Marcin Mider

Marcin Mider

Intern

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location of Marcin MiderWarsaw, Mazowieckie, Poland

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  • Timeline

  • About me

    Statistician/Researcher/Software developer

  • Education

    • University of Warwick

      2016 - 2019
      Doctor of Philosophy (Ph.D.) Statistics

      Oxford-Warwick Statistical Programme (OxWaSP) at the University of Oxford and the University of Warwick. PhD thesis titled: "Extensions of the unbiased inference for Stochastic Differential Equations with applications to Neuroscience, Population Dynamics and Finance"Supervisors: Prof Gareth Roberts, Dr Paul Jenkins, Dr Murray PollockPublications-----> Simulating bridges using confluent diffusions, to be submitted to Bernoulli> Bayesian, semi-parametric… Show more Oxford-Warwick Statistical Programme (OxWaSP) at the University of Oxford and the University of Warwick. PhD thesis titled: "Extensions of the unbiased inference for Stochastic Differential Equations with applications to Neuroscience, Population Dynamics and Finance"Supervisors: Prof Gareth Roberts, Dr Paul Jenkins, Dr Murray PollockPublications-----> Simulating bridges using confluent diffusions, to be submitted to Bernoulli> Bayesian, semi-parametric inference for diffusions, to be submitted> Unbiased parameter inference for diffusion processes from first passage times, to be submitted> Inference for diffusions---asymptotic analysis of the reduction in computational cost due to blocking, in preparation I participated and/or presented in "Simulation Reading Group", "Machine Learning Reading Group", "Algorithms & Computationally Intensive Inference seminars", "Young Researchers' Meetings" and others. Show less

    • University of Oxford

      2015 - 2016
      St Peter's College, Doctor of Philosophy (Ph.D.) (foundation year) Statistics

      OxWaSP---a four year CDT programme run jointly by the University of Warwick and the University of Oxford. The first year of the programme, based in Oxford, comprised of eight structured modules and 2 mini-projects. The 2-week modules ran consecutively and consisted of 2--3 days of lectures, followed by a week of group work (in groups of 2-4)---the aim was to understand and reproduce the results of the cutting-edge research papers. Each module concluded in presentations in front of the… Show more OxWaSP---a four year CDT programme run jointly by the University of Warwick and the University of Oxford. The first year of the programme, based in Oxford, comprised of eight structured modules and 2 mini-projects. The 2-week modules ran consecutively and consisted of 2--3 days of lectures, followed by a week of group work (in groups of 2-4)---the aim was to understand and reproduce the results of the cutting-edge research papers. Each module concluded in presentations in front of the professors and other OxWaSP students. The mini-projects were individual pieces of work that ran for 3 months each and were supervised by professors from Oxford or Warwick---leading experts in their fields.Additionally, I took part in a course on CUDA Programming on NVIDIA GPUs run by Prof Mike Giles, at Oxford. Show less

    • University of Warwick

      2011 - 2015
      Master’s Degree MMORSE (Mathematics, Operational Research, Statistics, Economics) First---overall average: 100% (pure average: 91.1%)

      Activities and Societies: Thai Boxing, Taekwondo Each year I finished top of the year.Fourth year modules:------------Markov Processes and Percolation Theory, Fourier Analysis, Stochastic Analysis, Stochastic Methods in Finance, Brownian Motion, Monte Carlo Methods, Dynamic Stochastic Control, Statistics Masters DissertationThird year modules:--------------Measure Theory, Functional Analysis I, Bayesian Statistics and Decision Theory, Probability Theory, Actuarial Methods, Finance & Financial Reporting, Actuarial… Show more Each year I finished top of the year.Fourth year modules:------------Markov Processes and Percolation Theory, Fourier Analysis, Stochastic Analysis, Stochastic Methods in Finance, Brownian Motion, Monte Carlo Methods, Dynamic Stochastic Control, Statistics Masters DissertationThird year modules:--------------Measure Theory, Functional Analysis I, Bayesian Statistics and Decision Theory, Probability Theory, Actuarial Methods, Finance & Financial Reporting, Actuarial Models, Introduction to Mathematical Finance, Applied Statistical Modelling, Multivariate Statistics with Advanced TopicsSecond year modules:--------------Mathematical Economics 1A, Mathematical Economics 1B, Mathematical Programming II, Metric Spaces, Differentiation, Analysis III, Algebra I: Advanced Linear Algebra, Stochastic Processes, Mathematical Methods, Mathematics of Random Events, Mathematical Statistics Part A, Mathematical Statistics Part B, Linear Statistical Modelling Show less

