Development of algorithms for pricing and calibration of options, other financial derivatives, and market quotes of assets. Analysis and assessment of financial covenants and risk measures through the application of numerical algorithms. Computational and mathematical modelling of real-world problems related to risk and return evaluation. Application of computational and mathematical modelling in the fields of Extreme Value Theory and Statistics.
Research interests: Mathematical and informatics modeling in logistics, transport and production processes, scheduling theory, modeling and forecasting in financial mathematics, numerical methods for partial and ordinary differential equations.
Research interests: Relational algebra, SQL query optimization, time series
I am deeply interested in the field of algorithmic trading, focusing on the integration and application of the actor model in trading systems. Additionally, I am keenly interested in exploring new technologies that can innovate and enhance these areas.
Biomedical information processing, mathematical methods for extracting useful signal from high intensity background noise
Information modeling through multidimensional data cubes and issues related to data sparsity in the model, big data, data warehouses, data quality
Approximations of derivatives, approximations for the fractional integral, numerical methods
Modeling in financial mathematics, valuation and calibration of financial derivatives; numerical methods for partial and ordinary differential equations with applications in computational and quantitative finance, mathematical and computer modeling of natural and anthropogenic phenomena such as: transfer of pollutants in air and water environment; population dynamics of honey bees; spread of infectious diseases
Internet of things, artificial intelligence, intelligent service recommendation for mobile users, Internet tomography
Iinformation modelling, OLAP, big data, neural networks.
