My research mainly focuses on studying various aspects of financial mathematics by means of computer simulation and data anlysis. In particular, lately I have been involved in research focused on designing and studiyng various startegies of managing investment portfolio, under the assumption of different market models and using real market data.
Below is the list of my works published as research articles:
1. Jarosław Gruszka, Janusz Szwabiński, Best portfolio management strategies for synthetic and real assets, Physica A: Statistical Mechanics and its Applications, Volume 539, 2020, 122938, ISSN 0378-4371, https://doi.org/10.1016/j.physa.2019.122938.
2. Jarosław Gruszka, Janusz Szwabiński, Advanced strategies of portfolio management in the Heston market model, Physica A: Statistical Mechanics and its Applications, Volume 574, 2021, 125978, ISSN 0378-4371, https://doi.org/10.1016/j.physa.2021.125978.
Listed below are other publications, not directly related to my primary filed of research:
1. chapter in a book: Mathematical Modelling in Real Life Problems, edited by Swald Lindner, Alessandra Micheletti, Cláudia Nunes, Springer International Publishing, Volume 33, 2020, ISBN978-3-030-50388-8, https://www.springer.com/gp/book/9783030503871 - Chapter 7: The Zombie Invasion
Last update - 13th April