Doctor habilitatus Robert Ślepaczuk

Short Research Description

My research interests focus on quantitative finance, specifically the valuation and risk estimation of financial instruments, especially derivatives option pricing models risk modeling and management of financial institutions. I also concentrate on financial econometrics modeling and forecasting financial markets, volatility of financial time series, volatility estimators, and algorithmic investment systems across all types of assets.

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JEL Codes

G1 G2 G3 C1 C2 C3 C4 C5 C6

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Research Interests

Behavioral Economics Business Intelligence Econometrics Machine Learning Quantitative Finance

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Keywords

Algorithmic Investment Systems Asset Allocation Financial Econometrics Portfolio Optimization

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