Theses

Due to the coronavirus outbreak classes will be conducted via Microsoft Teams.

My preferred areas include (but are not restricted to):

time series analysis

forecasting

modelling financial markets

modelling commodity markets

machine learning

Seminar leading to a bachelor's degree: 190001-1460

Seminar leading to a master's degree 290001-1460

4th of March, 2020, 5:10 pm

25th of March, 2020, 5:10 pm

22nd of April, 2020, 5:10 pm

Room: C4A.

Introduction

The description of analyzed phenomenon

The description of the method applied in analysis

The description of findings

Conclusions

Bachelor's dissertations are not allowed to exceed 35 pages.

Master's dissertations are not allowed to exceed 50 pages.

Theses should follow exact standards as required by the SGH Warsaw School of Economics.

Please refer to DSL and DSM for specifics.

Citations throughout the text should be presented in a consistent manner.

For guidelines please refer to Bank i Kredyt, (guide for authors).

Additional information regarding theses prepared in the Financial Markets Modelling Unit can be found here.

Work in a systematic manner

Search the literature

Conduct your analysis

Discuss the results with your supervisor

Prepare tables and figures

Describe the empirical results

Prepare the theoretical discussion

Prepare the introduction and conclusion

Rest

Revise the text

Forecasting oil prices - a horse race between time series methods

Determinants of oil prices - structural approach

Contagion effects on commodity markets - evidence from GARCH models

VAR and ES backtesting for a chosen financial asset

Credit risk evaluation

Modelling and forecasting of macroeconomic indicators