Acta Universitatis Lodziensis. Folia Oeconomica nr 286/2013: Recent submissions
Now showing items 21-37 of 37
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Non-Classical Risk Measures on the Warsaw Stock Exchange – the Application of Alpha-Stable Distributions
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)The subject of this paper is the presentation of application of the alpha-stable distributions methodology in investment risk measurement. The non-classical risk measures based on Value-at-Risk are presented: Expected ... -
Optimal Stock Portfolio – Application of Multivariate Statistical Analysis
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)Investigating relationship between risk of the Markowitz optimal portfolio and the strength of interdependence for the set of rates of return for portfolio components we state (Konarzewska, 2008, 2012) that the risk ... -
Experimental Design in Evaluating VaR Forecasts
Małecka, Marta
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)
Following a dynamic development of VaR estimation methods from 90s, in recent literature much attention has been paid to testing procedures designed to evaluate quality of VaR models. There has been a wide-ranging ... -
On MSE Estimation of Some Misspecified Predictor
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)The problem of prediction of subpopulation (domain) total is studied as in Rao (2003). The problem is inspired by results obtained by Żądło (2012) who considered two predictors – empirical best linear unbiased predictor ... -
Insurance in Polish Small and Medium-Sized Enterprises – Survey Results for the Period of 2010-2012
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)The sector of small and medium-sized enterprises (SME) is an important part of the insurance market. The growth of the economy and the changes occurring in Poland are the reasons for some changes in the behavior of ... -
Some Remarks on Feature Ranking Based Wrappers
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)One of the approaches to feature selection in discrimination or regression is learning models using various feature subsets and evaluating these subsets, basing on model quality criterion (so called wrappers). Heuristic ... -
Extracting Class Description from Support Vector Machines
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)Support Vector Machines (SVMs) belong to the group of Data Mining and Machine Learning methods. SVMs are considered to be one of the best classification methods in terms of performance measure. The biggest disadvantage ... -
Influence of Inaccuracy Measurement On Middle- Operating Control Costs
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)Control charts are commonly used in plants to monitor the correctness of manufacturing process, due to their simplicity and explicitness of diagnosis. Qualification mistakes make that the signals, appear either with lag, ... -
The Impact of the Methods of the Data Normalization on the Result of Linear Ordering
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)In taxonomy, various methods of the data normalization are used. They can significantly affect the result of the classification. This article presents the analysis of the impact of the methods of the data normalization ... -
Bayesian Spatial Quantile Regression
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)In this paper we present a Bayesian spatial model quantile regression. We develop a spatial quantile regression model that does not assume normality and allows the covariates to affect the entire conditional distribution, ... -
Probability of the Fuzzy Events and its Application in Some Economic Problems
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)In the paper we present some conceptions of probability of fuzzy events, especially of intuitionistic fuzzy events and discuss them in one perspective and show the utility and helpfulness of using the probability calculus ... -
Generalizations of Tukey-Lambda Distributions
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)The Generalized Lambda Distribution (GλD) is a four-parameter generalization of Tukey’s Lambda family. Several methods for estimating the parameters of the GλD have been reported in the literature, but the most popular ... -
Causality Analysis of Survey Nonresponse – A Counterfactual Perspective
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)Declining participation rates in social surveys stimulate research to better understand nonresponse mechanisms and their impact on related statistical inference. In this paper we focus on potential causal relationship ... -
Jan Piekalkiewicz – A Statistician of the Second Polish Republic
(Wydawnictwo Uniwersytetu Łódzkiego, 2013) -
Karolina Iwaszkiewicz-Gintowt (1902–1999)
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)This paper describes the life and scientific achievements of Karolina Iwaszkiewicz- Gintowt, who before World War II worked with Jerzy Spława-Neyman. -
Rajmund Buławski – The Founder of the Śląsko-Dąbrowski Department of the Polish Statistical Association
(Wydawnictwo Uniwersytetu Łódzkiego, 2013) -
Introduction
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)