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Search results for: CURRENCY EXCHANGE RATE
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Forecasting of currency exchange rates using artificial neural networks
PublicationW rozdziale tym autor przedstawił wyniki swoich badań nad wykorzystaniem sztucznych sieci neuronowych do prognozowania kursu walut (na przykładzie pary walutowej PLN-USD).Głównym celem badań było porównanie skuteczności przewidywania kursu złotówki w latach 1997 - 2005 przy pomocy różnych rodzajów sieci neuronowych.
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ADAPTIVE PREDICTIONS OF THE EURO/ZŁOTY CURRENCY EXCHANGE RATE USING STATE SPACE WAVELET NETWORKS AND FORECAST COMBINATIONS
PublicationThe paper considers the forecasting of the euro/Polish złoty (EUR/PLN) spot exchange rate by applying state space wavelet network and econometric forecast combination models. Both prediction methods are applied to produce one-trading-day- ahead forecasts of the EUR/PLN exchange rate. The paper presents the general state space wavelet network and forecast combination models as well as their underlying principles. The state space...
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The Comparison of the Crypto- and Fiat Currencies’ Exchange Rate Volatility in The Years 2015–2017
PublicationThe article describes the issues related to exchange rate volatility of crypto- and fiat currencies. The first part presents the issue of exchange rate volatility as well as methods of its evaluation and criteria of the conducted research. In the next part the author presented the essence of currencies and the main currency i.e. fiat money in the global economy in terms of the volume of transactions on the FOREX market. Then the...
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IRR (Irianian Rial) in comparison to the USD (IRR/USD)
Open Research DataCurrent problem of the Iranian economy is unstable exchange rate of Iranian currency Rial (IRR) to the US dollar (USD). Exchange rate was maintained at about 10-12 thousand IRR for 1 USD. However, the impact of sanctions depreciated Rial dramatically. In July 2013, the price of IRR has been reduced from 12 200 to 24 980 IRR/USD. At the same time, the...
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A fuzzy logic model for forecasting exchange rates
PublicationThis article is devoted to the issue of forecasting exchange rates. The objective of the conducted research is to develop a predictive model with the use of an innovative methodology - fuzzy logic theory - and to evaluate its effectiveness in times of prosperity and during the financial crisis. The model is based on sets of rules written by the author in the form of IF-THEN, where expert knowledge is stored. This model is the result...
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Katarzyna Kubiszewska dr
PeopleKatarzyna Kubiszewska has taught finance and banking at the Department of Finance since 2008. In his scientific work, he is interested in the transformation of banking systems in the Central and Eastern European region, but also in the financing of the cultural sector. The publications concern the field of social sciences in the discipline of economics and finance. Since 2019, he has been collaborating with journals such as Economic...
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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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Adaptive prediction of stock exchange indices by state space wavelet networks
PublicationThe paper considers the forecasting of the Warsaw Stock Exchange price index WIG20 by applying a state space wavelet network model of the index price. The approach can be applied to the development of tools for predicting changes of other economic indicators, especially stock exchange indices. The paper presents a general state space wavelet network model and the underlying principles. The model is applied to produce one session...
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EXCHANGE TRADED COMMODITIES AS A CATEGORY OF INNOVATIVE PRODUCTS ON EUROPEAN FINANCIAL MARKETS
PublicationThe article presents the main features of one category of innovative financial products – exchange traded commodities (ETCs) and results of the analysis of the European market for ETCs. ETCs are products listed and traded on the stock exchanges and they offer investors returns based on various assets (commodities or currencies). In contrast with the most widely recognized exchange traded funds (ETFs), ETCs are structured as debt...
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Entrepreneurship in Virtual Economy: the Case of Currency One SA
PublicationPurpose: The scientific purpose of the study is an attempted synthesis of interpretation of “the virtual economy” and “the virtual environment” in the Polish and foreign literature on the subject. The cognitive purpose thereof is to offer an identification and a qualitative analysis of the factors that determine the development of e-entrepreneurship using an example of business practice. Methodology: The theoretical basis of the...
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Anna Rzeczycka dr hab.
PeopleAnna Rzeczycka is the deputy head of the Department of Finance at the Faculty of Economics and Management of the Gdańsk University of Technology. Publications are situated in the field of social sciences in the discipline of economics and finance. They include books, monographs, articles, publications and scientific editions of monographs and scientific journals. In terms of numbers, it includes the following items: 12 monographs...
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Does one currency mean one price?
PublicationEuropean Monetary Union was expected to have many consequences for the economies of participant countries. Theory suggested that through a higher volume of trade and stronger competition in the Eurozone, a single currency would lead to a reduction in price dispersion. As far as prices are concerned, two effects were expected: an immediate effect due to the technical characteristics of the changeover process, and a long-term one...
