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Search results for: PORTFOLIO THEORY, POLISH CAPITAL MARKET, ESTIMATION WINDOW, MINIMAL RISK, MAXIMUM EFFICIENCY
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Statistics & Risk Modeling
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JOURNAL OF RISK AND INSURANCE
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JOURNAL OF RISK RESEARCH
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JOURNAL OF RISK AND UNCERTAINTY
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OCCUPATIONAL RISK ASSESSMENT USING THE RISK SCORE METHOD DURING GEODETIC MEASUREMENTS
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Modeling the risk of ship grounding—a literature review from a risk management perspective
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Ryzyko statystyczne a ryzyko rzeczywistego pacjenta = Statistical risk and risk of the real patient
PublicationDzięki wieloletnim obserwacjom populacji ludzkiej udało się zidentyfikować czynniki ryzyka choroby wieńcowej. Najważniejsze z nich to: wiek, płeć, obciążenie genetyczne, palenie papierosów, stężenie cholesterolu we krwi, ciśnienie tętnicze, brak aktywności fizycznej, nadwaga, obecność cukrzycy. Obserwacje prospektywne populacji dostarczyły danych do opracowania modeli, które określają relacje między wartościami czynników ryzyka...
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Risk factors assessment and risk prediction models in lung cancer screening candidates
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ESTIMATION OF THE WILLINGNESS-TO-PAY FOR PRESERVING THE FOOTBALL ARENA IN GDANSK
PublicationThe European Football Championship (Euro 2012) organized in Poland became the pretext for a number of infrastructural changes. A high level of expenditure makes the Polish event the most expensive among events of this magnitude. The fact that these changes were 100% financed by public funds raises the question of whether these funds were used in a substantiated way. Therefore, the aim of this study is...
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Evaluation of the efficiency of the duty cycle of refuse collection vehicle based on real-world data
PublicationIn this paper a method of the efficiency evaluation of the duty cycle of Refuse Collection Vehicle is presented. Using real world data, two representative duty cycles were analysed. Total cycle efficiency was calculated, as well as the efficiency of particular cycle phases. Then, energy needed to collect and compact the waste and energy from fuel were compared. Measured and calculated values were shown on the diagrams illustrating...
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Organic matter removal efficiency in treatment wetlands simulation by COD fractions
PublicationThe objective of this paper was to investigate the organic fraction (colloidal, particulate, and dissolved) in sewage treatment in treatment wetland. Performance of TWs was simulated well with a simple first order model k – C* based on monitoring data. In this investigation background or residual concentration (C*) was assumed to be equal concentration of input influent organic matter in particulate (CODp). Calculated reaction...
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ANN for human pose estimation in low resolution depth images
PublicationThe paper presents an approach to localize human body joints in 3D coordinates based on a single low resolution depth image. First a framework to generate a database of 80k realistic depth images from a 3D body model is described. Then data preprocessing and normalization procedure, and DNN and MLP artificial neural networks architectures and training are presented. The robustness against camera distance and image noise is analysed....
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Estimation of blood pressure parameters using ex-Gaussian model
PublicationThe paper presents an example of model-based estimation of blood pressure parameters (onset, systolic and diastolic pressure) from continuous measurements. First, the signal was low pass filtered and its quality was estimated. Good quality periods were divided into beats using an electrocardiogram. Next, the beginning of each beat of the blood pressure signal was approximated basing on the function created from the sum of two independent...
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Evaluation of the factors influencing business bankruptcy risk in Poland
PublicationThis article is devoted to the issue of assessing the causes of business failure. The presented studies answer two research questions – what are the causes of corporate bankruptcies in Poland and how to more efectively predict the scale of bankruptcies in the country. The author has conducted a study to analyze the specic endogenous and exogenous causes of company bankruptcy depending on the type of the bankruptcy with consideration...
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Theoretical study of the photoelectron spectrum of ethyl formate: Ab initio and density functional theory investigation
PublicationThe first ionization energy and associated photoelectron spectrum of ethyl formate are investigated with quantum chemistry calculations. The geometries, harmonic vibrational frequencies and first ionization energy are computed at the Hartree-Fock (HF) and at the second order Moller-Plesset perturbation theory (MP2). Moreover, accurate ionization energies are obtained with the Coupled-Cluster theory including singles and doubles...
