Marcin Chlebus

Assistant Professor

University of Warsaw

Poland

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About

Dr. Marcin Chlebus is an Assistant Professor at the University of Warsaw, Poland. His research focuses on financial modeling, particularly employing advanced techniques such as GARCH models and deep learning approaches for forecasting and risk assessment. Additionally, he explores applications of machine learning in various domains, including market risk models and healthcare outcomes.

Articles (11)

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2023

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2023

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2023

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2022

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2022

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2022

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2021

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2021

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2021

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2021

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2020

Collaborators (4)

Katarzyna Kopczewska

Associate professor

University of Warsaw

POLAND

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Albina Jegorowa

Warsaw University of Life Sciences

POLAND

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Michał Kruk

Warsaw University of Life Sciences

POLAND

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Marcin Zajenkowski

University of Warsaw

POLAND

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Marcin Chlebus

Research Interests

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About

Articles (11)

Financial Time Series Models—Comprehensive Review of Deep Learning Approaches and Practical Recommendations

GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks

Combining forecasts? Keep it simple

The Advantage of Case-Tailored Information Metrics for the Development of Predictive Models, Calculated Profit in Credit Scoring

A Probability-Based Models Ranking Approach: An Alternative Method of Machine-Learning Model Performance Assessment

The importance of window size: a study on the required window size for optimal-quality market risk models

Multiclass Image Classification Using GANs and CNN Based on Holes Drilled in Laminated Chipboard

Nvidia's Stock Returns Prediction Using Machine Learning Techniques for Time Series Forecasting Problem

Prevalence of hypogammaglobulinemia and its management with subcutaneous immunoglobulin supplementation in patients after allogeneic hematopoietic stem cell transplantation—a single-center analysis

Relationship between age and in-hospital mortality during 15,345,025 non-surgical hospitalizations

Ridesharing in the Polish Experience: A Study using Unified Theory of Acceptance and Use of Technology

Collaborators (4)

Katarzyna Kopczewska

Albina Jegorowa

Michał Kruk

Marcin Zajenkowski

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