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Inwestycje w surowce w połączeniu z polskim rynkiem kapitałowym, analiza ryzyka i efektywności
PublicationW artykule przedstawiono główne kategorie i rodzaje inwestycji w surowce. Cel opracowania to zbadanie czy inwestycja w Warszawski Indeks Giełdowy stanowi główny składnik optymalnego tj. cechującego się minimalnym ryzykiem portfela inwestycyjnego. Ponadto ustalono czy wspomniana inwestycja tradycyjna stanowi najważniejszy element portfela inwestycyjnego odznaczającego się najwyższą efektywnością. Stwierdzono, że wszystkie z 29 analizowanych...
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Inwestycja w złoto – bezpieczna przystań, zabezpieczenie czy źródło dywersyfikacji dla polskiego inwestora
PublicationW artykule scharakteryzowano pojęcie inwestycji zabezpieczającej, dywersyfikującej oraz inwestycji określanej jako bezpieczna przystań. Celem opracowania jest zbadanie, czy występują powiązania między stopami zwrotu osiąganymi na polskim rynku akcji a stopami zwrotu z inwestycji w złoto. W pracy zweryfikowano hipotezę: stopa zwrotu z inwestycji w złoto spełnia funkcję inwestycji zabezpieczającej w długim okresie w stosunku do inwestycji...
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INWESTYCJE ALTERNATYWNE – OPŁACALNOŚĆ A RYZYKO
PublicationW rozprawie określono pojęcie oraz miejsce inwestycji alternatywnych na rynku inwestycyjnym. Wskazane zostały atrybuty tych inwestycji. Zbudowano klasyfikację inwestycji alternatywnych w podziale na kategorie oraz typy wraz ze wskazaniem powiązań pomiędzy poszczególnymi produktami. Dokonano autorskiego podziału analizowanych inwestycji na aktywne i pasywne. Zbadano stopę zwrotu i ryzyko pięćdziesięciu inwestycji alternatywnych,...
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Analiza parametrów płukania sieci wodociągowej metodą ukierunkowanego przepływu wody
PublicationEksperymenty prowadzone przez wiele lat podczas płukania sieci wodociągowej metodą jednokierunkowego przepływu wody umożliwiają weryfikację interakcji między jakością wypłukiwania nagromadzonych zanieczyszczeń oraz parametrami przepływu, liczbą cykli wymiany wody, a także zasięgiem płukania. Usuwanie zanieczyszczeń na początku przebiega zgodnie z szybko rosnącą krzywą, a następnie według funkcji malejącej. Taki przebieg jest spowodowany...
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Exchange
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Exchange-traded products in Germany: development and substitution of exchange-traded funds, exchange-traded commodities and exchange-traded notes.
PublicationResearch background: Exchange-traded products (ETPs) are one of the most rapidly growing categories of financial products. Their fast development has been boosted by innovative features. Three main categories of ETPs are exchange-traded funds (ETFs), exchange-traded commodities (ETCs) and exchange-traded notes (ETNs). ETCs and ETNs remain least known, even though their number on some stock exchanges is high. In Europe, Germany...
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Does one currency mean one price? An analysis of the euro effect on price dispersion and convergence
PublicationThis paper examines price differentials in the European Union to investigate whether the European Monetary Union has lowered the degree of price dispersion in the euro zone and increased the speed of price convergence. Both euro effects are evaluated using difference-in-difference methodology. Applied to the issue of introducing a single currency, the euro effects identified are the estimated differences in price dispersion and...
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Exchange-Traded Funds in Europe
PublicationExchange-Traded Funds in Europe provides a single point of reference on a diverse set of regional ETF markets, illuminating the roles ETFs can play in risk mitigation and speculation. Combining empirical data with models and case studies, the authors use diffusion models and panel/country-specific regressions—as well as graphical and descriptive analyses— to show how ETFs are more than conventional, passive investments. With new...
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Massively parallel linear-scaling Hartree–Fock exchange and hybrid exchange–correlation functionals with plane wave basis set accuracy
PublicationWe extend our linear-scaling approach for the calculation of Hartree–Fock exchange energy using localized in situ optimized orbitals [Dziedzic et al., J. Chem. Phys. 139, 214103 (2013)] to leverage massive parallelism. Our approach has been implemented in the ONETEP (Order-N Electronic Total Energy Package) density functional theory framework, which employs a basis of non-orthogonal generalized Wannier functions (NGWFs) to achieve...
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Knowledge Exchange Between KIBS Firms and Their Clients: Case Study Analysis
PublicationPurpose: This paper aims to analyse knowledge exchange between KIBS firms and their clients, and their potential determinants (e.g. client’s education, type of the service offered, channel of the knowledge exchange, and willingness of the customer to accept the knowledge). The paper is based on a literature analysis and a case study research, examining 5 KIBS firms located in the Pomeranian region in Poland. Methodology: On the...
