Grants
- 2001-2004
- Mathematical methods in analysis of financial markets and instruments in Poland, KBN, PBZ-KBN 016/P03/99, participant.
- 2003-2005
- Analysis of financial markets and instruments in Poland and South Africa, KBN, KBN
009/2003-2004, principal investigator.
- 2007-2012
- ENVIROTEX: New generation barrier materials protecting against harmful environment, POIG.01.03.01-00-006/08, participant.
- 2008-2013
- Detectors and sensors for measuring factors hazardous to environment – modeling and monitoring of threats, POIG.01.03.01-02-002/08, vice-coordinator.
- 2009-2011
- Energy industry development strategy in Lower Silesia by means of foresight methods, POIG.01.01.01-02-005/08, participant.
- 2010-2013
- Anomalous diffusion processes. Theory and applications, KBN, NN201 417639, participant.
- 2013-2018
- Anomalous dynamics of complex physical and biological systems – stochastic modeling and statistical identification, Maestro NCN 2012/06/A/ST1/00258, participant.
- 2018-2023
- Mathematical and Physical modeling of Single Particle Tracking – Big Data approach (sptBIGDATA), Beethoven DFG-NCN 2016/23/G/ST1/04083, vice-coordinator.
- 2023-2026
- Multi-peril and multi-region natural catastrophe risk management: from building multidimensional loss models to novel CAT securities, NCN; OPUS 24 2022/47/BHS4/2139, principal investigator.
- 02.2020-02.2022
- Anomaly detection in complex physical, astrophysical and biological systems - stochastic analysis and statistical identification. Prof. Oleksandr Stanyslavskyi’s Ulam Programme Scholarship (PLN 447 000), Polish National Agency for Academic Exchange, coordinator.
- 2022-2025
- Risk management of a portfolio of mortgage-based securities, Doktorat wdrożeniowy / Implementation doctorate, Michał Wronka (BNY Mellon), DWD/6/0551/2022, coordinator.