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Analytical Buckling of FG Nanobeams on The Basis of A New One Variable First-Order Shear Deformation Beam Theory
PublicationIn this work, buckling analysis of functionally graded (FG) nanobeams based on a new refined beam theory has been analyzed. The beam is modeled as an elastic beam subjected to unidirectional compressive loads. To achieve this aim, the new obtained beam theory has only one variable which leads to one equation similar to the Euler beam theory and also is free of any shear correction factor. The equilibrium equation has been...
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RSS-Based DoA Estimation Using ESPAR Antenna Radiation Patterns Spline Interpolation
PublicationIn this paper, it is shown how power pattern crosscorrelation (PPCC) algorithm, which relies on received signal strength (RSS) values recorded at electronically steerable parasitic array radiator (ESPAR) antenna output port, used for direction-of-arrival (DoA) estimation, can easily be improved by applying spline interpolation to radiation patterns recorded in the calibration phase of the DoA estimation process. The proposed method...
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Theory and implementation of a virtualisation level Future Internet defence in depth architecture
PublicationAn EU Future Internet Engineering project currently underway in Poland defines three parallel internets (PIs). The emerging IIP system (IIPS, abbreviating the project’s Polish name), has a four-level architecture, with level 2 responsible for creation of virtual resources of the PIs. This paper proposes a three-tier security architecture to address level 2 threats of unauthorised traffic injection and IIPS traffic manipulation...
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Efficiency of exciton splitting in organic photovoltaic cells within EQE spectrum
PublicationThe paper presents a procedure of estimating the efficiency of exciton splitting at ED/EA interface. The procedure consists in evaluation of splitting of excitons into electron-hole pairs on the basis of the external quantum efficiency spectra of planar cells and spectra of absorbance of active organic layers. The fitting parameters are the exciton splitting probabilities at ED/EA interface. The presented procedure was applied...
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Effect of band gap on power conversion efficiency of single-junction semiconductor photovoltaic cells under white light phosphor-based LED illumination
PublicationOn the basis of the detailed balance principle, curves of efficiency limit of single-junction photovoltaic cells at warm and cool white light phosphor-based LED bulbs with luminous efficacy exceeding 100 lm/W have been simulated. The effect of energy band gap and illuminance on the efficiencies at warm and cool light is discussed. The simulations carried out show that maximum power conversion efficiency at 1000 lx reaches 52.0%...
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Corporate social responsibility and forward default risk under firm and industry heterogeneity
PublicationObjective: This study aims to evaluate the impact of corporate social responsibility on forward default risk (FDR) under the setting of firm and industry heterogeneity. Research Design & Methods: This study evaluated the impact of corporate social responsibility (CSR) on FDR using the data of 497 companies from 2007-2021 in the S&P 500 index, taking into account firm and industry heterogeneity aspects. This study utilized instrumental...
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MOLECULAR AND QUALITY MEAT CHARACTERISTICS OF NEW FISH SPECIES INTRODUCED TO THE EU MARKET
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Influence of ESPAR Antenna Radiation Patterns Shape on PPCC-Based DoA Estimation Accuracy
PublicationIn the article, we show the influence of three different electronically steerable parasitic array radiator (ESPAR) antenna radiation patterns on the overall direction of arrival (DoA) estimation accuracy when power-pattern cross-correlation (PPCC) algorithm, relying on received signal strength (RSS) values, is used for the estimation. The ESPAR antenna designs were obtained for three optimization...
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Maximum transportation growth in energy and solute particles in Prandtl martial across a vertical 3D-heated surface: Simulations achieved using by finite element approach
PublicationThe goal of this study is to determine the maximum energy and solute particles' transportation growth in a 3D-heated region of Prandtl martial through a dynamic magnetic field. The effects of this field on the properties of solvent molecules and heat conduction are studied. A correctly stated functional method and a finite element approach are comparable to a certain type of differential equations. In order demonstrate the effects...
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Błażej Kochański dr
PeopleBłażej Kochański is an assistant professor at the Department of Statistics and Econometrics at the Faculty of Management and Economics of Gdańsk University of Technology, banking risk expert. He worked for banks in Poland and Europe, as a risk specialist, planning and analysis manager, chief risk officer, supervisory board member and management consultant. He built numerous credit risk management models, successfully managed credit...
