I am an assistant professor at the Institute of Econometrics of the SGH Warsaw School of Economics and a member of the Financial Markets Modelling Unit.

I hold a PhD in computer science from Columbia University and a MS in mathematics from the University of Warsaw.

Research

In general, I am interested in applications of quantitative methods to economic forecasting and finance. My special research area involves modelling and forecasting in energy and commodity markets.

More details here

Teaching

  • Mathematics (Pol. & Eng.)
  • Algebra (Eng.)
  • Mathematics of Derivatives (Pol.)
  • Advanced Probabilistic and Statistical Methods (QEM)
  • Probability Theory and Stochastic Processes (Pol.)
  • Modelling Financial Risk with R (Pol. & Eng.)

@ SGH WSE

email: mkwas at sgh.waw.pl

snail mail: SGH Warsaw School of Economics, Institute of Econometrics,
Madalinskiego 6/8, 02-513 Warsaw, Poland

office: 219 Bld. M

office hours: by prior email appointment

phone: +48 22 564 9544