M.A. Maciej Wysocki

Short Research Description

I specialize in quantitative finance and the analysis and modeling of financial risk. I use advanced econometric methods and machine learning techniques to study the dynamics of financial markets and in designing and testing algorithmic investment strategies.

---

Research Interests

Applied Econometrics Bayesian Econometrics Decision Making under Risk Ecological Economics Econometrics Environmental and Resource Economics Financial Economics Financial Instruments Financial Markets Financial Risk Financial Simulations Forecasting Forecasting Methods and Simulations Longitudinal Data Modeling Methods Machine Learning Monte Carlo Panel Data Models Quantitative Finance Risk Management Risk Management Methods Simulation Modeling Software SQL Statistical Learning Methods Time Series Models Transaction Systems in Financial Markets

---

Keywords

Algorithmic Investment Strategies Machine Learning Quantitative Finance Time Series Analysis Volatility Modeling

---