Stanisław Halkiewicz
AGH University of Cracow
Stanisław Halkiewicz is a Master’s student in Mathematics at AGH University of Cracow and concurrently pursuing a Master’s in Financial Engineering at WorldQuant University. He works as a Machine Learning Engineer at Vumo and a Machine Learning Researcher at jointhubs. His past experience includes internships in financial analytics (AmRest) and model risk validation (HSBC), as well as tutoring in statistics, econometrics, and economics.
He holds a BSc in Economic Analytics from Wroclaw University of Economics and Business. His research interests range from econometrics and financial engineering to machine learning and mathematical statistics, with plans to continue to the doctoral level in machine learning or statistics.
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Articles by Stanisław Halkiewicz
An aggregated metrics framework for multicriteria model validation using rolling origin evaluation
The authors apply the rolling origin evaluation framework to model validation in multicriteria settings, where performance must be assessed through various scenarios or forecast targets.