon
    the recording of the presentation is available here: recording
  • 2020-01-21, Monday, 4.45pm-5.45pm,
    title: We Just Explained the Factors of Growth with Machine Learning!
    authors: Piotr Wójcik, Bartłomiej Wieczorek
    additional info: poster
    where: Faculty of Economic Sciences, University of Warsaw, Warsaw, ul. Długa 44/50
    room: B002
    working paper: https://www.wne.uw.edu.pl/files/5216/0322/9893/WNE_WP344.pdf
  • 2019-11-19, Monday, 4.45pm-5.45pm,
    title: Predicting well-being based on features visible from space – the case of Warsaw!”
    authors: Piotr Wójcik, Krystian Andruszek
    additional info: poster
    where: Faculty of Economic Sciences, University of Warsaw, Warsaw, ul. Długa 44/50
    room: B002
    working paper: https://www.wne.uw.edu.pl/files/1416/0322/8088/WNE_WP343.pdf
  • 2019-10-15, Monday, 4.45pm-5.45pm,
    title: Diversification with cryptocurrencies? OMG, really?!
    authors: Paweł Sakowski, Przemysław Ryś
    additional info: poster
    where: Faculty of Economic Sciences, University of Warsaw, Warsaw, ul. Długa 44/50
    room: B002