I provide consultancy services around:
- control (management) of stochastic systems (for example, in managing electricity grids)
- optimal portfolio selection
- analysis of large datasets using machine learning techniques
Past projects include: investment of foreign reserves (Polish Central Bank) and propensity modelling (Callcredit Group Ltd).
Bigger projects are encouraged to involve
- PhD students (CASE awards)
- post-doctoral researchers (KTP)
which are funded in large part by the government.