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  • Katowice, Poland

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BlazejRadzik/README.md

LinkedIn Kaggle Codeforces ORCID


👨‍💻 About Me

  • Undergraduate student in Finance & Digital Technologies at University of Economics in Katowice (Expected 2028).
  • Active member of science club "Analiz Rynku Finansowego".
  • Future academic path includes a BSc in Theoretical Mathematics at University of Silesia in Katowice (Expected 2029).

🎯 Current Focus & Certifications

  • Education: Starting MIT MicroMasters in Statistics and Data Science in September.
  • Competitive Programming: Solving daily problems on CodeForces (Current rating 1400, targeting 2000) and automating LeetCode solutions to GitHub.
  • Kaggle: Regularly participating in competitions.

🏆 Quantitative & Coding Highlights

  • IQC 2026: 1st place in Poland and Top 0.5% globally in Stage 1 (Alpha Building).
  • IMC Prosperity 4: Ranked 646th globally out of over 18,800 teams (Top 1 manual trader in Round 1).

📚 Selected Publications & Conferences

  • Breakdown of Market Dependence Structures Under Polycrisis Conditions: Analysis of Dynamic Correlations and Regime Instability – XIV International Conference, Warsaw University of Technology.
  • Comparative Analysis of Bi-LSTM Neural Networks and Econometric Models in Volatility Estimation – NANWE, UE Kraków.
  • Hybridization of the Black-Scholes Model and Monte Carlo Simulation in the Variance Reduction Process of Option Pricing for WIG20 Index Instruments – MSKN, Olsztyn.
  • Abrupt Breakdown of Market Relations Under the Influence of Asymmetric Risk: The Case of PKO BP and Bank Millennium – 8th OSKN, Krosno.
  • Verification of unobservable data (Level 3) under market shock conditions vs. financial stability – XIII National Scientific Conference, Wrocław.
  • Analysis of the Decline of the WIBOR 3M Rate Below the Reference Rate – Piotr Rachwał Interdisciplinary Conference.
  • Upcoming (ArXiv): Empirical Robustness of Quantitative Alphas Across Market Regimes.

📊 GitHub Analytics

GitHub Stats Top Languages

GitHub Streak

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  1. QuantRiskEngine QuantRiskEngine Public

    High-performance portfolio risk engine with C++ Monte Carlo core and hybrid GARCH-LSTM volatility modeling.

    Python 1

  2. BiLSTM-HAR-Volatility BiLSTM-HAR-Volatility Public

    Bi-LSTM + Attention vs HAR — comparative study of deep learning and econometric models in realized volatility forecasting (SPY, EWG, EPOL, EEM)

    Jupyter Notebook 1

  3. CodeForces CodeForces Public

    Python

  4. Kaggle Kaggle Public

  5. LeetCode LeetCode Public

    A collection of LeetCode questions to ace the coding interview! - Created using [LeetHub v2](https://github.com/arunbhardwaj/LeetHub-2.0)

    C++

  6. Q-Fin-Portfolio Q-Fin-Portfolio Public

    Python