pawelsakowski
Assistant Professor at University of Warsaw, Faculty of Economic Sciences, Department of Quantitative Finance
University of WarsawWarsaw
Pinned Repositories
AF-RCPP-2023-2024
This repository contains materials to "Applied Finance" course at the University of Warsaw, Faculty of Economic Sciences in academic year 2021/2022. Materials refer to the part "Path dependent option pricing with Monte Carlo simulations and Rcpp package"
fintech2020
An interactive shiny application which extends results presented in Kość, Sakowski and Ślepaczuk (2019) "Momentum and contrarian effects on the cryptocurrency market", Physica A 523 (2019) 691-701
range-based-vol-estimators
Efficiency of range-based volatility estimators
pawelsakowski's Repositories
pawelsakowski/AF-RCPP-2023-2024
This repository contains materials to "Applied Finance" course at the University of Warsaw, Faculty of Economic Sciences in academic year 2021/2022. Materials refer to the part "Path dependent option pricing with Monte Carlo simulations and Rcpp package"
pawelsakowski/fintech2020
An interactive shiny application which extends results presented in Kość, Sakowski and Ślepaczuk (2019) "Momentum and contrarian effects on the cryptocurrency market", Physica A 523 (2019) 691-701
pawelsakowski/range-based-vol-estimators
Efficiency of range-based volatility estimators
pawelsakowski/API-NG-sample-code
Code snippets in various languages to support API-NG client development
pawelsakowski/COVID-19-simpleApp
pawelsakowski/datasharing
The Leek group guide to data sharing
pawelsakowski/dotvim
my .vim configuration
pawelsakowski/dvc_basics
pawelsakowski/getEquityLine
calculating equity line from a set of instruments with given rebalanced weights
pawelsakowski/goptim
pawelsakowski/greetingApp_FLASK
pawelsakowski/MS-koreferat
my comments for "What are the courts deciding and what will they decide? Topic modelling and time series analysis on the example of the Polish judiciary" by Maciej Świtała
pawelsakowski/pawelsakowski.github.io
pawelsakowski/PixChallenge2020
wyniki Pix Progrgamming Challenge PL 2020
pawelsakowski/SES-in-Portfolio-Analysis