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Search results for: PORTFOLIO THEORY, POLISH CAPITAL MARKET, ESTIMATION WINDOW, MINIMAL RISK, MAXIMUM EFFICIENCY
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Survey of multi-objective portfolio optimization by linear and mixed integer programming
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A Biased-Randomized Iterated Local Search Algorithm for Rich Portfolio Optimization
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Activity and discrimination against women in the labour market in the countries of Baltic Sea Region
PublicationAn increasing participation of women in the labour market seem to be a key to overcome the problems of the EU labour market and to achieve the objectives of Strategy Europe 2020. Therefore, the objective of this paper is to identify differences in the situation of women in the labour market in selected countries such as those in the Baltic Sea region and to attempt to verify the hypothesis of the existence of discrimination against...
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Flood Modelling and Risk Analysis of Cinan Feizuo Flood Protection Area, Huaihe River Basin
PublicationThis study evaluated multiple aspects of flood risks and effects on the Cinan Feizuo flood protection area in the Huaihe River basin. Flooding remains a leading problem for infrastructure, especially in urban, residential areas of the region. Effective flood modeling for urbanized floodplains is challenging, but MIKE (ID-2D) is paramount for analyzing and quantifying the risk in the vulnerable region. The Saint-Venant equation...
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How to evaluate methods used in chemical laboratories in terms of the total chemical risk? – a ChlorTox Scale
PublicationReliable assessment of the health and environmental risk associated with the use of chemicals is critical to ob- jectively evaluate the greenness and whiteness of an analytical method. An objective and useful way of risk assessment should take into account all the relevant properties of used substances, their actual amounts needed for application of the method, and quantify the assessment result using a standardized unit. This...
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PAYMENT TRANSACTIONS’ ENERGY EFFICIENCY
PublicationThe payment system and infrastructure is a sector that is not given enough attention today in the context of energy efficiency. This sector plays a big role in organizing and ensuring money circulation and funds. It has its value consisting on the one hand of the cost of payment equipment, infrastructure, payment instruments. On other hand, its value consists of the cost of energy for their manufacture and maintenance. The European...
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Estimation of the amplitude of the signal for the active optical gesture sensor with sparse detectors
PublicationIn this paper we deal with the problem of precise gesture recognition for the active optical proximity sensor with sparse 8 photodiodes. We particularly focus on developing the method of estimating the real, usually not observable, maximum signal value representing maximum intensity of light reflected from an obstacle present in the front of the sensor. Different configurations of the fingers were used as an obstacle. The Monte Carlo...
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Influence of Toll Collection Method on Motorways on Traffic Safety and Efficiency
PublicationThe paper presents the results of the effectiveness analysis for various forms of toll collection on motorway gates and their impact on safety and efficiency of traffic. The results from field tests that were performed on the A1 motorway in Rusocin were used for the analysis. The research included the analysis of the video image of driver behaviour on the way to the toll booths and at toll booths. The PTV VISSIM tool was used to...
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RSS-Based DoA Estimation Using ESPAR Antenna for V2X Applications in 802.11p Frequency Band
PublicationIn this paper, we have proposed direction-of arrival (DoA) estimation of incoming signals for V2X applications in 802. 11p frequency band, based on recording of received signal strength (RSS) at electronically steerable parasitic array radiator (ESPAR) antenna's output port. The motivation of the work was to prove that ESPAR antenna used to increase connectivity and security in V2X communication can be also used for DoA estimation....
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Theoretical Organic Rankine Cycle efficiency depending on different thermodynamic work variables.
PublicationOne of promising technologies of utilizing low- temperature waste heat is through ORC (Organic Rankine Cycle) system implementation. A primary objective in designing in-stallations based on such systems is to maximize the installation's work efficiency. On the other hand, ecological factors are commonly considered a natural barrier in introducing new, often very expensive technologies. Ecological effect of a potential modernization...
