Dr inż. Andrzej Skulimowski

BornJuly 3, 1958, Wieliczka, Poland

Address - home

- office

 Al. Kijowska 10/84, 30-950 Kraków 23, Poland
Al. Mickiewicza 30, PL-30-050 Kraków, Poland
and Working Group for the Analysis of Central- and Eastern European Capital Markets at IWI&sb/f, University of St. Gallen (HSG), Dufourstr. 50, CH-9000 St. Gallen, Switzerland
Phone - (office)
- (home)
- fax		+48 12 217154, 217011, 172812
+48 12 367 757
+48 12 217411, 341568
E-mailskul@ia.agh.edu.pl, skulimowski@sgcl1.unisg.ch

Present Position : Associate Professor

Degrees1997 - D.Sc. (Habilitation) in Computer Science
1985 - Ph.D. in Optimal Control
1982 - M.Sc. in Mathematics
1981 - M.Sc. in Electrical Engineering
Major areaOperations Research, Decision Theory
SpecializationMulticriteria decision support, Financial decision theory, Portfolio theory, Computer methods for multicriteria and parametric optimization; Time series analysis; applications in finance
Statusmarried, two daughters
CitizenshipPolish
LanguagesPolish - mother tongue,
English, German, French, Russian - fluency in speaking and writing;
Italian, Latin - passive knowledge

Postsecondary Schools Attended and Degrees Conferred

1981-1984University of Mining & Metallurgy, Cracow, Poland;
Doctoral Studies in Optimal Control (simultaneously with the full-time academic employment), Ph.D., January 31, 1985, summa cum laude (very good with honors),
Ph.D. thesis: "Applications of Metric Structures in Multicriteria Optimization", Supervisor : Prof. Dr. H. Górecki
1976-1981University of Mining & Metallurgy, Cracow, Poland;
Electronics, specialization : Automatic Control M.Sc., March 16, 1981, summa cum laude (very good with honors),
M.Sc. thesis : "Applications of the Hausdorff Distance in Multicriteria Optimization", Supervisor : Prof. Dr. H. Górecki
1975-1980Jagiellonian University, Cracow, Poland
Mathematics, Theoretical Section M.Sc., June 26, 1982, summa cum laude (very good),
M.Sc. thesis : "Analysis of Multivalued Functions", Supervisor : Prof. Dr. A. Lasota

Employment

May 8, 1996 - presentPresident, Progress & Business Foundation, Cracow
July 1 - December 31, 1996Consultant to the Treasury Department, Bank Pekao SA, Warsaw
May 25, 1993 - 30.09.1996Associate, International Consulting Network Inc., Vaduz, Liechtenstein;
March 1, 1990 - May 31, 1997Professor at the Institute of Information Management (IWI), University of St. Gallen (HSG), Switzerland
October 10, 1988 - October 9, 1989Visiting Professor at the Institute of Communication Technology (IKT), Image Science Division (BIWI), Swiss Federal Institute of Technology (ETH), Zurich, Switzerland
May 1, 1985 - presentAssociate Professor, Institute of Automatic Control, University of Mining & Metallurgy, Cracow, Poland
October 1, 1982 - April 30, 1985Senior Assistant, Institute of Automatic Control, University of Mining & Metallurgy, Cracow, Poland.
October 1, 1981 - September 30, 1982Assistant, Institute of Automatic Control, University of Mining & Metallurgy, Cracow, Poland.
December 1, 1980 - September 30, 1981Junior Assistant, Institute of Automatic Control, University of Mining & Metallurgy, Cracow, Poland.

Additionally

since March 6, 1997Member of the Supervisory Council of the Cracow Development Agency
since October 1, 1996President of the Supervisory Council of the "P&B Incubator" Ltd., Cracow
since July 25, 1995Member of the Board of AMSOFT Consulting Ltd., Cracow
since September 1, 1993approved as an MBA lecturer for Information Systems by The City University of Bellvue, Zurich branch;
since December 1993Member of the Board of Editors of the International Journal "Applied Mathematics and Computer Science";
since November 1986Reviewer for "Mathematical Reviews"
referee for professional journals (JOTA, JMAA, etc.)