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Accidents, victims and risk levels on regional roads in pomorskie voivodeship, 2017-2019 - Side-impact accidents
Open Research DataData contain risk classification on regional roads (voivodeship roads) in pomorskie voivodeship in 2017-2019, type of accidents: Side-impact. Measures used to assess the level of risk are (5 classes low, low to medium, medium, medium to high, high):
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Accidents, victims and risk levels on regional roads in pomorskie voivodeship, 2017-2019 - Excessive speed accidents
Open Research DataData contain risk classification on regional roads (voivodeship roads) in pomorskie voivodeship in 2017-2019, cause of accidents: Excessive speed accidents. Measures used to assess the level of risk are (5 classes low, low to medium, medium, medium to high, high):
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Determinants of trade balance in Polish and Czech manufacturing sectors
PublicationResearch background: A strong industrial base is essential for achieving long-term sustainable economic growth and export competitiveness. In that sense, manufacturing remains a significant contributor to exports in the CEE countries. However, its role and its influence vary between CEE economies and change over time. Purpose of the article: The main objective of this paper is to compare the determinants of the international competitiveness,...
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Health System Efficiency in European Countries: Network Data Envelopment Analysis Approach
PublicationPurpose: The article's main aim is to investigate the effectiveness of health systems in European countries based on EUROSTAT data. A comparative analysis of the health systems' effectiveness in different countries is based on their improvement (reform), using the best practices approach. Design/Methodology/Approach: The network DEA model and a slack-based model (NDEA – SBM) are used. A non-oriented model is used. The research...
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Karolina Zielińska-Dąbkowska dr inż. arch.
PeopleKarolina M. Zielinska-Dabkowska, Ph.D., Eng. Arch., M. Arch., is an Assistant Professor at the Faculty of Architecture of Gdańsk University of Technology (GUT). In 2002, she completed her studies of Architecture and Urban Planning at Gdańsk University of Technology (Gdańsk Tech) and in 2004, Architectural Engineering at the University of Applied Sciences and Arts (HAWK) in Hildesheim, Germany. After graduation, she worked for several...
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Design of three-phase three-level CIC T-source inverter with maximum boost control
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A ship domain-based model of collision risk for near-miss detection and Collision Alert Systems
PublicationThe paper presents a new model of ship collision risk, which utilises a ship domain concept and the related domain-based collision risk parameters. An encounter is here described by five variables representing: degree of domain violation (DDV), relative speed of the two vessels, combination of the vessels’ courses, arena violations and encounter complexity. As for the first three variables, their values can be directly computed...
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Density functional theory calculations on entire proteins for free energies of binding: Application to a model polar binding site
PublicationIn drug optimization calculations, the molecular mechanics Poisson-Boltzmann surface area (MM-PBSA) method can be used to compute free energies of binding of ligands to proteins. The method involves the evaluation of the energy of configurations in an implicit solvent model. One source of errors is the force field used, which can potentially lead to large errors due to the restrictions in accuracy imposed by its empirical nature....
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Closer Look at the Uncertainty Estimation in Semantic Segmentation under Distributional Shift
PublicationWhile recent computer vision algorithms achieve impressive performance on many benchmarks, they lack robustness - presented with an image from a different distribution, (e.g. weather or lighting conditions not considered during training), they may produce an erroneous prediction. Therefore, it is desired that such a model will be able to reliably predict its confidence measure. In this work, uncertainty estimation for the task...
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Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles
PublicationThis paper used the GSADF test to determine the periods defined in this paper as price bubbles in the three markets studied, i.e. the investment wine market, precious metal market and national stock market indices of G-7 countries. The results obtained enabled the calculation of the values of the phi correlation coefficients, which served the research objective of assessing the co-occurrence of price bubbles in the markets analysed....
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Risk of power cables insulation failure due to the thermal effect of solar radiation
PublicationLow-voltage, as well as high-voltage power cable lines, are usually buried in the ground. The ampacity of the power cables in the ground mainly depends on the thermal resistivity of the soil, which may vary in a wide range. A common practice in power cable systems performance is to supply them from a pole of an overhead line. If so, a section of the line is located in free air and can be directly exposed to solar radiation. In...
