QFRG – seminars and newsQuantitative Finance Research Group at the Faculty of Economic Sciences, University of Warsaw: algorithmic trading, machine learning in finance, volatility and risk. Open research seminars with Data Science Lab.https://qfrg.wne.uw.edu.pl/en72nd seminar: 10 Things You Should Know as a Quanthttps://qfrg.wne.uw.edu.pl/seminars/72-10-things-you-should-know-as-a-quant/https://qfrg.wne.uw.edu.pl/seminars/72-10-things-you-should-know-as-a-quant/Bruno Dupire · 24 June 2026Wed, 24 Jun 2026 07:30:00 GMTSeminar71st seminar: Zero-Shot Transformer Models for High-Frequency Financial Time Series Forecasting in Trading Applicationshttps://qfrg.wne.uw.edu.pl/seminars/71-zero-shot-transformer-models-for-high-frequency-financial/https://qfrg.wne.uw.edu.pl/seminars/71-zero-shot-transformer-models-for-high-frequency-financial/Jan Wołyniak, Robert Ślepaczuk · 8 June 2026Mon, 08 Jun 2026 16:30:00 GMTSeminar70th seminar: Reading Between the Rates: How Options Price Fed Uncertaintyhttps://qfrg.wne.uw.edu.pl/seminars/70-reading-between-the-rates-how-options-price-fed/https://qfrg.wne.uw.edu.pl/seminars/70-reading-between-the-rates-how-options-price-fed/Łukasz Adamski, Robert Ślepaczuk · 25 May 2026Mon, 25 May 2026 14:45:00 GMTSeminar69th seminar: A Mortgage Prepayment Study Using Survival Analysis and Time-Varying Determinantshttps://qfrg.wne.uw.edu.pl/seminars/69-a-mortgage-prepayment-study-using-survival-analysis-and/https://qfrg.wne.uw.edu.pl/seminars/69-a-mortgage-prepayment-study-using-survival-analysis-and/Andrei Shelest · 18 May 2026Mon, 18 May 2026 15:00:00 GMTSeminar68th seminar: Optimal Market Making under Exchange Rate Limitshttps://qfrg.wne.uw.edu.pl/seminars/68-optimal-market-making-under-exchange-rate-limits/https://qfrg.wne.uw.edu.pl/seminars/68-optimal-market-making-under-exchange-rate-limits/Bartosz Bieganowski, Robert Ślepaczuk · 27 April 2026Mon, 27 Apr 2026 16:30:00 GMTSeminar67th seminar: Ontology as a hyperparameter: Task-aware knowledge graph construction using LLMshttps://qfrg.wne.uw.edu.pl/seminars/67-ontology-as-a-hyperparameter-task-aware-knowledge-graph/https://qfrg.wne.uw.edu.pl/seminars/67-ontology-as-a-hyperparameter-task-aware-knowledge-graph/Jan Frąckowiak · 13 April 2026Mon, 13 Apr 2026 15:00:00 GMTSeminar66th seminar: News sentiment analysis using ChatGPT for Bitcoin price dynamicshttps://qfrg.wne.uw.edu.pl/seminars/66-news-sentiment-analysis-using-chatgpt-for-bitcoin-price/https://qfrg.wne.uw.edu.pl/seminars/66-news-sentiment-analysis-using-chatgpt-for-bitcoin-price/Piotr Fiszeder, Witold Orzeszko, Radosław Pietrzyk · 9 March 2026Mon, 09 Mar 2026 16:00:00 GMTSeminar65th seminar: Carry, Convexity and Reliability – Navigating Tails Risk Hedging Dilemashttps://qfrg.wne.uw.edu.pl/seminars/65-carry-convexity-and-reliability-navigating-tails-risk-hedging/https://qfrg.wne.uw.edu.pl/seminars/65-carry-convexity-and-reliability-navigating-tails-risk-hedging/Juliusz Jabłecki, Chris Marais, Bruno Schwalbach · 9 February 2026Mon, 09 Feb 2026 18:00:00 GMTSeminar64th seminar: Infrastructure Capacity, Risk, and Firm Value: Evidence from U.S. Electricity Tightnesshttps://qfrg.wne.uw.edu.pl/seminars/64-infrastructure-capacity-risk-and-firm-value-evidence-from/https://qfrg.wne.uw.edu.pl/seminars/64-infrastructure-capacity-risk-and-firm-value-evidence-from/Marcin