(in Polish) Przedmioty kierunkowe do wyboru - studia II stopnia EP - grupa 4 (1*30h) (course group defined by Faculty of Economic Sciences)

• Seminar - 30 hours

As part of the course, students have the opportunity to learn the methods and process of the regulatory and non-regulatory credit risk models development, as well as the methods of their monitoring and validation. The subject matter focuses not only on statistical tools and their applications, but also describes the entire model life cycle in the bank. It is an academic course where knowledge is imparted by practitioners, therefore includes the latest and advanced practices applied in banks. During the course examples would be presented in R and Python.

• Seminar - 30 hours

(in Polish) Podstawowe modele panelowe to kurs dedykowany zarówno studentom III roku studiów licencjackich jaki i studentom studiów magisterskich.

Kurs może być użyteczny dla wszystkich studentów, którzy chcieliby wykorzystać modele panelowe dla ciągłej zmiennej zależnej (w szczególności w pracy licencjackiej czy magisterskiej). Ideą kursu jest wypełnienie luki między kursem Ekonometrii ze studiów licencjackich a kursem Modelowanie Danych Panelowych (który można traktować jako kontynuację kursu Podstawowe Modele Panelowe).

Ekonometria danych panelowych jest tematem niezwykle szerokim. Na zajęciach omówione zostaną modele panelowe dla ciągłej zmiennej zależnej. Kurs rozpocznie się omówieniem podstawowych i rozszerzonych modeli dla paneli szerokich (duże N, małe T). Następnie omawiane będą modele uzupełniające dla pozostałych rodzajów danych panelowych.

• Seminar - 30 hours

(in Polish) Przedmiot “Zarządzanie sytuacją kryzysową firmy” jest adresowany do osób, które dostrzegają potrzebę uzbrojenia się w efektywne narzędzia przezwyciężania zagrożeń, które współcześnie dotykają przedsiębiorstwa. W ramach przedmiotu zaprezentowane zostaną zagadnienia, które są specyficzne dla sytuacji kryzysowych, całość zostanie oparta o wiedzę i doświadczenia praktyczne w restrukturyzacji i zarządzaniu kryzysowym.

• Seminar - 30 hours

(in Polish) Metody bajesowskie są coraz częściej stosowane we wszystkich dziedzinach ekonomii. Dotyczy to zarówno samej teorii ekonomii jak i ekonomii stosowanej (nie tylko ekonometrii). Metody uczenia maszynowego również z powodzeniem stosują koncepcję bajesowską. Kurs będzie składał się z 2-ch modułów. W pierwszej części zajęć dokonamy wprowadzenia do koncepcji bajesowskiej. Pokażemy na przykładzie zwykłej regresji liniowej jak przebiega typowe (analityczne) wnioskowanie bajesowskie. Omówimy również metody Markov Chain Monte Carlo (MCMC), które są powszechnie stosowane w bajesowskim modelowaniu szeregów czasowych. W drugim bloku zajęć będziemy stosować formułę Bayesa w celu estymacji modeli, które należą do kanonu nowoczesnej ekonometrii szeregów czasowych. Będziemy rozważać zarówno jednowymiarowe jak i wielowymiarowe modele.

• Seminar - 30 hours

• Seminar - 30 hours

Making key business decisions is based on detailed data analysis. It is therefore extremely useful to be able to use programs that enable efficient data processing. Important features of programs for working with data are the ability to use various types of data sources (with large volumes) and to process and refresh data quickly. The final presentation of reports in the form of visualizations is also crucial. Programs in the area of Business Intelligence are becoming more and more popular, including, among others, Power BI Desktop. This program combines the aforementioned features, allowing you to transform data into the information you need to make key business decisions.

• Seminar - 30 hours

• Seminar - 30 hours

This course is meant for all students. The “ACCA” annotation means that it can (but doesn’t have to be) used by students of Finance and Accounting as well as of Business Economics programs to obtain exemption from the respective ACCA exam (details below).

