About me
I am an Assistant Professor in the Department of Applied Mathematics and Statistics and an Affiliated Faculty in the Institute for Advanced Computational Science, at Stony Brook University. Prior to joining Stony Brook, I was a Lecturer (in disciplines Statistical Learning and Machine Learning) in the Department of Mathematical Sciences at the Stevens Institute of Technology; and an Assistant Professor in the Statistics Department at Columbia University. I was also a Post-Doc in the same department, in the chair of Richard Davis, and a recipient of Swiss National Science Foundation (SNSF) research grant. I received my Ph.D. (summa cum laude) from the Swiss Finance Institute and University of Zurich in 2014, under the supervision of Marc Paolella, Walter Farkas, and Loriano Mancini. I have Postgraduate Diploma (summa cum laude) in Economics from the Institute for Advanced Studies in Vienna, Austria; a Master and Bachelor Degrees in Mathematics from the University of Warsaw (MIMUW), Poland; and a Bachelor Degree in Computer Science from Cardinal Wyszyński University in Warsaw, Poland.
Academic Positions:
2022- Affiliated Faculty in the Institute for Advanced Computational Science, Stony Brook University, Stony Brook
2020- Assistant Professor in the Department of Applied Mathematics and Statistics, Stony Brook University, Stony Brook
2019-2020 Lecturer in the Department of Mathematical Sciences, Stevens Institute of Technology, New Jersey
2015-2019 Assistant Professor in the Department of Statistics, Columbia University, New York
2014-2016 Postdoctoral Researcher, Department of Banking and Finance, University of Zurich, Zurich
2014-2015 Postdoctoral Researcher, Department of Statistics, Columbia University, New York
Education:
2009-2014 Ph.D. (summa cum laude), University of Zurich and Swiss Finance Institute, Switzerland
2007-2009 Postgraduate Diploma in Economics (summa cum laude), Institute for Advanced Studies in Vienna, Austria
2006-2007 Visiting Scholar, Department of Mathematics, Aarhus University, Denmark
2003-2007 Bachelor and Master of Science, Mathematics, University of Warsaw (MIMUW), Poland
2003-2006 Bachelor of Science, Computer Science, Cardinal Wyszyński University in Warsaw, Poland
Grants and Awards:
2014-2015 - Swiss National Science Foundation Research Grant
2009-2010 - Swiss Finance Institute Scholarship
2008-2009 - Austrian Lottery Scholarship for Excellence in Studies
2007-2009 - Institute for Advanced Studies Scholarship
2006-2007 - Socrates-Erasmus Scholarship