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Merton-type default risk and financial performance: the dynamic panel moderation of firm size
PublicationPurpose – The main purpose of this study is to evaluate the probability of default and examine the relationship between default risk and financial performance, with dynamic panel moderation of firm size. Design/methodology/approach – This study utilizes a total of 1,500 firm-year observations from 2013 to 2018 using dynamic panel data approach of generalized method of moments to test the relationship between default risk and financial...
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ANALYSIS OF ENERGY EFFICIENCY IN ELECTRIC DRIVES
PublicationIn this paper energy efficiency in electric drives is analysed. This factor strongly depends on energy parameters - efficiency n and power factor k (in special case cos fi)
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The maximum edge-disjoint paths problem in complete graphs
PublicationRozważono problem ścieżek krawędziowo rozłącznych w grafach pełnych. Zaproponowano wielomianowe algorytmy: 3.75-przybliżony (off-line) oraz 6.47-przybliżony (on-line), poprawiając tym samym wyniki wcześniej znane z literatury [P. Carmi, T. Erlebach, Y. Okamoto, Greedy edge-disjoint paths in complete graphs, in: Proc. 29th Workshop on Graph Theoretic Concepts in Computer Science, in: LNCS, vol. 2880, 2003, pp. 143-155]. Ponadto...
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Photovoltaic maximum power point varying with illumination and temperature
PublicationW pracy przedstawiono wyniki badań eksperymentalnych zmian położenia punktu maksymalnej mocy na charakterystyce prądowo-napięciowej modułu ogniw fotowoltaicznych, związanych ze zmieniającą się temperaturą i natężeniem padającego promieniowania. Badano czas narastania napięcia pracy i temperatury ogniw w początkowej fazie ekspozycji na promieniowanie słoneczne. Przedstawiono niektóre praktyczne aspekty zastosowania układu automatycznego...
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The role and concept of sub-models in the smart fuzzy model of the internet mortgage market
PublicationThe paper introduces some challenges of the fast growing mortgage market in Poland. One of these challenges is the need for a model development that could be used for various predictions related to this market. At the current stage of the model evelopment process our main goal is to propose and introduce sub-models the role of which would be to describe three different economic environments: stable, fast growing, and recession....
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Soft-decision schemes for radar estimation of elevation at low grazing angles
PublicationIn modern radars, the problem of estimating elevation angle at low grazing angles is typically solved using superresolution techniques. These techniques often require one to provide an estimate of the number of waveforms impinging the array, which one can accomplish using model selection techniques. In this paper, we investigate the performance of an alternative approach, based on the Bayesian-like model averaging. The Bayesian...
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Market orientation and hotel performance: The mediating effect of creative marketing programs
PublicationThis work investigates the indirect effects between market orientation and hotel performance through creative marketing programs. The focus is on exploring the indirect effects between 1) customer orientation, competitor orientation, and cross-functional integration; and 2) hotel financial performance through two aspects of creative marketing programs, namely, novelty and meaningfulness. Through an empirical analysis using structural equation...
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Saint-Venant torsion based on strain gradient theory
PublicationIn this study, the Saint-Venant torsion problem based on strain gradient theory is developed. A total form of Mindlin's strain gradient theory is used to acquire a general Saint-Venant torsion problem of micro-bars formulation. A new Finite Element formulation based on strain gradient elasticity theory is presented to solve the Saint-Venant torsion problem of micro-bars. Moreover, the problem is solved for both micro and macro...
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Risk Analysis by a Probabilistic Model of the Measurement Process
PublicationThe aim of the article is presentation of the testing methodology and results of examination the probabilistic model of the measurement process. The case study concerns the determination of the risk of an incorrect decision in the assessment of the compliance of products by measurement. Measurand is characterized by the generalized Rayleigh distribution. The model of the meas-urement process was tested in parallel mode by six risk...
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A Model for Risk Assessment and Management of Construction Projects in Urban Conditions
PublicationThe authors are seeking new methods for improving the efficiency of the investments associated with the maintenance and operation of existing civil engineering structures. It is demonstrated how the knowledge about the elements of construction and operation phases and their relationships, combined with monitoring data can be used for more effective management of the risks associated with civil engineering projects. The methodology...
