Skip to content Skip to footer

Scientific research

Research of the Computational Mathematics and Big Data Analysis Group

The scientific activity of the Team focuses on broadly understood computational mathematics and analysis of large data sets and includes, among others:· signal analysis,· nonparametric statistics,· numerical methods for ordinary and delayed 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 and matrices and fractional order systems,· multi-criteria decision-making,· computational complexity of deterministic and stochastic differential problems.

Financial Mathematics Team Research

Valuation of energy investment projects: profitability and risk. The team's research work focuses on the analysis of economic efficiency and risk management in energy projects, with particular emphasis on self-consumption of energy. One of the key issues is the optimization of energy consumption by investors with photovoltaic installations and energy storage facilities. The research allows for the assessment of how the integration of these solutions affects: reducing energy purchase costs, increasing energy independence, effective use of production surpluses, minimizing risks related to energy price fluctuations.

Stopka