Kacperczyk, David Licher · 12 January 2026Mon, 12 Jan 2026 17:30:00 GMTSeminar63rd seminar: Glioma Segmentation Throughout the Treatment Continuum: A Systematic Evaluation of Deep Learning Models for the BraTS 2025 Lighthouse Challengehttps://qfrg.wne.uw.edu.pl/seminars/63-glioma-segmentation-throughout-the-treatment-continuum-a-systematic/https://qfrg.wne.uw.edu.pl/seminars/63-glioma-segmentation-throughout-the-treatment-continuum-a-systematic/Maciej Kuchciak · 8 December 2025Mon, 08 Dec 2025 16:00:00 GMTSeminar62nd seminar: A Time-Varying Interpretable Multi-Scale Transformer for Exchange Rate Returns Forecasting and Investment Decision Supporthttps://qfrg.wne.uw.edu.pl/seminars/62-a-time-varying-interpretable-multi-scale-transformer-for/https://qfrg.wne.uw.edu.pl/seminars/62-a-time-varying-interpretable-multi-scale-transformer-for/Dinggao Liu, Robert Ślepaczuk, Zhenpeng Tang · 1 December 2025Mon, 01 Dec 2025 17:30:00 GMTSeminar61st seminar: Machine Learning for Daily Return Direction Forecasting: Predicting Socio-Economic Development in Poland in 2020–2024 Using Satellite Imageryhttps://qfrg.wne.uw.edu.pl/seminars/61-machine-learning-for-daily-return-direction-forecasting-predicting/https://qfrg.wne.uw.edu.pl/seminars/61-machine-learning-for-daily-return-direction-forecasting-predicting/Łukasz Janisiów, Piotr Wójcik · 24 November 2025Mon, 24 Nov 2025 16:00:00 GMTSeminar60th seminar: Machine Learning for Daily Return Direction Forecasting: A Comparative Study with Explainable AI Insightshttps://qfrg.wne.uw.edu.pl/seminars/60-machine-learning-for-daily-return-direction-forecasting-a/https://qfrg.wne.uw.edu.pl/seminars/60-machine-learning-for-daily-return-direction-forecasting-a/Krzysztof Płachta, Robert Ślepaczuk · 3 November 2025Mon, 03 Nov 2025 17:30:00 GMTSeminar59th seminar: Systematic Bagging Model for market risk – cross pattern learning framework for Value at Risk and Expected Shortfall estimationhttps://qfrg.wne.uw.edu.pl/seminars/59-systematic-bagging-model-for-market-risk-cross-pattern/https://qfrg.wne.uw.edu.pl/seminars/59-systematic-bagging-model-for-market-risk-cross-pattern/Michał Woźniak, Robert Ślepaczuk, Marcin Chlebus · 20 October 2025Mon, 20 Oct 2025 16:30:00 GMTSeminar58th seminar: Recurrent neural architectures for nonlinear volatility modelinghttps://qfrg.wne.uw.edu.pl/seminars/58-recurrent-neural-architectures-for-nonlinear-volatility-modeling/https://qfrg.wne.uw.edu.pl/seminars/58-recurrent-neural-architectures-for-nonlinear-volatility-modeling/Josip Arneric, Mateusz Buczyński · 12 May 2025Mon, 12 May 2025 16:30:00 GMTSeminar57th seminar: How to win world championships in econometricshttps://qfrg.wne.uw.edu.pl/seminars/57-how-to-win-world-championships-in-econometrics/https://qfrg.wne.uw.edu.pl/seminars/57-how-to-win-world-championships-in-econometrics/Jakub Bandurski, Eliza Hałatek, Adam Łaziński, Michał Kunstler · 28 April 2025Mon, 28 Apr 2025 16:30:00 GMTSeminar56th seminar: Factor Zoo (.zip)https://qfrg.wne.uw.edu.pl/seminars/56-factor-zoo-zip/https://qfrg.wne.uw.edu.pl/seminars/56-factor-zoo-zip/Matthias X. Hanauer · 14 April 2025Mon, 14 Apr 2025 15:30:00 GMTSeminar55th seminar: In the Beginning Was the Word: LLM-VaR and