During the course students explore the role

and purpose of the financial management function. They learn about such topics as: adjusting for risk and uncertainty and allowing for inflation and taxation in investment appraisal, specific investment decisions (lease/buy, asset replacement or capital rationing), the importance of working capital, the management of inventories, accounts receivable, accounts payable and cash, sources of finance and their relative costs, and estimating the cost of capital.

The seminar takes form of direct, in-class meetings. After presenting relevant theory, the examples of practical problems are being discussed.

• Seminar - 30 hours

The course gives both theoretical knowledge and practical skills to model a credit scorecard. During the course all necessary steps to develop a scorecard would be discussed and presented. Starting from data preparation (handling a missing data and outliers, derived variables preparation, data sampling), going through model estimation (i.e. logistic regression) and model quality assessment (discriminatory power, stability) and ending on optimal cut-off choice.

During the course examples would be presented in R.

• Seminar - 60 hours

• Seminar - 60 hours

This is the second part of the course in VBA programming and application development in Excel. Students learn advanced programming techniques, which they will use to write your own applications in spreadsheets.

• Seminar - 30 hours

The course will have the following content:

• AML course overview and subject introduction (2h)

• Terrorist financing prevention and sanctions (4h)

• Money laundering and terrorists financing risk

factors (8h)

• Money laundering prevention in practise (10h)

• AML legal framework (4h)

• Final exam (2h).

Top 30% students of the class rank obtain access to a fast-track recruitment process to Citi's AML department.

• Seminar - 30 hours

• Seminar - 30 hours

This course is a response to the continued growth of the importance of data analysis in the business environment. In an era of very rapidly increasing data collection, traditional tools and spreadsheets are insufficient tools for formulating conclusions and taking appropriate actions. The course program was developed based on an analysis on trends in the labor market. Business Intelligence is a new, fast-growing area for working with data (from importing data, to processing, then reporting, to creating visualizations in the form of interactive dashboards that can be used by thousands of users), which will absorb an increasing number of qualified professionals. Tableau Software's main motto is that it is easy to create and intuitive to use. Therefore, working in Tableau requires no programming!

• Seminar - 30 hours

The aim of the course is to present the latest machine learning methods, using Python programming language. In order to fully illustrate the machine learning issues, all three types of analysis will be presented: unsupervised, supervised and reinforcement learning. However, the main focus will be on predictive models, both classification and regression.

Classes will focus on the formation of an intuitive understanding of the algorithms discussed, their strengths and weaknesses and the acquisition of practical skills to use them.

• Seminar - 30 hours

• Seminar - 30 hours

• Seminar - 30 hours

This subject belongs to the SAS Data Mining Certificate Program path. Classes are intended for students of 3-5 years who want to get acquainted with the SAS package for statistical data analysis. The aim of the course is to provide skills enabling to perform simple research projects in the field of statistics (data processing, summary data description, graphical presentation of data, including geographic data, verification of basic statistical hypotheses and conducting more complex analyzes, including cluster analysis, factor analysis, analysis discrimination or correspondence analysis). During the course, students will be familiarized with subsequent issues, and then under the guidance of the teacher perform exemplary exercises. The condition for participation in classes is knowledge of the basics of the SAS package and knowledge of the basics of statistics. The assessment is based on attendance, activity and the solution of assignments.

• Seminar - 30 hours

• Seminar - 30 hours

1. Purpose: to familiarize students with key issues of tax accounting, classification of revenues and costs for tax purposes, and methods of calculating taxable income, tax base and tax liabilities in the business activity.

2. Learning outcomes: student understands the idea of tax accounting and correctly classifies and records taxable revenues and costs

3. Content: tax system, PIT, CIT, VAT, accounting and tax reporting

4. Course groups: students of 3rd year 1st degree studies on track Finance, Investments and Accounting (specialization: Public Finance and Taxes)

5. Assessment: short tests at the beginning of classes and written exam at the end of semester (test questions + open tasks)