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Machine Learning in Algorithmic Trading

The IDEAS Research Institute invites students from the University of Warsaw and the Warsaw University of Technology to the first edition of the course „Machine Learning in Algorithmic Trading,” organized as part of the ELLIS community’s integration activities in Warsaw.
The course covers the use of machine learning—with a particular focus on deep learning—to develop investment strategies in financial markets using medium-frequency models. The curriculum covers data and signal preparation, modeling financial time series, and evaluating strategies while taking into account risk and transaction costs. Special emphasis will be placed on working with noisy, non-stationary data, mitigating overfitting and information leakage, and ensuring the reliability of backtests.
The classes will take the form of lectures combined with hands-on workshops, including the creation of a personal model based on open financial data. The first edition is scheduled for November 2026 – January 2027 and will consist of eight sessions, with a break for the holidays. Each session will include a 45-minute lecture, a 15-minute break, and a 60-minute workshop. The first edition of the course begins on November 9.
The following may participate Only current students at the University of Warsaw (UW) and the Warsaw University of Technology (PW) who have already completed a university-level course in machine learning. Passing the statistics course counts toward the final grade, but it is not a prerequisite for participation. Prior experience in finance is not required.

Submissions should be sent via the form [link to the form]. In the survey, please provide information about the courses you have completed, your grades, and the course syllabi, and briefly describe your experience. You may also voluntarily attach your transcript, resume, or other materials to support your application.

The deadline for submitting applications is November 3 by the end of the day.
To November 5, by 4:00 p.m. Eligible participants will receive an email asking them to confirm their attendance at the classes within 24 hours.
Admission will be determined by a ranking that takes into account the candidate’s preparation in ML, statistics, and profile, with a particular emphasis on independent work with models. You can find the criteria for evaluating candidates here.

The second edition is scheduled for Spring 2027. A separate recruitment process for this program will take place in February 2027.

Meet the Faculty

Piotr Tempczyk, PhD

Team Leader at SIGMA at the Ideas Research Institute

A researcher and leader in the field of machine learning, combining active research with a proven track record in delivering commercial products. In recent years, he has served as Chief Technology Officer (CTO) and Head of Artificial Intelligence (AI), leading teams that built and deployed production-grade machine learning systems for generative storytelling, drone surveillance, automated real estate valuation, fraud detection, and deep learning-based trading algorithms. He holds a Ph.D. in machine learning from the Faculty of Informatics at the University of Warsaw (MIM UW), and his research on generative models and topological data analysis has been published at A*-class conferences (ICML, AAAI, ICLR).

Class Registration

The event is organized as part of the „AI x Science Connect Poland” initiative, funded by the Minister of Science and Higher Education of the Republic of Poland