Laboratories

The mission of the FERM (Financial Engineering and Risk Management) is to provide decision support for the planning and management of risk in the economic problems, financial and energy services.  The FERM  is an interdisciplinary laboratory created and designed to support and promote research in the field of financial engineering, computational finance and risk management. The research conducted at the laboratory involves theoretical developments and applications with particular emphasis on advanced operational research techniques (stochastic programming, robust optimization), on artificial intelligence, as well as on the design and implementation of decision support systems. The developed tools have been successfully applied in various fields of engineering and financial management, including but not limited to:
- Evaluation of business performance
- Credit risk forecasting
- Forecast of energy prices
- Portfolio optimization
- Optimization of energy systems