Choice of thesis supervisor

Seminar related topics:
1. Information systems and tools for accounting and financial reporting
2. Financial analysis with Business Intelligence systems
3. Controlling and auditing with information systems
4. Electronic tax settlement
5. „Money laundering” and tax paradises
6. E-banking, m-banking
7. Electronic payment instruments

Sample topics of dissertation:
1. Analysis and evaluation of cryptocurrencies’ profitability
2. Electronic banking in the opinion of customers in Poland
3. The boundary between creative accounting and falsification of financial statements
4. Mobile banking in the opinion of individual customers
5. Balance sheet as a basis for assessing the asset situation of xxx
6. Business Intelligence supoorting financial analyses in xxx

Seminar related topics:
corporate financial strategy; risk management and risk reporting; dividend policy; corporate governance and investor relations;financial markets and financial instruments; financial innovation

Sample topics of dissertation:
1. Weather risk management in the energy sector;
2. Currency risk management in a company;
3. Dividend policy and its impact on corporate value;
4. CSR activities and reporting in a company;
5. Application of fundamental analysis in the stock market;
6. Investment strategy of hedge funds;
7. Analysis of the alternative investment markets

Seminar related topics:
1. Macroeconomics issues: modern economic growth and development, role of state (theory and practice), money and inflation, business cycles and fluctuation in economy,
2. The roots, process and consequences of economic crisises,
3. Comparative studies of economic systems (theory and practice)
4. Development economics and eco-economics

Sample topics of dissertation:
1. Roots of modern economic growth in high-income countries,
2. Roots, process and consequences of economic crisises of 2009,
3. Evaluation of modern economic systems,
4. Economic development and income inequalities.

Seminar related topics:
European business law, financial law - international aspects, compliance, financial compliance, MAR, GIPS, ISDA

Sample topics of dissertation:
1. Elements of law in management,
2. Compliance,
3. Ethics

Seminar related topics:
Bond Portfolio Management; Alternative Investments; Interest rate risk measurement / management; Liquidity risk measurement / management; Interest rate derivatives; Operational risk measurement and modelling; Fixed Income portfolio management; Yield curve analysis; Monetary policy; Green finance; Emerging markets and sustainability

Sample topics of dissertation:
1. Comparison of energy stock prices forecasts for 2018 and 2019 of the PGE Capital Group and the Tauron Polska Energia S.A.
2. Altman’s Model as an early warning system in an assessment of bankruptcy risk of selected companies in the Polish Energy Sector
3. Interest rate models comparison in the negative rates environment
4. The sensitivity analysis as a verification method of the discounted cash flow model on the example of Rainbow Tours S.A.
5. SABR model in swaption pricing
5. Prediction of the yield curve using Nelson-Siegel and Nelson-Siegel-Svensson models

Seminar related topics:
1. Polish Banking Sector
2. European Banking Sector
3. Banks’ Management 4. Banks’ Market Strategies
5. The Competitiveness on Banking Market
6. Banks’ Marketing
7. Consumer Behaviour Determinants on Banking Market
8. Implementation of New Technology on Banking Market
9. Innovations on Banking Market
10. Banks’ Business Models

Sample topics of dissertation:
1. Innovations in bans business models;
2. The importance of payment innovations (technology) for the banks' development;
3. FinTech as banking market disruptors;
4. The use of modern technologies in banking - risk implications;
5. Importance of bank reputation for a market value;
6. Banks' market strategies;
7. Promotion of banking services as an element of the bank's market strategy;
8. Credit risk management in commercial banks;
9. Preferences of banking users in Poland;
10. Innovations as a determinant of consumer decisions on the banking services market"

Seminar related topics:
1. Financial reporting and integrated reporting
2. Accounting ethics
3. Tax evasion and avoidance
4. Decision-making in public (audit) and private accounting

Sample topics of dissertation:
1. Application of financial reporting standards among certain sector of WSE
2. Ethics in accounting - perception of practitioners
3. Behavioral accounting - the case of budgeting and project evaluation
4. Tax avoidance and tax evasion - the impact of personal and situational factors on decision-making in the scope of financial/managerial accounting
5. Goodwill as a result of mergers and acquisitions among Polish entities

Seminar related topics:
Volatility prediction for market risk management purposes

Sample topics of dissertation:
1. The impact of financial news for volatility predictions.
2. Volatility prediction with Deep Neural Networks.
3. The sentiment analysis for volatility predictions.