LLM-EShttps://qfrg.wne.uw.edu.pl/seminars/55-in-the-beginning-was-the-word-llm-var/https://qfrg.wne.uw.edu.pl/seminars/55-in-the-beginning-was-the-word-llm-var/Daniel Traian Pele · 17 March 2025Mon, 17 Mar 2025 16:30:00 GMTSeminar54th seminar: Leveraging Convexity: Enhancing Global Equity Expected Returns with Trend-Following and Tail Risk Hedging Overlayshttps://qfrg.wne.uw.edu.pl/seminars/54-leveraging-convexity-enhancing-global-equity-expected-returns-with/https://qfrg.wne.uw.edu.pl/seminars/54-leveraging-convexity-enhancing-global-equity-expected-returns-with/Bruno Schwalbach · 3 March 2025Mon, 03 Mar 2025 17:30:00 GMTSeminar53rd seminar: Rebalance Timing Luck: Unveiling the Hidden Hand in Portfolio Returnshttps://qfrg.wne.uw.edu.pl/seminars/53-rebalance-timing-luck-unveiling-the-hidden-hand-in/https://qfrg.wne.uw.edu.pl/seminars/53-rebalance-timing-luck-unveiling-the-hidden-hand-in/Corey Hoffstein · 3 February 2025Mon, 03 Feb 2025 17:30:00 GMTSeminar52nd seminar: Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Datahttps://qfrg.wne.uw.edu.pl/seminars/52-informer-in-algorithmic-investment-strategies-on-high-frequency/https://qfrg.wne.uw.edu.pl/seminars/52-informer-in-algorithmic-investment-strategies-on-high-frequency/Filip Stefaniuk, Robert Ślepaczuk · 27 January 2025Mon, 27 Jan 2025 17:30:00 GMTSeminar51st seminar: Snapshots of Stories: Utilising Transformer Networks for Short Video Selection from Long-form Contenthttps://qfrg.wne.uw.edu.pl/seminars/51-snapshots-of-stories-utilising-transformer-networks-for-short/https://qfrg.wne.uw.edu.pl/seminars/51-snapshots-of-stories-utilising-transformer-networks-for-short/Jakub Wujec, Jakub Żmujdzin, Marcin Chlebus, Piotr Wójcik · 20 January 2025Mon, 20 Jan 2025 16:30:00 GMTSeminar50th seminar: Can Artificial Intelligence Trade The Stock Market?https://qfrg.wne.uw.edu.pl/seminars/50-can-artificial-intelligence-trade-the-stock-market/https://qfrg.wne.uw.edu.pl/seminars/50-can-artificial-intelligence-trade-the-stock-market/Jędrzej Maskiewicz, Paweł Sakowski · 2 December 2024Mon, 02 Dec 2024 17:30:00 GMTSeminar49th seminar: Conditioning cooperation with property rights in tragedy of the commons settinghttps://qfrg.wne.uw.edu.pl/seminars/49-conditioning-cooperation-with-property-rights-in-tragedy-of/https://qfrg.wne.uw.edu.pl/seminars/49-conditioning-cooperation-with-property-rights-in-tragedy-of/Jakub Bandurski, Piotr Wójcik · 18 November 2024Mon, 18 Nov 2024 17:30:00 GMTSeminar48th seminar: In Pursuit of Trend-Following Beta: The Promise and Pitfalls of Replicationhttps://qfrg.wne.uw.edu.pl/seminars/48-in-pursuit-of-trend-following-beta-the-promise/https://qfrg.wne.uw.edu.pl/seminars/48-in-pursuit-of-trend-following-beta-the-promise/Steven Braun, Corey Hoffstein, Juliusz Jabłecki · 4 November 2024Mon, 04 Nov 2024 17:30:00 GMTSeminar47th seminar: Nighttime Lights as a Proxy for Economic Development on a Local Level – The Case of the UShttps://qfrg.wne.uw.edu.pl/seminars/47-nighttime-lights-as-a-proxy-for-economic-development/https://qfrg.wne.uw.edu.pl/seminars/47-nighttime-lights-as-a-proxy-for-economic-development/Patrick Sliz, Piotr Wójcik · 14 October 2024Mon, 14 Oct 2024 16:30:00 GMTSeminar46th seminar: Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities