News

Image 24th QFRG and DSLab seminar online [7.11.2022]
3 Nov 2022, 11:31
During the meeting Illia Baranochnikov and prof. Robert Ślepaczuk will present the research „A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy”.
Image „Is attention all you need for intraday Forex trad…
18 Nov 2022, 16:22
During the meeting Przemysław Grądzki student of the Doctoral School of Social Sciences of the University of Warsaw and prof. Piotr Wójcik from the Department of Quantitative Finance of the Faculty will present their research.
Image Seminar online “Daily and intraday application of …
1 Dec 2022, 14:56
We kindly invite for the next seminar organised jointly by the Quantitative Finance Research Group and Data Science Lab.
Image “Absorption capacity of regions in terms of suppor…
16 Dec 2022, 15:26
During the coming meeting Marcin Wajda, Ph.D. (Warsaw School of Economics) and prof. Piotr Wójcik from the Department of Quantitative Finance at the Faculty will present their research.
Image “Performance and Flow of SRI Mutual Funds and Inve…
12 Jan 2023, 14:35
During the coming meeting Olga Klinkowska, Ph.D. (Kozminski University) and Yuan Zhao, Ph.D. (Henley Business School, University of Reading, University of Aberdeen Business School) will present the results of their study.
Image QFRG and DSLab seminar with guests from Humboldt U…
20 Jan 2023, 13:36
During the coming meeting prof. Wolfgang Härdle, Yifu Wang, M.A. and Raul Bag, M.A. will present their research. The seminar will be held in hybrid mode.
Image “The Properties of Alpha Risk Parity Portfolios“ –…
1 Feb 2023, 11:12
During the coming meeting Jérôme Gava, Ph.D. and Julien Turc – visiting researchers at École Polytechnique and BNP Paribas experts will present their research.
Image “Deep learning–based automated measurements of the…
22 Feb 2023, 13:11
During the coming meeting Joanna Bremer (Inland Norway University of Applied Sciences) and Michał Maj (Climatica) will present their research.
Image “On Randomization of Affine Diffusion Processes wi…
3 Mar 2023, 13:08
During the coming meeting Dr. ir. Lech A. Grzelak (Utrecht University) will present the results of his study.
Image “The Systemic Risk Approach Based on Implied and R…
29 Mar 2023, 13:33
During the coming meeting the research by prof. Robert Ślepaczuk, Paweł Sakowski, Ph.D. from the Faculty of Economic Sciences and Rafał Sieradzki, Ph.D. (New York University Stern School of Business, Cracow University of Economics) will be presented.