Feliks Bańka

Feliks Bańka

Machine Learning & Software Engineer

About Me

I am a final-year bachelor student at Warsaw University of Technology with a strong foundation in machine learning, data science, and software development, and a passion for AI in finance. I have authored papers on advanced models, including “Applying Informer for Option Pricing” (ICAART 2025), “Options Pricing Platform with NNs, LLMs & RL” (ACIIDS 2025, Best Student Paper), and “DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization” (PACIS 2025, A-tier). I also completed the EPAM Data Science Program in deep learning and MLOps. In October, I will begin an M.Sc. in Machine Learning to deepen my expertise.

Education

B.Eng. • Warsaw University of Technology

Sep 2021 – Sep 2025

Major: Bachelor of Engineering in Automatic Control & Robotics

M.Sc. • Warsaw University of Technology (expected)

Oct 2025 – Feb 2027

Major: Master of Science in Machine Learning

Publications

DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization

PACIS 2025

My most recent paper presents a multi-agent RL framework that ensembles options‐based hedges to improve risk-adjusted returns and stabilize portfolios in volatile markets.

Options Pricing Platform with NNs, LLMs & RL

ACIIDS 2025

Integrated neural networks, volatility modeling, and sentiment analysis via LLMs into a hybrid option pricing model. Designed an RL trading strategy. Honored with Best Student Paper Award.

View on ResearchGate →

Applying Informer for Option Pricing

ICAART 2025, Porto

In this work, I explored Informer—a Transformer-based model—for option pricing, adapting it to this specific task and evaluating it against classical models.

View on ResearchGate →

MultiHedge: Advanced Hedging Strategies for a Multi-Agent Hedge Fund (in review)

Submitted • ECAI 2025

Introduces MultiHedge: a system where agents specialize in options-based hedging (straddles, collars, etc.), powered by LLMs and memory-augmented RL. Delivers superior Sharpe and drawdown performance in multi-asset benchmarks.

Transformer Architectures for Option Pricing and Forecasting (in review)

Submitted • LNAI (Springer)

Evaluates Informer, Autoformer, and TimesNet across three tasks: valuation of options, price forecasting over different horizons, and RL-based trading. Outperforms classical methods and GRUs across all stages.

Experience

Website Developer & Marketing Specialist • Regionalne Przysmaki

Oct 2023 – Jun 2025

Developed and maintained software applications using Python and JavaScript; analyzed market trends and optimized campaign strategies.

EPAM Data Science Program

Nov 2024 – Feb 2025

34-week intensive training on ML, DL, MLOps (Docker, MLflow) – average grade: 85%

Summer Intern Full-stack Developer • Freeport Metrics

Jul 2023 – Oct 2023

Built React & .NET micro-frontends, implemented REST APIs, and automated CI/CD pipelines on Azure DevOps in cross-functional Agile teams.

Extracurricular Activities

Founder & CEO • KN Intelligent Operating Systems

Jun 2025 – Present

Founder of a student research group focused on generative AI, large language models (LLMs), NLP, cognitive architectures, multi-agent systems, and argument modeling. Promotes practical applications in finance, economics, social sciences, and software engineering.

Vice President • KN Business in Technology

Feb 2023 – Jun 2024

Led AI/LLM-oriented student projects, organized tech-business meetups, and managed a 10-member team delivering workshops and hackathons in Warsaw.

Member • Enactus Warsaw University of Technology

Nov 2021 – Sep 2024

Collaborated on entrepreneurship projects addressing social challenges through innovation, with emphasis on leadership and cross-functional teamwork.

Vice President • I Liceum Ogólnokształcące im. A. Mickiewicza

Oct 2020 – Jun 2021

Coordinated school-wide events and represented students in leadership roles at the high school level.

Co-founder & Organizer • City Cleanup: Las Zwierzyniecki

Jun 2019 – Nov 2019

Organized a volunteer-based environmental campaign that successfully engaged locals in cleaning a forest park. Developed leadership and event management skills.

Honors & Awards

Best Student Paper Award

ACIIDS 2025, Asian Conference on Intelligent Information and Database Systems

Associated with Warsaw University of Technology. Received for paper “Options Pricing Platform with Neural Networks, LLMs and Reinforcement Learning.”

Laureate of the XVI Entrepreneurship Olympiad

Jun 2021, Fundacja Promocji i Akredytacji Edukacji Ekonomicznej

Honored at the Foundation for the Promotion and Accreditation of Economic Education for outstanding entrepreneurial achievements.

Skills & Tools

Machine Learning / Data Science

PyTorch TensorFlow pandas NumPy PydanticAI scikit-learn LLM & NLP (AutoGen, LangChain, Hugging Face) Multi-Agent System MLflow CI/CD Jupyter Reinforcement Learning

Web & Software Development

TypeScript JavaScript React.js Redux MUI HTML & CSS C# (.NET, Entity Framework) SQL & MSSQL Python (Django) pytest

DevOps & Other Tools

C++ Docker AWS Kubernetes Git Azure DevOps (AzDO) Code Review Agile

Languages

Polish • Native English • Advanced German • Intermediate

Hobbies & Interests

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Football Enthusiast
🎵
Songwriting & Music
📈
Stock Market Analysis
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DIY Robotics Projects