Visiting Professorships (selected)

May - June 1995Financial Mathematics; Isaac Newton Institute, University of Cambridge, Cambridge, England
March 1992Multicriteria Optimal Control applications to dynamic decision problems; Military Technical Academy, Cairo
April-May 1990Applying Multicriteria Optimization Methods to the forest management; Departments of Forest Management and of Mathematical Sciences, University of Montana, Missoula, Spring quarter 1990. Inclusive a joint plenary lecture on Mathematical Modelling in Environmental Sciences, sponsored by the University of Montana, April 17, 1990;
September 1988Mathematical Models in Chemistry and Biology, Classe di Scienze, Scuola Normale Superiore, Pisa, Italy
May 1987Investment and project strategies - consulting and course at the College for Developing Countries and Faculty for Econometrics, The University of Antwerp (RUCA), Belgium
July-August 1986Modeling and optimal use of renewable resources, Rocky Mountain Mathematics Consortium; University of Wyoming, Laramie, Wyoming, USA
April-May 1985Project management, College for Developing Countries and Faculty for Econometrics, The University of Antwerp (RUCA), Belgium

Research and Consulting

1996-97Unified Methods of Risk Management and Global Risk Assessment, Bank Pekao SA, Warsaw
1995-97Optimal Investment Strategies in Central Europe; Union Bancaire Privé, Zurich
1994-95Feasibility Study for the Warsaw Stock Exchange concerning the introduction of the forward business and derivatives on the Polish capital market (director of the program);
1994-97Pattern analysis, symbolic dynamics, and game theory applied to financial time series analysis and forecasting. Research program supported by the University of St. Gallen and the Walter Finance Co., Zurich, Switzerland.
1992-96Adviser to the foreign investors in Poland, especially the financial market investors
1991-94Kalman filtering and optimization in large-scale control systems : applications to portfolio optimization; Research program supported by the Swiss National Foundation for the Scientific Research (SNF).
1990-95Electronic Information Assistant; program for the Competence Center at the HSG supported by the Union Bank of Switzerland (UBS-SBG), Hoffmann-La Roche and Mercedes-Benz
1989-94Modelling, control and optimization of data management in complex systems - Research program supported by the University of St. Gallen, Union Bank of Switzerland (UBS-SBG), and the Swiss National Foundation for Scientific Research (SNF).
1986-90Selected Problems in Multicriteria Optimal Control - A Decision Support System for Multicriteria Optimal Control Problems with a Reference Multifunction; research program sponsored by the Polish Academy of Sciences within the Central Program of Basic Research Grant No.CPBP/2.1.6/1986-88 (director of the program).
1988-89Decision support systems for occluded object completion, Research program supported by the Swiss National Foundation for the Scientific Research (SNF) within the Artificial Intelligence and Robotics Program K13;
1981-87Multicriteria Optimization in the Management of Dynamical Systems; research program sponsored by the Polish Academy of Sciences, Grants No. MR I.30/1.6/81-82,82-84,85-86,87 : - Application to the Flood Control and the Management of Water Reservoir Systems (85-87);- Dynamical Resource Allocation Problems with Multiple Criteria (1982-85).

Algorithms, codes, and computer applications developed (1988 - 97, selected)