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Application of Bayesian Networks in risk diagnostics arising from the degree of urban regeneration area degradation
PublicationUrban regeneration as a complex project, generates many extremely specific threats affecting the increase of investment risk. Its unique nature causes that probability parameter, normally applied in the process of risk quantification, is extremely difficult to estimate. Due to lack of historical data urban regeneration related activities are therefore associated with uncertainty. According to the authors, a useful tool for resolving...
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Environmental risk- based ranking of solvents by the combination of multimedia model and multi-criteria decision analysis
PublicationA novel procedure for assessing the environmental risk related to solvents emissions has been developed. The assessment of risk is based on hazard and exposure detailed investigations. The potential exposure related to different environmental phases is calculated with basic multimedia model, that gives the percentage distribution of solvent in environmental compartments as a result. Specific hazards– toxicological, environmental...
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Preliminary estimation of groundwater recharge on Brda river outwash plain
PublicationEstimation of groundwater recharge is one of the most challenging subjects in hydrogeology. It is a critical factor influencing the pollution migration, assessment of aquifer vulnerability to contamination, small-scale groundwater budget calculation, modeling of nutrient cycling and detailed flow path calculations. In Poland an infiltration rate method is widely used, which depends on a system of rate coefficients referring to...
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Detailed results of shaping personnel risk factors in enterprise D
Open Research DataThe data presents the shape of all the researched personnel risk factors in the D enterprise (which was tested by the author). Further considerations should be started with the presentation of the synthesis of the obtained results, which is presented in this research data.
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An approach to improve the time efficiency of disjoint paths calculation
PublicationFailures of network elements can be appropriately dealt with by utilization of alternate disjoint paths to provide redirection of flows affected by failures of the respective working paths. Known approaches can be broadly divided by decision on backup paths installation into proactive and reactive mechanisms, as well as based on the scope of recovery actions into local and global rerouting. There are several important scenarios...
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Hybridization of valuation procedures as a medicine supporting the real estate market and sustainable land use development during the covid-19 pandemic and afterwards
PublicationCurrently we are facing the pandemic situation that occur all over the world. Regardless the country or even the region, the negative consequences that are expected could be very big and the level of crisis is not predictable. This situation is the challenge for the real estate market as well. Due to this fact, the authors believe that there is the time when deep transformation of approaches, procedures and awareness related to...
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Economic vitality of Polish suburbs
PublicationSince 1989, Poland has been undergoing major political, social and economic transformations. The effects of these changes are visible on several levels, including the field of urban planning, where they manifested themselves as the birth of the suburbanization process. In the field of economics, it could be noticed that since 1989, the SME sector has been awakening very dynamically. Correlation of the parallel development of these...
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Exploring the preferences of Polish EFL teachers towards the accents of English
PublicationThis language attitudes study investigates the preferences of EFL (English as a foreign language) teachers from Poland towards the accents of English they speak and teach. Despite the substantial amount of research on EFL learners, little has been done to investigate the impact of preferences of Polish teachers for different variations of English language on their...
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Non-quadratic quality criteria in parameter estimation of continuous-time models
PublicationW pracy wykorzystuje się procedury estymacji parametrycznej do identyfikacji modeli z czasem ciągłym. Rozważane algorytmy minimalizują wskaźnik jakości w postaci sumy lub całki wartości bezwzględnej błędu predykcji. Zastosowanie techniki zmiennych instrumentalnych umożliwia ponadto znaczące polepszenie dokładności ocen parametrów, a wprowadzony do w procedur estymacji mechanizm ważenia błędów predykcji pozwala identyfikować modele...
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Multi-state multi-reference Møller-Plesset second-order perturbation theory for molecular calculations
PublicationThis work presents multi‐state multi‐reference Møller–Plesset second‐order perturbation theory as a variant of multi‐reference perturbation theory to treat electron correlation in molecules. An effective Hamiltonian is constructed from the first‐order wave operator to treat several strongly interacting electronic states simultaneously. The wave operator is obtained by solving the generalized Bloch equation within the first‐order...
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Statistically efficient smoothing algorithm for time-varying frequency estimation
PublicationThe problem of extraction/elimination of a nonstationary sinusoidal signal from noisy measurements is considered. This problem is usually solved using adaptive notch filtering (ANF) algorithms. It is shown that the accuracy of frequency estimates can be significantly increased if the results obtained from ANF are backward-time filtered by an appropriately designed lowpass filter. The resulting adaptive notch smoothing (ANS) algorithm...