Seminar related topics:
COVID-19 impacts; Risk management (the process of risk management in insurance business), Solvency rules in insurance sector; Insurance market and the performance of insurance companies (in this - financial analysis of insurance undertakings); Risk perception, risk culture and risk reporting

Sample topics of dissertation:
1. COVID-19 impacts – insurance/banking/financial markets perspective;
2. The architecture and implementation of Solvency II Regime;
3. Risk reporting in banking sector.

Seminar related topics:
1. Empirical Best Predictors based on longitudinal data
2. Economic applications of calibration estimators in survey sampling
3. Domain total prediction based on small area estimation methods

Sample topics of dissertation:
1. Survey sampling
2. Small area estimation
3. Longitudinal data analysis
4. Linear mixed models
5. Resampling methods

Seminar related topics:
1. Linear Time Series Analysis
2. Conditional Heteroscedastic Models . Multivariate Time Series Analysis

Sample topics of dissertation:
1. Application of auroregressive and moving-average models in prediction of foreign exchange rates.
2. The selected strategies for sports betting as an alternative investment in the financial crisis.

Seminar related topics:
1. Operational risk management in financial institutions
2. Corporate social responsibility
3. Corporate finance

Sample topics of dissertation:
1. Networking as a factor of creating financial knowledge in local SME sector
2. Forensic audit in detecting financial fraud in public sector
3. Assymetry of information in the context of raising capital by corporations - methods of masurement

Seminar related topics:
1. Financial decision support systems in e-commerce and auction platforms.
2. Business Intelligence applications in management
3. Statistical methods for e-sales analysis
4. Use of C # and VBA languages for management and controlling

Sample topics of dissertation:
1. Financial decision support tools in e-commerce
2. Business Intelligence in management
3. E-sales analysis
4. Dashboard menagement applications - case study

Seminar related topics:
1. Portfolio Analysis
2. Market Risk Management
3. Market Risk Measurement

Sample topics of dissertation:
1. Liquidity Risk component in Value at Risk measure
2. Value at Risk Methods for Market Risk Estimation – Comparison of several approaches
3. Evaluation of Value at Risk portfolio optimization. Historical Simulation approach
4. Short-term portfolio optimization on the example of Polish equity

Seminar related topics:
Black-Litterman model; Stochastic portfolio theory; Model uncertainty in portfolio modelling.

Sample topics of dissertation:
1. Survivorship bias in portfolio backtesting
2. Ensemble portfolio strategies
3. Bayesian approach to portfolio optimization
4. Time series forecasting

Seminar related topics:
1. Linear Time Series Analysis.
2. Multivariate Time Series Analysis.
3. Selected machine learning algorithms in risk analysis.
4. The use of R environment in risk analysis.

Sample topics of dissertation:
1. Application of the machine learning algorithms in the outliers’ detection.
2. Machine learning explainability in finance applications.
3. Time series forecasting.

Admission criteria for the seminar: conversation about student's research interests, and motivation to work in programming environments like R.

Seminar related topics:
Financial risk - measures and valuation; Credit risk - measures and valuation; Banking - general issues; Electronic finance, electronic money; Bond Portfolio Management; Capital market models - application and modeling with VBA and MATLAB; Operational risk measurement and modeling; Fixed Income portfolio management; Mutual funds - effectiveness and riskiness

Sample topics of dissertation:
1. Valuation of the securities portfolio based on the SHARP and CAPM models
2. Efficient funding of small and medium-sized enterprises - comparative analysis simulation regarding leasing against other sources of financing
3. A credit scoring approach for the commercial banks
4. Verification of the Merton model on the polish stock market
5. Monte Carlo simulation and Binominal Tree model using Matlab (VBA) in pricing model.
6. Pricing European option with Monte Carlo simulation
7. Portfolio optimization using minimum variance portfolio theory and CAPM model.
8. Value at Risk - estimation and application
9. The use of Merton model in estimating default risk
10. Efficiency comparison of portfolios based on Markowitz model
11. Algorithmic trading and high-frequency trading
12. Operational risk measurement and modelling
13. The impact of business cycle on polish banks capital
14. The impact of universal banking based model on the financial crisis of 2007
15. Analysis of the effectiveness of investment funds
16. Internal Capital Adequacy Assessment Process as Management Tool for Banking Institution
17. Credit Risk in Banking Practice in the Light of Basel Regulations
18. Interest rate management as part of Asset-Liability Management
19. Capital Requirement for Credit Risk Regarding Fundamental (Standarized) and IRB Approach