Research Teams

The Financial Mathematics Team

Valuation of Energy Investment Projects: Profitability and Risk

The research work of the team focuses on analyzing economic efficiency and risk management in energy projects, with particular emphasis on energy self-consumption. One of the key areas of study is the optimization of energy consumption for investors who own photovoltaic installations and energy storage systems. The research aims to evaluate how the integration of these solutions impacts:

  • reducing energy purchase costs,
  • increasing energy independence,
  • effectively utilizing production surpluses,
  • minimizing risks associated with energy price fluctuations.

This approach provides valuable insights into enhancing energy efficiency and resilience in modern energy systems.

Computational Mathematics and Big Data Analysis Team

The scientific activity of the team focuses on the broadly understood field of computational mathematics and big data analysis, encompassing the following areas:

  • Signal analysis,
  • Nonparametric statistics,
  • Numerical methods for ordinary differential equations (ODEs) and delay differential equations in the time domain,
  • Numerical methods for stochastic differential equations,
  • Monte Carlo methods,
  • Quantum algorithms and stochastic simulations on GPU graphics cards,
  • Numerical linear algebra,
  • Robust stability of polynomials, matrices, and fractional-order systems,
  • Multicriteria decision-making,
  • Computational complexity of deterministic and stochastic differential problems.

This diverse research portfolio addresses both theoretical and practical challenges, contributing to advancements in computational sciences and their applications.