Acta Universitatis Lodziensis. Folia Oeconomica: Ostatnio dodane

Wyświetlanie pozycji 1621-1640 z 4520

    • The market as the Minority Game and the statistical physics 

      Bolonek, Katarzyna (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The simplest version of minority game is introduced. It is shown how the minority game can result from the behaviour of individuals. The stability analysis of stationary state is briefly discussed. The modification of ...

    • Application of bayesian estimation methods for small domains in the Polish Labor Force Survey 

      Kubacki, Jan (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The author presents a synthetic overview of recent efforts related to the small area estimation methods applied to the Polish Labor Force Survey (PLFS). The review concerns methodology and results obtained by Central ...

    • Multivariate distributions in financial data analysis - applications in portfolio approach 

      Jajuga, Krzysztof (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The paper gives an attempt to systematize different problems in finance which can be solved by multivariate analysis. First of all, some theoretical remarks on multivariate distributions are given. Then, taxonomy of ...

    • A proposition of the system of weights for aggregative indexes on the example ofthe index of work efficiency 

      Białek, Jacek; Czajkowski, Andrzej (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      In this paper we propose a construction of the aggregative index of work efficiency. The proposed system of weights is based on theoretical considerations over the situation in which the number of observations - coming ...

    • VaR in risk analysis on DAM and models of volatility of variance 

      Ganczarek, Alicja (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The aim of this paper is to describe and measure risk on the Day Ahead Marked (DAM) of the Polish Power Exchange. In this paper downside risk measures such as Vcilue-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) are ...

    • Portfolio construction with modified Sharpe’s method 

      Czapkiewicz, Anna; Machowska, Małgorzata (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      In the paper we consider a modification of Sharpe’s method used in classical portfolio analysis for optimal portfolio building. The key idea of the paper is the modification of the classical approach by application of ...

    • The model of risk assessment in light of Solvency II project 

      Brylikowski, Piotr (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      Zmiany zachodzące na światowym rynku ubezpieczeń spowodowały, iż przepisy w zakresie wypłacalności zakładów ubezpieczeń przestały odpowiadać nowym wyzwaniom jakie stanęły przed organami nadzoru. Projekt Solvency II ma ...

    • A merger of pension funds - a stochastic model 

      Białek, Jacek (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      In Polish law there exists a definition of the average rate of return of a group of pension funds which, as it was proved by Gajek and Kaluszka (2000), does not satisfy some economic postulates. These authors proposed ...

    • Distribution of linear combination the sample mean and the sample median 

      Wagner, Wiesław (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      In the work there is examined the estimator of linear combination of arithmetic mean and median from a random sample of a random variable in the symmetrical distribution. The coefficients of combinations are determined ...

    • Visualisation of a two - way contingency table in R 

      Kasprzyk, Iwona (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The contingency table is one of the most popular ways of presenting categorical data. We can make a visualisation of data contained in the two - way contingency table using the vcd and graphics packages in the R sofware. ...

    • Bayes estimation in agricultural sample surveys in Poland 

      Bartosińska, Dorota (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      Direct estimators used in sample surveys usually provide parameters’ estimates for country and regions. They do not provide estimates for smaller crosssections (age, gender etc.) or smaller geographical areas (subregions, ...

    • A proposal of a new method of choosing starting points for k-means grouping 

      Korzeniewski, Jerzy (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      When one groups set elements with the help of k-means it is crucial to choose starting points properly. If they are chosen incorrectly one may arrive at badly grouped elements. In the paper a new method of choosing ...

    • Remarks on the generalized probability of the bifuzzy event 

      Gerstenkorn, Tadeusz; Gerstenkorn, Joanna (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The presentation is a continuation of a paper at MSA’04 (T. Gerstenkorn, J. Gerstenkorn (2007)). In 1978 Ph. Smets proposed the so-called g-probability of a fuzzy event as a generalization of the L. Zadeh’s probability ...

    • Combining different types of classifiers 

      Gatnar, Eugeniusz (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      Model fusion has proved to be a very successful strategy for obtaining accurate models in classification and regression. The key issue, however, is the diversity of the component classifiers because classification error ...

    • Cluster analysis with clusterSim computer program and R environment 

      Walesiak, Marek (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The article presents auxiliary functions of clusterSim package (see Walesiak & Dudek (2006)) and selected functions of packages stats, cluster, and ade4, which are applied to solving clustering problems. In addition, the ...

    • Weighting in the template matching 

      Kalina, Jan (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      In the area of image analysis of templates, we have proposed and implemented a method for locating landmarks in 2D-images of faces. It uses the weighted correlation coefficient as a similarity measure between the template ...

    • Kohonen self-organizing maps for symbolic objects 

      Dudek, Andrzej (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      Visualizing data in the form of illustrative diagrams and searching, in these diagrams, for structures, clusters, trends, dependencies etc. is one of the main aims of multivariate statistical analysis. In the case of ...

    • Optimal designs for 𝘱 + 1 objects based on designs for 𝘱 objects 

      Ceranka, Bronisław; Graczyk, Małgorzata (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The problem of optimizing the estimation of the weights of p objects in n weighing operations using a chemical balance is considered. Conditions under which the existence of an optimum chemical balance weighing design for ...

    • Note on the optimum chemical balance weighing design for odd number of objects 

      Ceranka, Bronisław; Graczyk, Małgorzata (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      The problem of the estimation of unknown weights of p objects is considered. The experiment is carry out according to the model of the chemical balance weighing design under the assumption that the measurement errors are ...

    • Performing quantiles in multiple regression sampling strategy 

      Wywiał, Janusz (Wydawnictwo Uniwersytetu Łódzkiego, 2008)
      Estimation of the population average in a finite population by means of sampling strategy dependent on the sample quantile of an auxiliary variables is considered. The sampling design is proportionate to the determinant ...