Department of Operations Research and Mathematical Economics
The Department of Operations Research and Mathematical Economics was established at the Institute of Informatics and Quantitative Economics on 1st of October 2020 through the merger of the Department of Operations Research and the Department of Mathematical Economics.
History of the Department
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Department of Operations Research
Operations research is dedicated to the search and creation of mathematical methods used in modeling decision-making processes. The results obtained in the field of operations research are applied in the formulation of decision-making procedures.
In a broad sense, operations research falls under the field of decision sciences. Hence, the applications of operations research within the realm of economic sciences are part of the discipline of management sciences.
The Department of Operational Research focuses on refining formal methods in operations research and their applications in finance and management.In 1991 prof. dr hab. Edmund Ignasiak established the Department of Operations Research at the Faculty of Management of the Poznań Academy of Economics. The department originally brought together employees from the Department of Operations Research and some from the Department of Mathematics. Both of these mentioned departments previously operated within the structure of the Institute of Economic Cybernetics. In 2006 the Department of Operations Research was transferred to the Faculty of Informatics and Electronic Economy, and in 2019 it became part of the Institute of Informatics and Quantitative Economics.
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Department of Mathematical Economics
The main research directions of the Department are: equilibrium and economic growth theory, turnpike theory, applications of optimal control theory in economics, modelling of cash and physical flows in the economy, macroeconomic models of the balance of payments and the exchange rates, economic convergence, technological progress in the economic growth theory, the new theory of growth, modelling of a research and development activity, human capital and knowledge as endogenous growth factors, object-oriented programming.
The Department of Mathematical Economics stems from the Econometrics Section established in 1965 at the Faculty of General Economics at the former Economic College in Poznań (Wyższa Szkoła Ekonomiczna). A Head of the Econometrics Section for 26 years (until 1991) was professor Zbigniew Czerwiński (1927-2010), one of the most distinguished polish scientists representing quantitative trends in economics comprising of: econometrics, mathematical economics, decision theory and economic cybernetics. The Econometrics Section The Department of Econometrics functioned as part of the Institute of Econometrics and Statistics (1969-1976) in the Faculty of Production Economics, and then as part of the Institute of Economic Cybernetics (1976- 1991) in the Fqaculty of Planning and Management.
In 1991 the Econometrics Section was divided into three Dapertments: of Econometrics, of Operations Research and of Mathematical Economics, which belonged to the Faculty of Economics of the Poznań Economic Academy (Akademia Ekonomiczna w Poznaniu). Since 2006 the Department of Mathematical Economics, along with other quantitative departments (of Econometrics, of Operations Research, of Applied Mathematics, os Statistics) and informatics departments (of Economic Informatics, of Information Technologies), functioned in the newly established Faculty of Informatics and Electronic Economy (Wudział Informatyki i Gospodarki Elektronicznej, WIGE), and from 2019, as part of the Institute of Informatics and Quantitative Economics, which replaced WIGE.
For 24 years (1991-2015) the Department of Mathematical Economics was led by prof. Emil Panek – rector of the University in 1996-2002, co-founder of WIGE and its first dean in 2006/2007-2015/2016. In 2015-2020 the Department was led by prof. dr hab. Piotr. Maćkowiak.article (in Polish) about Professor Zbigniew Czerwiński in Wikipedia
News
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Article by dr Izabela Śliwa in Physical Reivew E
Article by: Śliwa Izabela, Maslennikov Pavel V., Zakharov Alex V., titled “Paired correlations of dipolar liquid crystals: A mean-force-potentials approach” was published in Physcial Review E.
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Mgr Maciej Bartkowiak Awarded Grant in Young Scientists Competition (Młodzi Naukowcy)
Mgr Maciej Bartkowiak has been awarded a grant in the Young Scientists Competition for free participation in the 52nd Conference on Applications of Mathematics, held from September 16 to 21, 2024, in Kościelisko. The grant was funded by KGHM Polska Miedź and SAMSUNG.
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Article by dr hab. Helena Gaspars-Wieloch in Annals of Operations Research
Article by dr hab. Helena Gaspars-Wieloch, titled „AHP based on scenarios and the optimism c...
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Article by dr Izabela Śliwa in Liquid Crystals
Article by: Śliwa Izabela, Maslennikov Pavel V., Zakharov Alex V., titled “Formation of symmetric qu...
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Article by dr Izabela Śliwa in Physical Reivew E
Article by: Śliwa Izabela, Maslennikov Pavel V., Zakharov Alex V., titled “Features of director re...
