Marcin Zamojski

2015
Research grant from the National Bank of Poland
Worth approx. 10,000EUR; with André Lucas and Siem Jan Koopman
2013
Hedge Fund Innovation was a runner-up for Commonfund Prize at the EFA 2013
Commonfund Prize goes to best paper relevant to foundation and endowment asset management; Cambridge, United Kingdom
Hedge Fund Innovation received Honourable Mention at Mathematical Finance Days
Montreal, Canada
2010
Tuition waver and full scholarship from the Tinbergen Institute
2009
Nominated for the Fulbright Graduate Student Award 2010-11

Conference presentations and invited talks

conferences where papers were presented by a co-author

Filtering with Confidence:
In-sample Confidence Bands for GARCH Filters
2017
European Financial Management Association June 28-July 1
Athens, Greece
North American Summer Meeting of the Econometric Society June 17
St. Louis, USA
2016
SoFiE: Financial Econometrics and Empirical Asset Pricing Conference
Lancaster, United Kingdom
University of Gothenburg
Gothenburg, Sweden
Luxembourg School of Finance
Luxembourg

Hedge Fund Innovation
2014
American Finance Association
Philadelphia, USA
German Finance Association
Karlsruhe, Germany
FMA International: Consortium on Research in Hedge Funds, Trading Strategies & Related Topics
London, United Kingdom
Annual Cambridge/DSF-TI/Wharton Seminar
Amsterdam, The Netherlands
International Conference on Macroeconomic Analysis and International Finance
Rethymnon, Greece
2013
European Finance Association
Cambridge, United Kingdom
Mathematical Finance Days
Montreal, Canada
Luxembourg Asset Management Summit
Luxembourg

Dynamic Term Structure Models with Score-Driven Time-Varying Parameters: Estimation and Forecasting
2017
International Symposium on Forecasting June 25-June 28
Cairns, Australia
2016
National Bank of Poland
Warsaw, Poland

Generalized Autoregressive Method of Moments
2015
European Finance Association
Vienna, Austria
European Economic Association
Mannheim, Germany
SoFiE Annual Conference
Aarhus, Denmark
ESWC
Montreal, Canada
2014
International Association for Applied Econometrics Annual Conference
London, United Kingdom
SoFiE: Skewness, Heavy Tails, Market Crashes, and Dynamics
Cambridge, United Kingdom
NBER-NSF Time Series Conference
St. Louis, USA
Econometric Society European Winter Meeting
Madrid, Spain
2nd Workshop on Score Driven Models
Tenerife, Spain
2013
1st Workshop on Score Driven Models
Amsterdam, The Netherlands

Financial econometrics
2017; graduate level; MLE, GMM, time-series, volatility, asset pricing, forecasting
Master thesis supervision 4 students total
2017
Bachelor thesis supervision 39 students total
2013, 2014, 2015, 2016, 2017
TA for 'Excel for Finance'
2013, 2014; pre-graduate level; in addition to normal TA duties I have designed and implemented automatic grading of assignments
TA for 'Excel bootcamp'
2013, 2014; pre-graduate level; in addition to normal TA duties I have designed and implemented automatic grading of assignments
TA for 'Institutional Investments and ALM for Business Administration'
2013; graduate level; I was fully responsible for the content of the tutorials, cases, and I have designed part of the exam
TA for 'Private Equity and Behavioral Corporate Finance'
2013; graduate level
TA for 'Private Equity and Venture Capital'
2012; graduate level
TA for 'Advanced Econometrics II'
2012; graduate level; topics: IV, GMM, MLE, Logit; I was fully responsible for the content of the tutorials and cases
TA for 'Advanced Econometrics III'
2012; graduate level; topics: time-series, Kalman Filter, GAS; I was fully responsible for the content of tutorials; I also substituted prof. Koopman in giving a lecture on the Kalman Filter
RA for Albert Menkveld
2011
RA for Ingolf Dittmann and Lili Dai
2011