Notice of Public PhD Dissertation Defence – M.A. Michał Woźniak
Dissertation title: Market risk modelling under extreme conditions of sudden increased volatility using novel supervised statistical learning models
Date and venue: , Room A409 (Faculty of Economic Sciences, University of Warsaw)
Supervisor: Dr hab. Robert Ślepaczuk, University Professor (Department of Quantitative Finance and Machine Learning, Faculty of Economic Sciences, University of Warsaw)
Auxiliary supervisor: Dr Marcin Chlebus (Department of Data Science, Faculty of Economic Sciences, University of Warsaw)
Reviewers:
- Prof. Dr hab. Bogumił Kamiński (SGH Warsaw School of Economics)
- Prof. Dr hab. Barbara Będowska-Sójka (Poznań University of Economics and Business)
- Prof. Dr hab. Piotr Fiszeder (Nicolaus Copernicus University in Toruń)
Language of the defence: Polish
Dissertation and reviews:
BIP UW – dissertation and reviews (Michał Woźniak)
