I am a Senior Research Fellow at the Department of Computer Science, University of Oxford, UK (from June 2012). I also lecture at the Institute of Informatics, Faculty of Mathemathics, Informatics and Mechanics, University of Warsaw. Recently, I have had a great pleasure to work for BRE Bank S.A. - the third biggest bank in Poland, where I hold a position of a senior specialist in the Portfolio Analysis Division.
My research interest focus on the interface of Computer Science, Game Theory, and Economics, an area often called Algorithmic Game Theory. Recently, I have been especially interested in applications of algorithmic game theory to finance and to network theory.
In particular, I am interested in:
- Coalition formation theory
- Payoff division, especially the Shapley Value
- Coalition Structure Generation Problem
- Coalition games with externalities
- Compact representations of coalitional games
- Monetary Union Macroeconomics
- Fiscal and monetary policy coordination within a monetary union
- Macrcoeconomic stabilisation policies within a monetary union
- Electronic markets
- Combinatorial auctions
- Mechanism design
- Linear Quadratic Differential Games
- Please visit our software page LQDG Toolbox
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