Research staff – University of Copenhagen

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Department of Computer Science DIKU > Staff > Research staff

Wojciech Michal Pawlak

Wojciech Michal Pawlak

Industrial PhD

  • Department of Computer Science

    Universitetsparken 5

    2100 København Ø

    Denmark

Currently, Wojciech pursues his Ph.D. degree in joint industry-academic collaboration between SimCorp A/S – largest Danish FinTech company and leading provider of investment management software solutions for the world's leading financial organizations and Department of Computer ScienceUniversity of Copenhagen (UCPH). The project is supported by a scholarship from Innovation Fund Denmark (Innovationsfonden), which invests in new knowledge and technology creating growth and employment in Denmark.

During the period of the project, Wojciech is employed as Senior Research Engineer in SimCorp Technology Labs, an internal strategic innovation unit focused on deriving business value from new technology and enterprise architecture research.

Wojciech holds two Master degrees in Computer Science and Engineering, among them one from Technical University of Denmark.

More details: https://www.linkedin.com/in/wojciechpawlak/

Current research

In his industrial FinTech Ph.D. research project entitled "Accelerated Financial Algorithms", Wojciech utilize high-performance computing (HPC) techniques and modern many-core architectures such as high-throughput Graphics Processing Units (GPUs) to target acceleration of large financial computational loads for risk management and pricing of financial instruments. The objective is to produce new state-of-the-art software prototypes that demonstrate the potential for performance acceleration in SimCorp Dimension, the main product offered by SimCorp A/S, to increase the value of the computing services that are provided to large financial clients worldwide.

At Department of Computer Science (DIKU), Wojciech is currently involved in implementing high-performance applications using the Futhark programming language, a statically typed, data-parallel, and purely functional array language. This will lead to further development of the language and its compiler, as the technologies are an ongoing research project. In his work, Wojciech is investigating algorithmic optimizations, that allow for extracting more parallelism, e.g. flattening techniques for nested parallelism.

The technologies are a part of the research of HIPERFIT (High-Performance Computing for Financial IT) center at Algorithms and Programming Languages Section (APL).

More details: https://futhark-lang.org/

Primary fields of research

Regarding his academic interests, Wojciech focuses mainly on disciplines of high-performance scientific computing, parallel programming models, and advanced computer architecture. So far, Wojciech has applied his interests to fields of computational finance (mainly risk management and derivative pricing), computational fluid dynamics, machine learning and pattern recognition.

Fields of interest

High-Performance Computing, Parallel Programming Models, Advanced Computer Architecture

Computational Finance, Derivative Pricing, Risk Managment

Machine Learning, Numerical Methods, Stochastic Calculus

ID: 172676248