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About the Department
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Research problems of the department
- graph coloring, optimization on graphs and networks
- equitable distribution, stable associations
- decision-making under uncertainty
- scenario planning
- theory of economic growth and development
- financial econometrics
- quantitative finance
- corporate finance
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Our journal publications in prestigious JCR-listed journals
Central European Journal of Operations Research, Annals of Operations Research, Theoretical Computer Science,
Journal of Mathematical Economics, Computational and Applied Mathematics, Discrete Mathematics,
Economics Letters, Acta Oeconomica, Emerging Markets Review,
Finance Research Letters, Research in International Business and Finance, Journal of International Financial Markets, Institutions & Money,
Physical Review E, Physica A: Statistical Mechanics and its Applications, Journal of Molecular Liquids
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Cooperation with foreign countries
University of Primorska (Koper, Slovenia), InnoRenew CoE (Koper, Slovenia), University of Maribor (Maribor, Slovenia), University of Szeged (Szeged, Hungary), Paris 1 Panthéon-Sorbonne, Paris 2 Panthéon-Assas, Université de Lorraine (France), Université de Strasbourg, Université de Caen, Université de Rennes 1 (France), Université de Toulouse, Université de Nantes (France), UCL Louvain-la-Neuve (Belgium), Université de Liège (Belgium), ESFAM AUF (Sofia, Bulgaria)
University of Mazandaran (Babolsar, Iran), USJ de Beyrouth (Lebanon), Institute of Problems of Mechanical Engineering (St. Petersburg), School of Entrepreneurship and Business Administration (Kyrgyzstan), American University of Central Asia,
Brown University (USA), Université de Guyanne – Cayenne (French Guiana), UBO Santiago de Chile
Scientific activities
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Scientific Articles 2024
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Scientific Articles 2023
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Scientific Articles 2017-2022
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Book publications
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Academic year 2024/2025
Karolina Sobczak-Marcinkowska Unlocking the Gridlock: Unveiling the Hurdles to European Financial Transaction Tax Cooperation 15.11.2024 Sprawy organizacyjne KBOEM 18.10.2024 -
Academic year 2023/2024
Aleksandra Wójcicka-Wójtowicz On portfolio analysis using oriented fuzzy numbers for the trade-related sector of the Warsaw Stock Exchange 10.05.2024 Justyna Rój The eHealth usage during COVID-19 pandemic 2020 year – Case of Poland 22.03.2024 Paweł Kropiński Community detection in WIG20 with potential application for portfolio selection 2.02.2024 Maciej Bartkowiak Local Fairness in Allocation of Indivisible Goods 2.02.2024 Krzysztof Echaust Reduce losses and save profits with gold and cryptocurrencies: Global stock markets’ perspective 6.10.2023 -
Academic year 2022/2023
Paweł Kropiński State-ownership, probability of informed trading, and profitability potential: evidence from The Warsaw Stock Exchange26.05.2023 Michał Konopczyński Education versus infrastructure: is there a trade-off in an open economy with perfect capital mobility?26.05.2023 Elima Karalaeva American University of Central Asia The scope of scientific activity of American University of Central Asia26.05.2023 Helena Gaspars-Wieloch Possible new applications of the interactive programming based on aspiration levels – case of pure and mixed strategies19.05.2023 Izabela Śliwa Influence of surfaces on the structural properties of liquid crystals28.04.2023 Aleksandra Wójcicka-Wójtowicz Efficiency of stock portfolio long-term recommendations – fuzzy approach28.04.2023 Agnieszka Lach Modyfikacje testów zgodności w analizie rozkładów stóp zwrotu z akcji14.04.2023 Karolina Sobczak Związki nominalnej i realnej sfery gospodarki. Wyniki na podstawie modelu DSGE14.04.2023 Krzysztof Echaust Hedge or not to hedge? Cryptocurrencies, oil and gold against stock markets risk24.03.2023 Marcin Anholcer Uogólnione kolorowania większościowe grafów i digrafów24.03.2023 Paweł Kropiński Algorithmic trading with book order data: evidence from Warsaw Stock Exchange30.01.2023 Krzysztof Malaga The impact of institutional changes on economic freedom in 11 post-socialist countries of Central-Eastern and South-Eastern Europe in 1996-2022Bartłomiej Lach, Krzysztof Malaga4.11.2022 -
Academic year 2021/2022
Paweł Kropiński Does economic policy uncertainty affect central and eastern european markets? Evidence from Twitter-based uncertainty8.07.2022 Justyna Rój Socioeconomic Determinants of Health and Their Unequal Distribution in Poland8.04.2022 Agnieszka Lach Modyfikacje testów zgodności w analizie rozkładów stóp zwrotu z akcji1.04.2022 Paweł Kropiński How Google Trends can improve market predictions – the case of The Warsaw Stock Exchange21.01.2022 Zuzanna Żak Predykcja cen akcji polskich przedsiębiorstw przy użyciu wydźwięku komunikatów w języku polskim14.01.2022 Marcin Anholcer O pewnym problemie Steinhausa17.12.2021 Roman Kiedrowski Modele konkurencji klasycznej w gospodarce wielosektorowej z majątkiem trwałym29.10.2021 8.10.2021 -
Academic year 2020/2021
Ewa Pośpiech
Uniwersytet Ekonomiczny
w KatowicachMetody TOPSIS we wspomaganiu konstrukcji portfela akcji11.06.2021 Paweł Kropiński Optimizing investment strategies with machine learning methods supported by graph-theoretic techniques4.06.2021 Karolina Sobczak Financial Transaction Tax, macroeconomic effects and tax competition issues: a 2-country financial DSGE model14.05.2021 András London Special coloring of graphs: theory, algorithms and applications7.05.2021 Helena