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New results on estimation bandwidth adaptation
PublicationThe problem of identification of a nonstationary autoregressive signal using non-causal estimation schemes is considered. Noncausal estimators can be used in applications that are not time-critical, i.e., do not require real-time processing. A new adaptive estimation bandwidth selection rule based on evaluation of pseudoprediction errors is proposed, allowing one to adjust tracking characteristics of noncausal estimators to unknown...
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Bearing estimation using double frequency reassignment for a linear passive array
PublicationThe paper demonstrates the use of frequency reassignment for bearing estimation. For this task, signals derived from a linear equispaced passive array are used. The presented method makes use of Fourier transformation based spatial spectrum estimation. It is further developed through the application of two-dimensional reassignment, which leads to obtaining highly concentrated energy distributions in the joint frequency-angle domain...
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Analysis of elementary cellular automata using the theory of conflict
PublicationThe paper contains decomposition of elementary cellular automata (ECA in short) to subsystems that are defined according to a new theory called theory of conflict (ToC in short). The decomposition is a completely new approach to analysis of ECA and complex systems in general.
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Urban dew formation efficiency and chemistry in Poland
PublicationThe measurements of dew formation efficiency and chemistry were performed in Poland in September 2009, as a part of a longer, two-year sampling campaign. Pairs of sites, representing centers of major Polish cities and rural conditions in three different regions, were compared. With the aim to get more detailed landuse-oriented characteristics of dew, two additional sites were set close to Wroclaw. Collection of dew at each site...
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Detection and size estimation of crack in plate based on guided wave propagation
PublicationThe paper presents results of the comprehensive theoretical and experimental investigation of crack detection in metallic plate using guided wave propagation. The main aim of the paper is to develop the novel method which would allow for linear crack size estimation with the use of minimal number of the transducers. In general, there exists the relation between length of the propagation path and the wave amplitude value. However,...
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Size reduction of ultra-wideband antennas with efficiency and matching constraints
PublicationAntenna design is a multifaceted task that involves handling of various performance figures concerning both electrical performance of the structure as well as its geometry. Simultaneous control of several objectives through rigorous optimization is very challenging and virtually impossible through conventional approaches such as parameter sweeping. In this work, we investigate size reduction of ultra‐wideband antenna structures...
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Towards Resource Theory of Coherence in Distributed Scenarios
PublicationThe search for a simple description of fundamental physical processes is an important part of quantum theory. One example for such an abstraction can be found in the distance lab paradigm: if two separated parties are connected via a classical channel, it is notoriously difficult to characterize all possible operations these parties can perform. This class of operations is widely known as local operations and classical communication....
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Multiresolution analysis and adaptive estimation on a sphere using stereographic wavelets
PublicationWe construct an adaptive estimator of a density function on d dimensional unit sphere Sd (d ≥ 2), using a new type of spherical frames. The frames, or as we call them, stereografic wavelets are obtained by transforming a wavelet system, namely Daubechies, using some stereographic operators. We prove that our estimator achieves an optimal rate of convergence on some Besov type class of functions by adapting to unknown smoothness....
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Collision Risk-Informed Weather Routing for Sailboats
PublicationSelected COLREG rules, good seamanship and sheer common sense indicate that it is in a sailboat's interest to follow collision-free routes without relying on large power-driven ships to give way. Until now, however, no method has integrated a sailboat's weather routing with collision risk monitoring and collision avoidance. Therefore, a new deterministic approach to combine the above features within one method is introduced here....
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Jan Buczkowski, widok z okna, view from the window
PublicationKatalog wystawy indywidualnej sztuki, która miała miejsce w Gdańskiej Galerii Güntera Grassa w terminie 2.03 – 14.04.2013. Katalog liczy 32 strony i zawiera tekst krytyczny oraz notę biograficzną autora w języku polskim i angielskim, oraz 17 kolorowych reprodukcji prac. Wydawcą katalogu jest Gdańska Galeria Güntera Grassa. ISBN 978-83-935408-3-9.