markethttps://qfrg.wne.uw.edu.pl/seminars/46-statistical-arbitrage-in-multi-pair-trading-strategy-based/https://qfrg.wne.uw.edu.pl/seminars/46-statistical-arbitrage-in-multi-pair-trading-strategy-based/Adam Korniejczuk, Robert Ślepaczuk · 7 October 2024Mon, 07 Oct 2024 16:40:00 GMTSeminar45th seminar: Uncovering the Asymmetric Information Content of High-Frequency Optionshttps://qfrg.wne.uw.edu.pl/seminars/45-uncovering-the-asymmetric-information-content-of-high-frequency/https://qfrg.wne.uw.edu.pl/seminars/45-uncovering-the-asymmetric-information-content-of-high-frequency/Mattia Bevilacqua · 8 April 2024Mon, 08 Apr 2024 16:30:00 GMTSeminar44th seminar: Analyzing Bitcoin Movements through Artificial Intelligence Evaluation of Facebook Sentimentshttps://qfrg.wne.uw.edu.pl/seminars/44-analyzing-bitcoin-movements-through-artificial-intelligence-evaluation-of/https://qfrg.wne.uw.edu.pl/seminars/44-analyzing-bitcoin-movements-through-artificial-intelligence-evaluation-of/Daniel Traian Pele · 25 March 2024Mon, 25 Mar 2024 15:45:00 GMTSeminar43rd seminar: Supervised Autoencoder MLP for Financial Time Series Forecastinghttps://qfrg.wne.uw.edu.pl/seminars/43-supervised-autoencoder-mlp-for-financial-time-series-forecasting/https://qfrg.wne.uw.edu.pl/seminars/43-supervised-autoencoder-mlp-for-financial-time-series-forecasting/Bartosz Bieganowski, Robert Ślepaczuk · 4 March 2024Mon, 04 Mar 2024 17:30:00 GMTSeminar42nd seminar: On track to a green future: new insights on the impact of train transport on Warsaw suburban real estate markethttps://qfrg.wne.uw.edu.pl/seminars/42-on-track-to-a-green-future-new-insights/https://qfrg.wne.uw.edu.pl/seminars/42-on-track-to-a-green-future-new-insights/Paweł Sieczak, Piotr Wójcik · 5 February 2024Mon, 05 Feb 2024 16:45:00 GMTSeminar41st seminar: Low-Volatility Equity Strategies and Interest Rates: A Bittersweet Perspectivehttps://qfrg.wne.uw.edu.pl/seminars/41-low-volatility-equity-strategies-and-interest-rates-a/https://qfrg.wne.uw.edu.pl/seminars/41-low-volatility-equity-strategies-and-interest-rates-a/Juliusz Jabłecki · 4 December 2023Mon, 04 Dec 2023 17:30:00 GMTSeminar40th seminar: Beyond Yelp – predicting restaurant closures based on Google Maps datahttps://qfrg.wne.uw.edu.pl/seminars/40-beyond-yelp-predicting-restaurant-closures-based-on-google/https://qfrg.wne.uw.edu.pl/seminars/40-beyond-yelp-predicting-restaurant-closures-based-on-google/Tomasz Starakiewicz, Piotr Wójcik · 27 November 2023Mon, 27 Nov 2023 16:45:00 GMTSeminar39th seminar: Explaining and Forecasting Abnormal Returns and Volume by Investor Sentiment Indicatorshttps://qfrg.wne.uw.edu.pl/seminars/39-explaining-and-forecasting-abnormal-returns-and-volume-by/https://qfrg.wne.uw.edu.pl/seminars/39-explaining-and-forecasting-abnormal-returns-and-volume-by/Szymon Lis, Paweł Sakowski, Robert Ślepaczuk · 13 November 2023Mon, 13 Nov 2023 17:30:00 GMTSeminar38th seminar: How much is my harm worth? Predicting the amount of compensation for harm awarded by the Polish courtshttps://qfrg.wne.uw.edu.pl/seminars/38-how-much-is-my-harm-worth-predicting-the/https://qfrg.wne.uw.edu.pl/seminars/38-how-much-is-my-harm-worth-predicting-the/Maciej Świtała · 23 October 2023Mon, 23 Oct 2023 15:45:00 GMTSeminar37th seminar: Comprehensive Comparison of Quantitative Finance Models