Details
- Financial Program Name:
- OPUS
- Organization:
- Narodowe Centrum Nauki (NCN) (National Science Centre)
- Agreement:
- UMO-2017/25/B/HS4/00592 z dnia 2018-01-10
- Realisation period:
- 2018-01-10 - 2023-01-09
- Project manager:
- dr hab. inż. Tomasz Korol
- Team members:
-
- Principal Investigator dr hab. inż. Tomasz Korol
- Realised in:
- Department of Finance
- Project's value:
- 167 440.00 PLN
- Request type:
- National Research Programmes
- Domestic:
- Domestic project
- Verified by:
- Gdańsk University of Technology
Papers associated with that project
Filters
total: 5
Catalog Projects
Year 2024
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Multi-factor fuzzy sets decision system forecasting consumer insolvency risk
PublicationThe objective of this study is to develop a multi-factor decision system predicting insolvency risk for natural persons with the use of fuzzy sets. Considering that the financial situation of households is affected by various endogenous and exogenous factors, the main assumption of this study is that the system for predicting financial difficulties should not be limited to the use of only a few financial variables concerning consumers,...
Year 2022
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Implementing artificial intelligence in forecasting the risk of personal bankruptcies in Poland and Taiwan
PublicationResearch background: The global financial crisis from 2007 to 2012, the COVID-19 pandemic, and the current war in Ukraine have dramatically increased the risk of consumer bankruptcies worldwide. All three crises negatively impact the financial situation of households due to increased interest rates, inflation rates, volatile exchange rates, and other significant macroeconomic factors. Financial difficulties may arise when the...
Year 2021
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Evaluation of the Macro- and Micro-Economic Factors Affecting the Financial Energy of Households
PublicationThis paper is an evaluation of the common macro-economic, micro-economic, and social factors affecting households’ financial situations. Moreover, the author’s objective was to develop a fuzzy logic model for forecasting fluctuations in the number of nonperforming consumer loans in a country using the example of Poland. This study represents one of the first attempts in the global literature to develop such a forecasting model...
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Examining Statistical Methods in Forecasting Financial Energy of Households in Poland and Taiwan
PublicationThis paper examines the usefulness of statistical methods in forecasting the financial energy of households. The study’s objective is to create the innovative ratios that combine both financial and demographic information of households and implement them in the forecasting models. To conduct this objective, six forecasting models are developed using three different methods—discriminant analysis, logit analysis, and decision trees...
Year 2019
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FORECASTING EXCHANGE RATES IN THE PROCESS OF THE ASSESSMENT OF CONSUMER RISK BANKRUPTCY IN CENTRAL EUROPE
PublicationThis paper focuses on the issue of forecasting the fluctuation of exchange rates as part of the early warning system against the risk of consumer bankruptcy. The author identified the main macroeconomic factors affecting the level of bankruptcies for households in Poland. The fluctuation of exchange rates, which directly affects the deterioration of the economic situation of borrowers who have opened credit accounts in a foreign...
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