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A nearly optimal fractional delay filter design with asymmetric window
PublicationW pracy przedstawiono wyniki badań nad zastosowaniem asymetrycznego okna wyodrębnionego zawczasu z filtru optymalnego. Pokazano, że takie podejście przy zastosowaniu dodatkowej korekcji wzmocnienia filtru zależnej od opóźnienia filtru pozwala na projektowanie filtrów prawie optymalnych. W efekcie zaproponowana metoda łączy prostotę metody okien z jakością porównywalną do jakości filtrów optymalnych. Efektywność zaprezentowanej...
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Falling accident risk in Poland.
PublicationFor the last few years we observe optimistic tendencies in traffic risk development in Poland - the number of fatalities decreases about 10% per year, bringing Poland closer to European Union standards. Nevertheless in 2001 we observed the unexpected, and bigger than forecasted, fatality reduction. The reason was the economic downturn suffered across the country, resulting in reduced demand for transportation. The danger lies in...
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Falling accident risk in Poland.
PublicationFor the last few years we observe optimistic tendencies in traffic risk development in Poland the number of fatalities decreases about 10% per year, bringing Poland closer to European Union standards. Nevertheless in 2001 we observed the unexpected, and bigger than forecasted, casualty reduction. The reason was the economic downturn suffered across the country, resulting in reduced demand for transportation. The danger lies in...
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Is it all about networking? Building a sustainable value of a small enterprise in Polish context
PublicationIn this paper we aim to propose and outline key ingredients to a small enterprise success, emerging from the social capital of small business owner-managers and their business networks. We employ resource based view of an organization as well as an embeddedness perspective along with new approach transaction costs to outline the pillars of an advantage of a small business entity. The analysis of survey data leads us to conclusion,...
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Assessment of occupational risk in technical undertakings
PublicationSummary An undertaking - as a new and often single action - in its nature creates problems with predicting the realization of planned aims. Each undertaking bears some risk. Protection of a man who carries out an undertaking is even a more difficult task. The article offers a method of estimating potential risks connected with labour conditions on the basis of risk evaluation at the stage of undertaking planning.Streszczenie Realizacja...
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Shape-Based Pose Estimation of Robotic Surgical Instruments
PublicationWe describe a detector of robotic instrument parts in image-guided surgery. The detector consists of a huge ensemble of scale-variant and pose-dedicated, rigid appearance templates. The templates, which are equipped with pose-related keypoints and segmentation masks, allow for explicit pose estimation and segmentation of multiple end-effectors as well as fine-grained non-maximum suppression. We train the templates by grouping examples...
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Europe, between Mandatory and Voluntary Approach to CSR: Some New Evidence from the Polish Listed Companies
PublicationThis paper aims to explore the relationship between corporate governance rules and application of CSR practices into operations of the top 30 companies listed on the Warsaw Stock Exchange. Since in Poland, so far, there is no obligation to follow any specific CSR standards or to make disclosures of non-financial, social and environmental information, this is still a fully voluntary approach. At the moment, only some of the companies...
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Role of rituximab in the first-line therapy of high-risk diffuse large B-cell lymphoma: a retrospective analysis by the Polish Lymphoma Research Group
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Estimation of electrode contact in capacitive ECG measurement
PublicationIn the paper a method of electrode’s contact estimation in capacitive electrocardiogram (CECG) is presented. Proposed solution allows estimation of contact quality for each individual electrode. This enables construction of multi-electrode CECG systems, where electrode pairs can be selected on the basis of the individual electrode contact quality.
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On a Method of Efficiency Increasing in Kaplan Turbine
PublicationThis paper presents a method of increasing efficiency in Kaplan-type turbine. The method is based on blade profile optimisation together with modelling the interaction between rotor and stator blades. Loss coefficient was chosen as the optimisation criterion, which is related directly to efficiency. Global optimum was found by means of Genetic Algorithms, and Artificial Neural Networks were utilised for approximations to reduce...