for Hedging of Options Portfoliohttps://qfrg.wne.uw.edu.pl/seminars/37-comprehensive-comparison-of-quantitative-finance-models-for-hedging/https://qfrg.wne.uw.edu.pl/seminars/37-comprehensive-comparison-of-quantitative-finance-models-for-hedging/Maciej Wysocki, Robert Ślepaczuk · 9 October 2023Mon, 09 Oct 2023 16:30:00 GMTSeminar36th seminar: The Credit Card Debt Puzzle and Noncognitive Abilityhttps://qfrg.wne.uw.edu.pl/seminars/36-the-credit-card-debt-puzzle-and-noncognitive-ability/https://qfrg.wne.uw.edu.pl/seminars/36-the-credit-card-debt-puzzle-and-noncognitive-ability/Hwan-Sik Choi · 12 June 2023Mon, 12 Jun 2023 16:30:00 GMTSeminar35th seminar: How to win Econometric Gameshttps://qfrg.wne.uw.edu.pl/seminars/35-how-to-win-econometric-games/https://qfrg.wne.uw.edu.pl/seminars/35-how-to-win-econometric-games/Mateusz Buczyński, Michał Kunster, Michał Woźniak · 29 May 2023Mon, 29 May 2023 15:00:00 GMTSeminar34th seminar: Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energyhttps://qfrg.wne.uw.edu.pl/seminars/34-proof-of-work-versus-proof-of-stake-coins/https://qfrg.wne.uw.edu.pl/seminars/34-proof-of-work-versus-proof-of-stake-coins/Barbara Będowska-Sójka, Agata Kliber · 24 April 2023Mon, 24 Apr 2023 15:00:00 GMTSeminar33rd seminar: The Systemic Risk Approach Based on Implied and Realized Volatilityhttps://qfrg.wne.uw.edu.pl/seminars/33-the-systemic-risk-approach-based-on-implied-and/https://qfrg.wne.uw.edu.pl/seminars/33-the-systemic-risk-approach-based-on-implied-and/Paweł Sakowski, Rafał Sieradzki, Robert Ślepaczuk · 3 April 2023Mon, 03 Apr 2023 16:30:00 GMTSeminar32nd seminar: On Randomization of Affine Diffusion Processes with Application to Pricing of Options on VIX and S&P 500https://qfrg.wne.uw.edu.pl/seminars/32-on-randomization-of-affine-diffusion-processes-with-application/https://qfrg.wne.uw.edu.pl/seminars/32-on-randomization-of-affine-diffusion-processes-with-application/Lech A. Grzelak · 6 March 2023Mon, 06 Mar 2023 17:30:00 GMTSeminar31st seminar: Deep learning–based automated measurements of the scrotal circumference of Norwegian Red bulls from 3D imageshttps://qfrg.wne.uw.edu.pl/seminars/31-deep-learning-based-automated-measurements-of-the-scrotal/https://qfrg.wne.uw.edu.pl/seminars/31-deep-learning-based-automated-measurements-of-the-scrotal/Joanna Bremer, Michał Maj · 27 February 2023Mon, 27 Feb 2023 16:00:00 GMTSeminar30th seminar: The Properties of Alpha Risk Parity Portfolioshttps://qfrg.wne.uw.edu.pl/seminars/30-the-properties-of-alpha-risk-parity-portfolios/https://qfrg.wne.uw.edu.pl/seminars/30-the-properties-of-alpha-risk-parity-portfolios/Jérôme Gava, Julien Turc · 6 February 2023Mon, 06 Feb 2023 17:30:00 GMTSeminar29th seminar: Crypto session: volatility forecasting, cross-exchange risk and Quantinarhttps://qfrg.wne.uw.edu.pl/seminars/29-crypto-session-volatility-forecasting-cross-exchange-risk-and/https://qfrg.wne.uw.edu.pl/seminars/29-crypto-session-volatility-forecasting-cross-exchange-risk-and/Wolfgang Härdle, Yifu Wang, Raul Bag · 23 January 2023Mon, 23 Jan 2023 14:00:00 GMTSeminar28th seminar: Performance and Flow of SRI Mutual Funds and Investors Sophisticationhttps://qfrg.wne.uw.edu.pl/seminars/28-performance-and-flow-of-sri-mutual-funds-and/https://qfrg.wne.uw.edu.pl/seminars/28-performance-and-flow-of-sri-mutual-funds-and/Olga