Methodology note with first results · October 2026
How we measure and tune GPU cooling in a workstation
Fan settings, temperatures and power limits of a GeForce RTX 5090, measured on a grid and fitted with a heat-transfer model.
GRUENCY / Quantitative research
Quantitative research and econometrics
GRUENCY offers econometrics, time-series analysis, Monte Carlo simulation and forecasting for client problems. Sebastian Michalski applies the methodology he published as sole author in Physica A (Elsevier) and used in work for the National Bank of Poland.
Areas of work
- Time-series and long-memory analysis: DFA, Hurst estimation, spectral methods
- Monte Carlo simulation studies: estimator bias, variance and robustness
- Forecasting models with stated uncertainty
- Methodology review and replication of existing analyses
- Decision-support modelling for founders and research teams
- Second opinions on models and data work, also offered under Technical advisory
How the work is delivered
- Brief: the question, the data and the decision it informs
- Methodology and fixed scope agreed in writing before work starts
- Analysis with reproducible code and stated assumptions
- Written findings followed by a call to discuss them
Latest research
Physica A (Elsevier) · 2008 · sole author
Blocks adjustment: reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation
A Monte Carlo method that reduces the bias and variance of detrended fluctuation analysis, used in econometrics, biomedical signals and climate research.
Publications and awards
Elsevier / Physica A
Sole-author, peer-reviewed paper
A Monte Carlo study on reducing bias and variance in Detrended Fluctuation Analysis, a method used in econometrics, biomedical signal analysis and climate research.
NBP, National Bank of Poland
First-degree award presented by Prof. Leszek Balcerowicz
Cash-circulation optimisation and economic modelling at Poland's central bank.
SGH / PWN
Rector's First-Degree Award
For a contribution to "Econometrics and Operations Research", published by PWN.
Questions about quantitative research
Which fields do you work in?
Econometrics and finance-related problems, by background. By method, any field with time-series, simulation or estimation questions.
Can the work support publication?
Yes. The work follows the standard Sebastian uses in his own publications: reproducible code, stated assumptions and written reasoning.
How does confidentiality work?
A standard NDA is available on request. Findings and code belong to the client.
Request a consultation
Describe the question, the data and the decision it informs.
Or email info@gruency.com