  • Experience

    • PwC Polska

      Jul 2014 - Aug 2014
      Intern

      > Valuating pharmaceutical companies on the polish market> Preparing the report evaluating the care home market in Poland> Expanding the internal database with the financial information of the health care companies registered in Poland

    • University of Warwick

      Sept 2015 - Sept 2019
      Graduate Research Student

      EPSRC & MRC Centre for Doctoral Training in Next Generational Statistical Science, Oxford-Warwick Statistical Programme (OxWaSP) at the University of Oxford and the University of Warwick. It is a four year PhD programme, which aims to provide students with "training not only in cutting-edge research methodologies, but also in the development of business and transferable skills".The first year of the programme, based in Oxford, comprised of eight structured modules and 2 mini-projects. The 2-week modules ran consecutively and consisted of 2--3 days of lectures, followed by a week of group work (in groups of 2-4)---the aim was to understand and reproduce the results of the cutting-edge research papers. Each module concluded in presentations in front of the professors and other OxWaSP students. The mini-projects were individual pieces of work that ran for 3 months each and were supervised by professors from Oxford or Warwick---leading experts in their fields.The latter three years are based at the University of Warwick and comprise of the research on my PhD. Throughout I participated and/or presented in "Simulation Reading Group", "Machine Learning Reading Group", "Algorithms & Computationally Intensive Inference seminars", "Young Researchers' Meetings" and others.I taught seminars at Undergraduate level to Statistics students: > ST333 Applied Stochastic Processes> ST219 Mathematical Statistics Part B> ST208 Mathematical Methods Show less

    • Københavns Universitet - University of Copenhagen

      Feb 2018 - Apr 2018
      Visiting Researcher

      I began collaborations on two research projects---both broadly speaking about the inference for diffusion processes and more specifically on:> Simulation of diffusion bridges, which avoids all discretisation errors and whose computational cost scales linearly with the bridge's time horizon. In collaboration with Prof Michael Sørensen.> Bayesian inference from first passage time observations. In collaboration with Prof Susanne Ditlevsen and Dr Moritz Schauer.The research papers summarising the findings are currently in preparation. Show less

    • Max Planck Institute for Mathematics in the Sciences

      Oct 2019 - Sept 2020
      Postdoctoral Researcher
    • Trium Analysis Online GmbH

      Oct 2020 - Oct 2022
      Senior Software Engineer
  • Licenses & Certifications

  • Honors & Awards

    • Awarded to Marcin Mider
      Final Year Ronald A. Fisher prize in recognition of the outstanding performance in 2015 summer examinations Statistics Department Examination Board Jul 2015
    • Awarded to Marcin Mider
      Fourth Year John W. Tukey Prize in recognition of the outstanding performance in the Masters dissertation Statistics Department Examination Board Jul 2015
    • Awarded to Marcin Mider
      IBM Student Recognition Award Peter Ward, IBM University Relationship Manager Dec 2014
    • Awarded to Marcin Mider
      Faculty of Actuaries Prize in recognition of the outstanding performance in a third year Actuarial Science module Faculty of Actuaries Jul 2014
    • Awarded to Marcin Mider
      Third Year Thomas Bayes Prize in recognition of the outstanding performance in 2014 summer examinations Statistics Department Examination Board Jul 2014
    • Awarded to Marcin Mider
      Second Year Karl Pearson Prize in recognition of the outstanding performance in 2013 summer examinations Statistics Department Examination Board Jul 2013
    • Awarded to Marcin Mider
      First Year Francis Edgeworth Prize in recognition of the outstanding performance in 2012 summer examinations Statistics Department Examination Board Jul 2012