Software toolsTime & PlaceOS/HardwareShort Description
MATLAB 4.2, Statistica, C++1994 - 1997P166, ConvexModelling and prediction for GARCH processes, applications to time series analysis
C++/MS Windows 3.1, Windows NT1993 -1994IBM PC 486Decision support systems for Portfolio optimization and risk management
C++/SMALLTALK V, Windows 3.11990 - 1994 St. GallenIBM PC 486 Dynamic data analysis and evaluation system
MS C 5.1/dBASE IV Dev. Edition1990 - 1992 ZürichIBM PC 486A publisher's finance management system for small and middle publishing houses
C++1990 WarsawIBM PC 386Optimal assignment algorithm for the Master Key system
MS C 5.0/Informix ESQL1989 - 1990 ZurichHP Apollo Design and algorithm for the scholarship management system
SUNOS C, DEC FORTRAN1988 - 1989 ZurichSUN-4, VAX 780Algorithms for occluded object completion and image understanding
MS C 5.01987 - 1989 ZurichIBM PS-2A set of procedures for the Swiss Options and Financial Futures Exchange : design and implementation of margin requirement algorithm, assignment, and trade system optimization
Borland PASCAL 5.01987 - 1989 ZurichIBM PC 386Decision support systems based on multicriteria optimization and aspiration levels
PRIME FORTRAN 771988, ZurichPRIMEA set of graphic subroutines for the multivariable function representation
MODULA 2 - SDS 2.01987 - 1989 ZurichIBM PC/ATReal-time process control and optimal order processing in warehouses
FORTRAN 771986 - 1988 Laramie, WYCRAY XMPParallel optimization procedures for oil recovery problems described by PDE's
C/UNIX1986 - 1987 CracowCDC Cyber 6000Solution of multiple criteria optimal control problems occurring in modelling of economic development and resource allocation

Teaching (selected)

all above are doctoral-level, graduate and undergraduate courses given at the Rijksuniversitair Centrum Antwerpen (RUCA), University of Montana, Missoula, University of Mining & Metallurgy, Cracow, Jagiellonian University, Cracow, and the University of St. Gallen, St. Gallen

Awards and Distinctions Received

Additionally : Invited speaker, member of the scientific committees, and session chairman at a number of international scientific meetings.


Scholarships and Fellowships Received [selected]

1995 [The Isaac Newton Institute of Mathematics, University of Cambridge, Cambridge, England]
Fellowship for the participation at the Program on Financial Mathematics, including invited lectures on portfolio theory.
1990 [NSF USA]
Grant for Visiting Professorship at the Universities of Montana, Missoula, University of Washington at Pullman, Georgia Institute of Technology, Atlanta, and the University of Tennessee at Chattanooga, April - May 1990. Research areas : dynamical multicriteria optimization.
1987 [Swiss Government]
Postdoctoral Research in Optimal Control at the Institute of Automatic Control & Industrial Electronics, Swiss Federal University of Technology (ETH), Zurich, October 1987 - July 1988; Research areas : Multicriteria optimization of discrete event systems, decision support systems based on reference points.
1987 [CNRS, France]
Scholarship for participation in a joint research program on decision support systems for multicriteria problems with LAMSADE, Universite de Paris-Dauphine, June-July 1987.
1987 [International Centre for Theoretical Physics, Trieste, Italy]
Fellowship for participation in the 2nd Workshop on Mathematics in Industry, ICTP Trieste, February 1987.
1987 [CNR, Italy]
Fellowship for research during the Half-Year Program on Evolution Equations, Microprogram on Control Theory, Scuola Normale Superiore, Pisa, January - February 1987. Research area : Trajectory optimization methods in optimal control of economic systems.
1985 [EURO]
2nd EURO Summer Institute on Multicriteria Analysis, Brussels, Belgium, July - August 1985. Research area : Implementations of reference point methods and multicriteria decision-making.
1983 [NORDITA]
Workshop on Chaos in Dynamical Systems, NORDITA and Nils Bohr Institute, Copenhagen, Denmark, July - August 1983. Research area : Asymptotic Behavior of Trajectories in Macroeconomic and Age-Dependent Population Models.
1982 [ICTP Trieste]
Autumn College on Mathematical Ecology, ICTP, Trieste, Italy, November - December 1982, Research area : Optimal allocation of renewable resources.
1981 [Turck GmbH, Halver, Western Germany]
Postgraduate training in design of microprocessor systems and microprocessor programming, Turck GmbH, Research & Development Division, Halver, Western Germany, August - September 1981.

Membership of scientific and professional societies (year of admission in parentheses)

References, transcripts of university degrees, and reprints available on request