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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- 2021-02-22, Monday, 5.00pm-6.30pm,
title: “Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework“
authors: Paweł Sakowski, Anna Turovtseva
additional info: poster
working paper: https://www.wne.uw.edu.pl/files/5016/1041/4810/WNE_WP347.pdf
presentation: will be added soon
the recording of the presentation is available here: will be added after the presentation
- 2021-01-18, Monday, 5.00pm-6.30pm,
title: “What factors determine unequal suburbanisation? New evidence from Warsaw, Poland“
authors: Honorata Bogusz, Szymon Winnicki, Piotr Wójcik
additional info: poster
working paper: https://www.wne.uw.edu.pl/files/1216/0224/3666/WNE_WP340.pdf
the recording of the presentation is available here: https://lnkd.in/g7cV7iX
- 2020-12-14, Monday, 5.00pm-6.30pm,
title: “Artificial Neural Networks Performance in WIG20 Index Options Pricing“
authors: Maciej Wysocki, Robert Ślepaczuk
additional info: poster
working paper: https://www.wne.uw.edu.pl/files/2615/9372/4397/WNE_WP325.pdf
presentation: presentation
- 2020-11-16, Monday, 5.00pm-6.30pm,
title: “Size does matter. A study of the required window size for optimal quality market risk models“
authors: Mateusz Buczyński, Marcin Chlebus
additional info: poster
working paper: https://www.wne.uw.edu.pl/files/9215/9039/7402/WNE_WP315.pdf
the recording of the presentation is available here: https://lnkd.in/eiMwF3C
- 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
- 2019-12-17, Monday, 4.45pm-5.45pm,
title: “Recurrent Neural Networks vs. Classical Methods in Investment Strategies “
authors: Mateusz Kijewski, Robert Ślepaczuk
additional info: poster
where: Faculty of Economic Sciences, University of Warsaw, Warsaw, ul. Długa 44/50
room: B002
presentation: presentation
working paper: https://www.wne.uw.edu.pl/files/6215/9765/7140/WNE_WP333.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