Klinkowska, Yuan Zhao · 16 January 2023Mon, 16 Jan 2023 17:30:00 GMTSeminar27th seminar: Absorption capacity of regions in terms of supporting entrepreneurship under the EU Cohesion Policy. New evidencehttps://qfrg.wne.uw.edu.pl/seminars/27-absorption-capacity-of-regions-in-terms-of-supporting/https://qfrg.wne.uw.edu.pl/seminars/27-absorption-capacity-of-regions-in-terms-of-supporting/Marcin Wajda, Piotr Wójcik · 19 December 2022Mon, 19 Dec 2022 16:00:00 GMTSeminar26th seminar: Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Indexhttps://qfrg.wne.uw.edu.pl/seminars/26-daily-and-intraday-application-of-various-architectures-of/https://qfrg.wne.uw.edu.pl/seminars/26-daily-and-intraday-application-of-various-architectures-of/Katarzyna Kryńska, Robert Ślepaczuk · 5 December 2022Mon, 05 Dec 2022 17:30:00 GMTSeminar25th seminar: Is attention all you need for intraday Forex trading?https://qfrg.wne.uw.edu.pl/seminars/25-is-attention-all-you-need-for-intraday-forex/https://qfrg.wne.uw.edu.pl/seminars/25-is-attention-all-you-need-for-intraday-forex/Przemysław Grądzki, Piotr Wójcik · 21 November 2022Mon, 21 Nov 2022 16:00:00 GMTSeminar24th seminar: A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategyhttps://qfrg.wne.uw.edu.pl/seminars/24-a-comparison-of-lstm-and-gru-architectures-with/https://qfrg.wne.uw.edu.pl/seminars/24-a-comparison-of-lstm-and-gru-architectures-with/Illia Baranochnikov, Robert Ślepaczuk · 7 November 2022Mon, 07 Nov 2022 17:30:00 GMTSeminar23rd seminar: What makes Punks worthy? Valuation of Non-Fungible Tokens based on the CryptoPunks collectiohttps://qfrg.wne.uw.edu.pl/seminars/23-what-makes-punks-worthy-valuation-of-non-fungible/https://qfrg.wne.uw.edu.pl/seminars/23-what-makes-punks-worthy-valuation-of-non-fungible/Ewelina Plachimowicz, Piotr Wójcik · 24 October 2022Mon, 24 Oct 2022 15:00:00 GMTSeminar22nd seminar: Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Modelshttps://qfrg.wne.uw.edu.pl/seminars/22-investment-portfolio-optimization-based-on-modern-portfolio-theory/https://qfrg.wne.uw.edu.pl/seminars/22-investment-portfolio-optimization-based-on-modern-portfolio-theory/Maciej Wysocki, Paweł Sakowski · 10 October 2022Mon, 10 Oct 2022 16:30:00 GMTSeminar21st seminar: Satellite imaginary for social data sciencehttps://qfrg.wne.uw.edu.pl/seminars/21-satellite-imaginary-for-social-data-science/https://qfrg.wne.uw.edu.pl/seminars/21-satellite-imaginary-for-social-data-science/Xaquín S. Perez-Sindin, Piotr Wójcik · 20 June 2022Mon, 20 Jun 2022 15:00:00 GMTSeminar20th seminar: The modeling of earnings per share of Polish companies for post-financial crisis period using random walk and ARIMA modelshttps://qfrg.wne.uw.edu.pl/seminars/20-the-modeling-of-earnings-per-share-of-polish/https://qfrg.wne.uw.edu.pl/seminars/20-the-modeling-of-earnings-per-share-of-polish/Wojciech Kuryłek · 9 May 2022Mon, 09 May 2022 15:00:00 GMTSeminar19th seminar: Application of Machine Learning in Algorithmic Investment Strategies on Global Stock marketshttps://qfrg.wne.uw.edu.pl/seminars/19-application-of-machine-learning-in-algorithmic-investment-strategies/https://qfrg.wne.uw.edu.pl/seminars/19-application-of-machine-learning-in-algorithmic-investment-strategies/Jan