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Measuring Pulse Rate with a Webcam
PublicationIn this paper a simple method of measuring the pulse rate is presented. Elaborated algorithm allows for efficient pulse rate registration directly from face images captured from a webcam. The desired signal is obtained by proper channel selection and principal component analysis. To determine the accuracy of the method an ECG signal is collected together with a video recordings. The effectiveness of the algorithm is considered...
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The instantaneous frequency rate spectogram
PublicationAn accelerogram of the instantaneous phase of signal components referred to as an instantaneous frequency rate spectrogram (IFRS) is presented as a joint time-frequency distribution. The distribution is directly obtained by processing the short-time Fourier transform (STFT) locally. A novel approach to amplitude demodulation based upon the reassignment method is introduced as a useful by-product. Additionally, an estimator of energy...
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The data exchange between smart glasses and healthcare information systems using the HL7 FHIR standard
PublicationIn this study we evaluated system architecture for the use of smart glasses as a viewer of information, as a source of medical data (vital sign measurements: temperature, pulse rate, and respiration rate), and as a filter of healthcare information. All activities were based on patient/device identification procedures using graphical markers or features based on visual appearance. The architecture and particular use cases were implemented...
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Sustainable Investing. Socio-Economic Impacts of Exchange-Traded Funds
PublicationSustainable Investing: Socio-Economic Impacts of Exchange-Traded Funds examines the social and economic effects of sustainable investing ETFs and their impacts on the global financial system. The book presents the key issues with regard to sustainable investing, discussing exchange-traded funds mechanisms and categories in comparison to competing investment funds. The book outlines the theoretical determinants of ETF markets development...
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REAL ANALYSIS EXCHANGE
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Political Research Exchange
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Ljung-Box test values of selected companies of the Warsaw Stock Exchange
Open Research DataThe following dataset includes the Warsaw Stock Exchange market analysis using the Ljung-Box test. Partial autocorrelations up to the 5th order were analyzed, because it will allow to observe the relationship within one week of stock exchange quotations. In the case of the WIG index, the 1st and 2nd order correlation turned out to be statistically significant....
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Cache service for maps presentation in distributed information data exchange system
PublicationThe paper presents the proposition of caches implementation for map presentation in distributed information data exchange system. The concept of cache service is described in the context of distributed information data exchange system elements which control and present on maps positions and other identification data of vessels and other suspicious objects on the territorial sea, sea-coast and the internal sea-waters. The proposed...
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Reasons Fostering or Discouraging the Implementation of Central Bank-Backed Digital Currency: A Review
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Artificial neural network prophecy of ion exchange process for Cu (II) eradication from acid mine drainage
PublicationThe removal of heavy metal ions from wastewater was found to be significant when the cation exchange procedure was used effectively. The model of the cation exchange process was built using an artificial neural network (ANN). The acid mine drainage waste’s Cu(II) ion was removed using Indion 730 cation exchange resin. Experimental data from 252 cycles were recorded. In a column study, 252 experimental observations validated the...
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THE ART OF VIRTUAL INFORMATION EXCHANGE AND ITS INFLUENCE ON REAL CITY SPACE
PublicationThe paper investigates the impact of the new genres of contemporary public art based on the virtual information exchange in real spaces of the cities. On the basis of theoretical approaches, trans-disciplinary surveys and case studies, the paper focuses on the art that not only relies on the technological support but also refers to the new public sphere, where people are co-creators of the art object giving their personal input...
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Database for integration of information in distributed data exchange system elements of Border Guard
PublicationThe paper presents the database solution for integration of information in distributed data exchange system elements of the Polish Border Guard. The proposed database solution is described in the context of data exchange system elements which control position and store identification data of vessels (fishing, sports and sailing boats) and other suspicious objects on the territorial sea, sea-coast and the internal sea-waters controlled...
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WIG rate of return histogram and normal distribution curve
Open Research DataThe conducted market analysis covered the period of stock exchange quotations from the beginning of 2010 to the end of 2019 (04/01/2010 - 30/12/2019). Daily data was used, in the form of closing prices of indices operating on the Warsaw Stock Exchange. In order to obtain a complete and generalized picture of the market, the quotations of 4 indices were...
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COMPLEXITY OF INNOVATIVE FINANCIAL PRODUCTS: THE CASE OF SYNTHETIC EXCHANGE TRADED FUNDS IN EUROPE
PublicationThe aim of the text is the presentation of the most important categories of exchange traded funds (ETFs) – physical and synthetic ones. A theoretical part of the text includes an overview of the main features of ETFs, the presentation of differences between physical and synthetic funds and the main risks posed by both types to their users and the whole financial systems. An empirical part focuses on the European market. Time span...
