Division of Econometrics

The main research in the Econometrics Division:

  • econometric analysis of social and economic phenomena,
  • microeconometrics methods,
  • optimization methods,
  • methods of financial engineering
  • economic and social statistics,
  • multivariate data analysis.

Division of Financial Engineering

The main research conducted in the Division of Financial Engineering :

  • analysis of the financial markets, with particular emphasis on informational efficiency, using the dynamic and financial econometric tools and multidimensional statistics,
  • research on the positioning of the Stock Exchange in Warsaw and the role of Warsaw Stock Exchange on the background of Central and Eastern Europe capital markets,
  • the use of artificial neural networks in financial time series analysis and data classification,
  • analysis of the banking sector in countries during transformations,
  • classification of data with the use of chosen multivariate statistical methods,
  • economic phenomena modeling including the spatial relationships,
  • research in the field of financial mathematics, the efficiency of investment funds, valuation of financial instruments and risk management,
  • regional studies on the economic and social development level in the European Union countries.

Division of Statistics

The main research in the Statistics Division:

  • time-series analysis,
  • mathematical statistics,
  • index of structure estimation,
  • quantile estimation,
  • linear models of mathematical statistics,
  • optimization methods,
  • mathematical economics,
  • algebraic analysis,
  • methods of multivariate data analysis.

Division of Biometrics

The main research in the Biometrics Division:

Employees of the Division conduct research in the field of applications of statistics and mathematical methods in the life sciences. The research is focused on the use of statistical and mathematical analysis of experimental data. Specific interest of the employees concern:

  • application of multivariate classification methods in the study of genotypic and phenotypic diversity of the plant genetic resources collection,
  • applications of multivariate statistics methods in sensory and consumer studies
  • application of generalized linear models in forest animals ecology
  • mathematical modeling of population development,
  • mathematical modeling of plant growth.