Research Projects

Modern asset management for non-Gaussian distributions,

National Science Centre, Research grant 2015-2017, contact person Prof. A. Palczewski

Asymptotic properties and inequalities for MCMC estimators,
National Science Centre, Research grant 2011-2014, contact person Prof. W. Niemiro

Some aspects of priicing and hedging in market with doscrete time.

Ministry of Science and Higher Education, PhD grant 2011-2012, contact person: prof. J. Jakubowski

Risk modelling in finance.

Ministry of Science and Higher Education, Research grant 2010-2012, contact person: prof. J. Jakubowski

Copula Theory and its Applications.
Bilateral cooperation Austria-Poland (WTZ Austria-Poland, PL 03/2008) contact person: prof. P. Jaworski

Stability of Financial Markets: An Evolutionary Approach.
Finance Market Fund, Norway, 2008-2009, contact person: dr J. Palczewski.

Mathematical models of evolutionary games and genetic networks.
Ministry of Science and Higher Education Research grant 2006-2009, contact person: prof. J. Miękisz.

AMAMEF Exchange Grant, 2008
contact person: dr J. Palczewski.

Models of socio-economic behaviours of a large number of agents.
Polish Committee of Scientific Research grant No 1 H02B 016 29, 2005-2008, contact person: dr A. Wiszniewska-Matyszkiel.

Stochastic evolution equation with Levy noise.
Polish Committee of Scientific Research grant No 0352/P03/2005/19, 2005-2008, contact person: prof. J. Jakubowski.

Stock Market as a Dynamic Game with Continuum of Players.
Polish Committee of Scientific Research grant No 1 H02B 010 28, 2005-2007, contact person: dr A. Wiszniewska-Matyszkiel.

Phase Transitions and Fluctuation Phenomena for Random Dynamics in Spatially Extended Systems.
The scientific programme of the European Science Foundation, 2002-2006, contact person: prof. J. Miękisz.

Stability of equilibria in deterministic and stochastic evolutionary games.
Polish Committee of Scientific Research grant 2001-2004, contact person: prof. J. Miękisz.