Grudniewicz, Robert Ślepaczuk · 11 April 2022Mon, 11 Apr 2022 15:00:00 GMTSeminar18th seminar: LSTM in Algorithmic Investment Strategies on BTC and S&P500 indexhttps://qfrg.wne.uw.edu.pl/seminars/18-lstm-in-algorithmic-investment-strategies-on-btc-and/https://qfrg.wne.uw.edu.pl/seminars/18-lstm-in-algorithmic-investment-strategies-on-btc-and/Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk · 21 March 2022Mon, 21 Mar 2022 16:00:00 GMTSeminar17th seminar: Textual Content and Academic Selectivness. A Case of Economic Journalshttps://qfrg.wne.uw.edu.pl/seminars/17-textual-content-and-academic-selectivness-a-case-of/https://qfrg.wne.uw.edu.pl/seminars/17-textual-content-and-academic-selectivness-a-case-of/Paweł Baranowski, Szymon Wójcik · 28 February 2022Mon, 28 Feb 2022 16:00:00 GMTSeminar16th seminar: Forecasting of the Day-Ahead Energy Priceshttps://qfrg.wne.uw.edu.pl/seminars/16-forecasting-of-the-day-ahead-energy-prices/https://qfrg.wne.uw.edu.pl/seminars/16-forecasting-of-the-day-ahead-energy-prices/Maciej Przybyła, Piotr Wójcik · 17 January 2022Mon, 17 Jan 2022 14:00:00 GMTSeminar15th seminar: Effective Local Volatility Model – with Application to Pricing American Basket Optionshttps://qfrg.wne.uw.edu.pl/seminars/15-effective-local-volatility-model-with-application-to-pricing/https://qfrg.wne.uw.edu.pl/seminars/15-effective-local-volatility-model-with-application-to-pricing/Juliusz Jabłecki · 13 December 2021Mon, 13 Dec 2021 14:00:00 GMTSeminar14th seminar: Analysis of the Effectiveness of the Polish Judicial System Using Topic Modelling Toolshttps://qfrg.wne.uw.edu.pl/seminars/14-analysis-of-the-effectiveness-of-the-polish-judicial/https://qfrg.wne.uw.edu.pl/seminars/14-analysis-of-the-effectiveness-of-the-polish-judicial/Maciej Świtała · 22 November 2021Mon, 22 Nov 2021 15:45:00 GMTSeminar13th seminar: Robust Optimisation Procedure in Algorithmic Investment Strategieshttps://qfrg.wne.uw.edu.pl/seminars/13-robust-optimisation-procedure-in-algorithmic-investment-strategies/https://qfrg.wne.uw.edu.pl/seminars/13-robust-optimisation-procedure-in-algorithmic-investment-strategies/Sergio Castellano Gomez, Robert Ślepaczuk · 18 October 2021Mon, 18 Oct 2021 13:00:00 GMTSeminar12th seminar: Enhanced Index Replication Based on Smart Beta and the Analysis of Distribution Momentshttps://qfrg.wne.uw.edu.pl/seminars/12-enhanced-index-replication-based-on-smart-beta-and/https://qfrg.wne.uw.edu.pl/seminars/12-enhanced-index-replication-based-on-smart-beta-and/Kamil Korzeń, Robert Ślepaczuk · 21 June 2021Mon, 21 Jun 2021 15:00:00 GMTSeminar11th seminar: Identification of Scams in Initial Coin Offerings with Machine Learninghttps://qfrg.wne.uw.edu.pl/seminars/11-identification-of-scams-in-initial-coin-offerings-with/https://qfrg.wne.uw.edu.pl/seminars/11-identification-of-scams-in-initial-coin-offerings-with/Bedil Karimov, Piotr Wójcik · 17 May 2021Mon, 17 May 2021 15:00:00 GMTSeminar10th seminar: XAI Tools as a Part of the Best Practices in Model Selection for Business Decision Modelling. Example of marketing campaign success forecastinghttps://qfrg.wne.uw.edu.pl/seminars/10-xai-tools-as-a-part-of-the-best/https://qfrg.wne.uw.edu.pl/seminars/10-xai-tools-as-a-part-of-the-best/Marcin Chlebus · 19 April 2021Mon, 19 Apr 2021 15:00:00 