Gaspars-WielochA new application of the goal programming – the Target Decision Rule for Uncertain Problems26.03.2021 Marcin Anholcer Hipoteza o kolorowaniu listowym, grafy jądrowo doskonałe i przydziały stabilne12.03.2021 Krzysztof Malaga Transition and socio-economic changes in Bulgaria and Poland after 1989;Socio-economic transformations in the countries of Central and South-Eastern Europe and the Baltic States in the years 1989-20209.02.2021 Damian Sołtysiak Stabilność monetarnych modeli wzrostu gospodarczego typu Keynesa-Metzlera-Goodwina8.01.2021 Jerzy Marcinkowski Invisible risks vs. investment strategies20.11.2020 Michał Konopczyński The Impact of Budget Deficit, Public Debt and Education Expenditures on Economic Growth in Poland23.10.2020 Krzysztof Echaust Asymmetric tail dependence between stock market returns and implied volatility16.10.2020 Sprawy organizacyjne KBOEM2.10.2020
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RIELF
More info soon
Staff members
Consultations in the current semester
Dr hab. Krzysztof Echaust, prof. UEP
Budynek B, room no 307
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Dr hab. Marcin Anholcer, prof. UEP
Centrum Edukacyjne Usług Elektronicznych, room no 4.5
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Dr hab. Helena Gaspars-Wieloch, prof. UEP
Centrum Edukacyjne Usług Elektronicznych, room no 4.6
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Dr hab. Roman Kiedrowski
Centrum Edukacyjne Usług Elektronicznych, room no 4.4
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Dr hab. Michał Konopczyński, prof. UEP
Centrum Edukacyjne Usług Elektronicznych, room no 4.7
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Dr Jacek Kowalewski
Budynek B, room no 303
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Dr Agnieszka Lach
Budynek B, room no 303
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Prof. dr hab. Krzysztof Malaga
Centrum Edukacyjne Usług Elektronicznych, room no 4.3
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Dr hab. Justyna Rój, prof. UEP
Centrum Edukacyjne Usług Elektronicznych, room no 4.6
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room 4.6; building D
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Ms Teams; password: 7zkg34p (after prior reservation)
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room 4.6; building D
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Ms Teams; password: 7zkg34p (after prior reservation)
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room 4.6; building D
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Ms Teams; password: 7zkg34p (after prior reservation)
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room 4.6; building D
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Ms Teams; password: 7zkg34p (after prior reservation)
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room 4.6; building D
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Ms Teams; password: 7zkg34p (after prior reservation)
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room 4.6; building D
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Ms Teams; password: 7zkg34p (after prior reservation)
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room 4.6; building D
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Ms Teams; password: 7zkg34p (after prior reservation)
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room 4.6; building D
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Ms Teams; password: 7zkg34p (after prior reservation)
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room 4.6; building D
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Ms Teams; password: 7zkg34p (after prior reservation)
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room 4.6; building D
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Ms Teams; password: 7zkg34p (after prior reservation)
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room 4.6; building D
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Ms Teams; password: 7zkg34p (after prior reservation)
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room 4.6; building D
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Ms Teams; password: 7zkg34p (after prior reservation)
Dr Karolina Sobczak-Marcinkowska
Centrum Edukacyjne Usług Elektronicznych, room no 4.2
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
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room 4.2, building D tel. 61-639-28-18 e-mail: karolina.sobczak-marcinkowska[at] ue.poznan.pl
Dr Izabela Śliwa
Centrum Edukacyjne Usług Elektronicznych, room no 4.7
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Dr Aleksandra Wójcicka-Wójtowicz
Budynek B, room no 303
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Mgr Kacper Zielak
Building D, room no 4.2
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Didactics
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Activities conducted
More info soon
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Justyna Rój, Ph.D., Professor at UEP
More info soon
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Marcin Anholcer, Ph.D., Professor at UEP
More info soon
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Helena Gaspars - Wieloch, Ph.D., Professor at UEP
More info soon
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Aleksandra Wójcicka-Wójtowicz, PhD.
More info soon
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Karolina Sobczak, PhD.
More info soon
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Prof. Krzysztof Malaga, Ph.D.
More info soon
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Marcin Anholcer, Ph.D., Professor at UEP
More info soon
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Krzysztof Echaust, Ph.D., Professor at UEP
More info soon
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Jerzy Marcinkowski, Ph.D.
More info soon
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Justyna Rój, Ph.D., Professor at UEP
More info soon
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Helena Gaspars - Wieloch, Ph.D., Professor at UEP
More info soon
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Roman Kiedrowski, Ph.D.
More info soon