News

Conferences, projects, meetings and research results. Research seminars have their own page.

2026

  1. WNE UW team at the International Symposium on Forecasting 2026 in Montréal

    Six talks by QFRG and the Department of Quantitative Finance and Machine Learning at ISF 2026 in Montréal, and the Best Student Presentation Award for Jan Wołyniak.

  2. Bruno Dupire at the QFRG & DSLab research seminar: “10 Things You Should Know as a Quant”

    Bruno Dupire, Head of Quantitative Research at Bloomberg and creator of the local volatility model, gave the 72nd QFRG & DSLab research seminar at WNE UW.

  3. Quantitative Finance programme joins the CFA Institute University Affiliation Program

    The master's programme in Quantitative Finance at the Faculty of Economic Sciences, University of Warsaw, has been affiliated with the CFA Institute University Affiliation Program.

  4. University of Warsaw team takes 2nd place at the Rotman International Trading Competition 2026

    The University of Warsaw team, supervised by Prof. Robert Ślepaczuk, finished second at RITC 2026 in Toronto, just one point behind the winners from Baruch College.

2020

  1. COVID-19 w Polsce – gdzie jesteśmy i dokąd zmierzamy?

    W naszych najnowszych analizach tym razem nie ma żadnego machine learning, ani bardziej zaawansowanych technik obliczeniowych. Jest to jednak działanie w…

  2. Coronavirus and capital markets – updated version – 2020-03-31

    Increasing panic in societies helps to control them and influence their decisions but at the same time it limits their rational behaviors and stop them from…

  3. Koronawirus COVID-19 a rynki kapitałowe

    Indeks S&P500 spadł w okresie ostatnich 4 tygodni do wartości poniżej 2280.52 notując jedne z największych krótkoterminowych spadków (około -32.8%), w…

2019

  1. Recurrent Neural Networks vs. Classical Methods in Investment Strategies

    We invite everyone to the next seminar of the QFRG and the DSLab! It will take place on Tuesday 17th December 2019 at 16.45 in room B002 at the Faculty of…

  2. QFRG and DSLab meetings on WNE UW, 15th of October, 2019

    We invite you to the first seminar inaugurating the monthly series of meetings organised jointly by QFRG (Quantitative Finance Research Group) and DSLab…

2018

  1. QUANTDAY – 20th November 2018

    Are you interested in science behind finance? Do you want to learn practical applications of mathematical methods in financial industry? You are eager to…

  2. Cryptocurrency Mining Index (CMI)

    QFRG and LabyrintHF would like to present Cryptocurrency Mining Index (CMI) – daily updated index, reflecting the situation in the cryptocurrency mining…

  3. QFRG and Labyrinth HF project meeting on WNE UW, 18th of September, 2018

    QFRG and Labyrinth HF project would like to invite market practitioners, academics, and students to the research seminar “Why you should NOT invest in BTC…

  4. Why you should NOT invest in BTC mining

    Have you ever wondered why enormous amount of money is wasted on BTC mining enterprises which are not profitable? Is it reasonable that Venture Capital…

  5. QFRG and Labyrinth HF project meeting on MIMUW, 29th of May, 2018

    QFRG and Labyrinth HF would like to invite students and market practitioners who are interested in the field of hedge funds, algorithmic investment…

2017

  1. QFRG monthly meeting, 16th of January, 2018

    We would like to invite students and market practitioners who are interested in the field of algorithmic investment strategies on cryptocurrency markets to…

  2. QFRG invitation for new members

    We would like to invite students who are interested in the field of quantitative finance and financial econometrics and are convinced to devote their time…

2016

  1. Equity Risk Premium Determinants for Emerging and Developed Markets

    The Department of Quantitative Finance at the Faculty of Economic Sciences University of Warsaw and the Quantitative Finance Research Group invite everyone…

2014

  1. Equity Index Derivatives in Investment Strategies and Asset Allocation

    Quantitative Finance Research Group at the Faculty of Economic Sciences, University of Warsaw and Eurex Exchange are pleased to invite everyone to attend…

  2. Technical Analysis: Elliott Waves

    Technical Analysis: Elliott Waves – guest lecture at the Faculty by Tomasz Jerzyk from BZWBK. We invite everyone on Tuesday, 2014-04-29, 13:15 to the room…

2013

  1. First training in Trading Lab!

    We are happy to invite you to the first training in our new Trading Lab at WNE UW! Our first meeting with OSTC Managers will be held on 12th November 2013…

  2. Grand Opening of Trading Lab

    On behalf of University of Warsaw, Faculty of Economic Sciences and OSTC company we are pleased to invite you to the grand opening of our unique,…

  3. Global Trading Challenge with OSTC

    The Quantitative Finance Research Group is pleased to announce that the University of Warsaw will participate in the OSTC International Student Trading…

2012

  1. How to Effectively Replicate Hedge Funds Strategies Using Eurex Products?

    Quantitative Finance Research Group at the Faculty of Economic Sciences, University of Warsaw and Eurex Exchange are pleased to invite everyone to attend…

  2. What’s the role of quantitative methods in investment fund managing?

    What’s the role of quantitative methods in investment fund managing? How to profit independently of market trends? A discussion with Robert Ślepaczuk, PhD,…