GMTSeminar9th seminar: The impact of the content of Federal Open Market Committee post-meeting statements on financial markets – text mining approachhttps://qfrg.wne.uw.edu.pl/seminars/9-the-impact-of-the-content-of-federal-open/https://qfrg.wne.uw.edu.pl/seminars/9-the-impact-of-the-content-of-federal-open/Ewelina Osowska, Piotr Wójcik · 22 March 2021Mon, 22 Mar 2021 16:00:00 GMTSeminar8th seminar: Investment Opportunities on the Cryptocurrency Market within the Markowitz Frameworkhttps://qfrg.wne.uw.edu.pl/seminars/8-investment-opportunities-on-the-cryptocurrency-market-within-the/https://qfrg.wne.uw.edu.pl/seminars/8-investment-opportunities-on-the-cryptocurrency-market-within-the/Paweł Sakowski, Anna Turovtseva · 22 February 2021Mon, 22 Feb 2021 16:00:00 GMTSeminar7th seminar: What Factors Determine Unequal Suburbanisation? New Evidence from Warsaw, Polandhttps://qfrg.wne.uw.edu.pl/seminars/7-what-factors-determine-unequal-suburbanisation-new-evidence-from/https://qfrg.wne.uw.edu.pl/seminars/7-what-factors-determine-unequal-suburbanisation-new-evidence-from/Honorata Bogusz, Szymon Winnicki, Piotr Wójcik · 18 January 2021Mon, 18 Jan 2021 16:00:00 GMTSeminar6th seminar: Artificial Neural Networks Performance in WIG20 Index Options Pricinghttps://qfrg.wne.uw.edu.pl/seminars/6-artificial-neural-networks-performance-in-wig20-index-options/https://qfrg.wne.uw.edu.pl/seminars/6-artificial-neural-networks-performance-in-wig20-index-options/Maciej Wysocki, Robert Ślepaczuk · 14 December 2020Mon, 14 Dec 2020 16:00:00 GMTSeminar5th seminar: Size Does Matter. A Study of the Required Window Size for Optimal Quality Market Risk Modelshttps://qfrg.wne.uw.edu.pl/seminars/5-size-does-matter-a-study-of-the-required/https://qfrg.wne.uw.edu.pl/seminars/5-size-does-matter-a-study-of-the-required/Mateusz Buczyński, Marcin Chlebus · 16 November 2020Mon, 16 Nov 2020 16:00:00 GMTSeminar4th seminar: We Just Explained the Factors of Growth with Machine Learning!https://qfrg.wne.uw.edu.pl/seminars/4-we-just-explained-the-factors-of-growth-with/https://qfrg.wne.uw.edu.pl/seminars/4-we-just-explained-the-factors-of-growth-with/Piotr Wójcik, Bartłomiej Wieczorek · 21 January 2020Tue, 21 Jan 2020 15:45:00 GMTSeminar3rd seminar: Recurrent Neural Networks vs. Classical Methods in Investment Strategieshttps://qfrg.wne.uw.edu.pl/seminars/3-recurrent-neural-networks-vs-classical-methods-in-investment/https://qfrg.wne.uw.edu.pl/seminars/3-recurrent-neural-networks-vs-classical-methods-in-investment/Mateusz Kijewski, Robert Ślepaczuk · 17 December 2019Tue, 17 Dec 2019 15:45:00 GMTSeminar2nd seminar: Predicting well-being based on features visible from space – the case of Warsaw!https://qfrg.wne.uw.edu.pl/seminars/2-predicting-well-being-based-on-features-visible-from/https://qfrg.wne.uw.edu.pl/seminars/2-predicting-well-being-based-on-features-visible-from/Piotr Wójcik, Krystian Andruszek · 19 November 2019Tue, 19 Nov 2019 15:45:00 GMTSeminar1st seminar: Diversification with cryptocurrencies? OMG, really?!https://qfrg.wne.uw.edu.pl/seminars/1-diversification-with-cryptocurrencies-omg-really/https://qfrg.wne.uw.edu.pl/seminars/1-diversification-with-cryptocurrencies-omg-really/Paweł Sakowski, Przemysław Ryś · 15 October 2019Tue, 15 Oct 2019 14:45:00 GMTSeminar