Michal Pietrzak is head of the Department of Statistics and Econometrics at the Faculty of Economics and Management, Gdańsk University of Technology, and Deputy Editor-in-Chief for Statistical Reviewing of the journals: Oeconomia Copernicana and Equilibrium. Quarterly Journal of Economics and Economic Policy. Until October 2021, he worked as an associate professor at the Faculty of Economic Sciences and Management, Nicolaus Copernicus University in Toruń.

         He is an experienced econometrician specializing in the application of quantitative methods, with particular emphasis on the methods of multivariate comparative analysis, financial econometrics and spatial econometrics. The research problems he has undertaken have been related to the fields of Economics, Management, and Finance. His research results are confirmed by more than 90 articles published in the Web of Science Core Collection, where the Web of Science h-index is 19.

Research interests

• Digital economy, innovation;
• Sustainable development, energy transition;
• Sustainable entrepreneurship, sustainable start-ups, venture capital, angel investors
• Modeling and forecasting of volatility in capital markets;
• Application of taxonomy for classification and ordering of economic objects;
• Analysis of spatial and spatial-temporal variation of economic phenomena concerning social and economic development.

Subjects

• Statistics, Mathematical statistics;
• Time series analysis, Econometrics, Spatial econometrics.

Thesis topics

Bachelor's, master's or doctoral degree:

• Index analysis of the situation of enterprises, risk of bankruptcy;
• Technical analysis in investing in the stock market. Portfolio analysis. Markowitz model;
• Forecasting volatility and rates of return of capital market instruments, GARCH models, Stochastic volatility, Value at Risk;
• Econometric analysis of macroeconomic phenomena-Econometric analysis of processes in an enterprise;
• Multidimensional analysis of economic objects at the local, regional, national and international level due to selected economic phenomena (e.g. quality of life, level of development, innovation);
• Application of taxonomic methods to building rankings of economic objects;
• Analysis of spatial and spatial-temporal differentiation of phenomena with the use of spatial econometrics tools.

Consultation hours

• Are given after the start of the semester, in room 407
• e-mail: michal.pietrzak@zie.pg.gda.pl