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Normal-form preemption sequences for an open problem in scheduling theory
PublicationStructural properties of optimal preemptive schedules have been studied in a number of recent papers with a primary focus on two structural parameters: the minimum number of preemptions necessary, and a tight lower bound on shifts, i.e., the sizes of intervals bounded by the times created by preemptions, job starts, or completions. These two parameters have been investigated for a large class of preemptive scheduling problems,...
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Pedestrian safety management using the risk-based approach
PublicationThe paper presents a concept of a multi-level pedestrian safety management system. Three management levels are distinguished: strategic, tactical and operational. The basis for the proposed approach to pedestrian safety management is a risk-based method. In the approach the elements of behavioural and systemic theories were used, allowing for the development of a formalised and repeatable procedure integrating the phases of risk...
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Electromagnetic-based derivation of fractional-order circuit theory
PublicationIn this paper, foundations of the fractional-order circuit theory are revisited. Although many papers have been devoted to fractional-order modelling of electrical circuits, there are relatively few foundations for such an approach. Therefore, we derive fractional-order lumped-element equations for capacitors, inductors and resistors, as well as Kirchhoff’s voltage and current laws using quasi-static approximations of fractional-order...
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The impact of knowledge risk management on sustainability
PublicationPurpose The purpose of this study is to examine the effect of knowledge risk management (KRM) on organizational sustainability and the role of innovativeness and agility in this relationship. Methodology The study presents the results of a quantitative survey performed among 179 professionals from knowledge-intensive organizations dealing with knowledge risks and their management in organizations. Data included in this study are...
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A Novel Approach of Using Selected Unconventional Geodesic Methods of Estimation on VTS Areas
PublicationThe Vessel Traffic Service (VTS) systems belong to the fundamental tools used in ensuring a high level of safety across sea basins with heavy traffic, where the presence of navigational hazards poses a great risk of collision or a ship running aground. In order to determine the mutual location of ships, VTS systems obtain information from different facilities, such as coastal radar stations, AIS, and vision systems. Fixing a ship’s...
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Time window based features extraction from temperature modulated gas sensors for prediction of ammonia concentration
PublicationElectronic gas recognition systems, in literature commonly referred as electronic noses, enable the recognition of a type and a concentration of various volatile compounds. Typical electronic gas-analyzing device consists of four main elements, namely, gas delivery subsystem, an array of gas sensors, data acquisition and power supply circuits and data analysis software. The commercially available metal-oxide TGS sensors are widely...
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On the effective properties of foams in the framework of the couple stress theory
PublicationIn the framework of the couple stress theory, we discuss the effective elastic properties of a metal open-cell foam. In this theory, we have the couple stress tensor, but the microrotations are fully described by displacements. To this end, we performed calculations for a representative volume element which give the matrices of elastic moduli relating stress and stress tensors with strain and microcurvature tensors.
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Dempster-shafer theory-based trust and selfishness evaluation in mobile ad hoc networks
PublicationThe paper addresses the problem of selfishness detec-tion in mobile ad hoc networks. It describes an approach based on Dempster-Shafer theory of evidence. Special attention is paid to trust evaluation and using it as a metric for coping with (weighted) recommendations from third-party nodes. Efficiency and robustness of the pre-sented solution is discussed with an emphasis on resil-iency to false recommendations.
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KOALA Graph Theory Internet Service
PublicationKOALA has been created with the idea of C++ library templates, implementing a broad set of procedures in the fields of algorithmic graph theory and network problems in discreate optimization. During the C2NIWA project, a library has been greatly ectended, the code refactored and enclosed with the internet service available in the public repository of thr project. Today it contains interconnected educational materials in the form...
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Incremental and Semi-Incremental Construction of Pseudo-Minimal Automata
PublicationPrzedstawione zostają modyfikacje trzech algorytmów przyrostowego i półprzyrostowego tworzenia automatów minimalnych w taki sposób, aby tworzyły automaty pseudominimalne. Istniejący od dawna algorytm Revuza tworzy takie automaty szybciej i zużywając mniej pamięci, ale wymaga kłopotliwego sortowania. Nie nadaje się też do dodawania nowych słów do automatu - ważnej czynności w realizacji dynamicznej doskonałej funkcji mieszającej....