Anna Serwatka is an assistant at the Faculty of Applied Mathematics of AGH University of Science and Technology in Cracow and CEO at Tummim Sp. Z o.o. Her research interests include financial market modeling from the small investor point of view and arbitrage strategies. She is trying to prove that you can be a mom, a scientist, a teacher and CEO in one.
Following the example of the Kim–Markowitz model, this study adopts similar mechanisms of market operation to perform computer simulations based on agent modeling on the financial market, where shares of one company and a bank account are available …