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Performance Analysis of the "Intelligent" Kirchhoff- Law - Johnson-Noise Secure Key Exchange
PublicationThe Kirchhoff-law - Johnson-noise (KLJN) secure key distribution system provides a way of exchanging theoretically secure keys by measuring random voltage and current through the wire connecting two different resistors at Alice’s and Bob’s ends. Recently new advanced protocols for the KLJN method have been proposed with enhanced performance. In this paper, we analyze the KLJN system and compare with the „intelligent” KLJN (iKLJN)...
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THE INFLUENCE OF THE URBAN DESIGN ON THE AIR EXCHANGE IN CITIES. SELECTED PROBLEMS IN POLISH REALITY
PublicationThe progress of the architecture and urbanism raises problems requiring interdisciplinary research conducted with the use of advanced experimental techniques and computer simulation. The fields of this research include aerodynamics, especially in intensively developed area of Environmental Wind Engineering (EWE). Aerodynamic phenomena occurring around buildings have a significant impact on the quality of the climate in the cities....
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Ordinal pattern statistics for the assessment of heart rate variability
PublicationThe recognition of all main features of a healthy heart rhythm (the so-called sinus rhythm) is still one of the biggest challenges in contemporary cardiology. Recently the interesting physiological phenomenon of heart rate asymmetry has been observed. This phenomenon is related to unbalanced contributions of heart rate decelerations and accelerations to heart rate variability. In this paper we apply methods based on the concept...
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Denitrifcation rate in the mainstream deammonification
PublicationThe conventional processes of biological nitrogen removal based on nitrification and denitrification does not fit properly into the concept of the circular economy. As the alternative one should consider the deammonification process, which is a combination of partial nitrification (nitritation) and Anammox processes. It consists of removing ammonium nitrogen from wastewater under anaerobic conditions by a group of autotrophic microorganisms....
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Solvent Exchange around Aqueous Zn(II) from Ab Initio Molecular Dynamics Simulations
PublicationHydrated zinc(II) cations, due to their importance in biological systems, are the subject of ongoing research concerning their hydration shell structure and dynamics. Here, ab initio molecular dynamics (AIMD) simulations are used to study solvent exchange events around aqueous Zn2+, for which observation in detail is possible owing to the considerable length of the generated trajectory. While the hexacoordinated Zn(H2O)62+ is the...
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Dynamic characteristics of the proton exchange membrane fuel cell module
PublicationThe paper describes a fuel cell based system and its performance. The system is based on two fuel cell units, DC/DC converter, DC/AC inverter, microprocessor control unit, load unit, bottled hydrogen supply system and a set of measurement instruments. In the study presented in the paper a dynamic response of the proton exchange membrane (PEM) fuel cell system to unit step change load as well as to periodical load changing cycles...
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Sample Rate Conversion with Fluctuating Resampling Ratio
PublicationIn this paper a sample rate conversion with continuouslychanging resampling ratio has been presented. The proposed implementation is based on variable fractional delay filter implemented using a Farrow structure. It have been demonstrated that using the proposed approach instantaneous resampling ratio can be freely changed. This allows for simulation of audio recored on magnetic tape with nonuniform velocity as well as removal...
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Estimation of respiration rate using an accelerometer and thermal camera in eGlasses
PublicationRespiration rate is a very important vital sign. Different methods of respiration rate measurement or estimation have been developed. However, especially interesting are those that enable remote and unobtrusive monitoring. In this study, we investigated the use of smart glasses for the estimation of respiration rate especially useful for indoors applications. Two methods were analyzed. The first one is based on measurements of...
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ARIMA vs LSTM on NASDAQ stock exchange data
PublicationThis study compares the results of two completely different models: statistical one (ARIMA) and deep learning one (LSTM) based on a chosen set of NASDAQ data. Both models are used to predict daily or monthly average prices of chosen companies listed on the NASDAQ stock exchange. Research shows which model performs better in terms of the chosen input data, parameters and number of features. The chosen models were compared using...
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Sample Rate Conversion with Fluctuating Resampling Ratio
PublicationIn this paper a sample rate conversion with continuously changing resampling ratio has been presented. The proposed implementation is based on variable fractional delay filter implemented using a Farrow structure. It have been demonstrated that using the proposed approach instantaneous resampling ratio can be freely changed. This allows for simulation of audio recored on magnetic tape with nonuniform velocity as well as removal...
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Evaluation of Respiration Rate Using Thermal Imaging in Mobile Conditions
PublicationRespiratory rate is very important vital sign that should be measured and documented in many medical situations. The remote measurement of respiration rate can be especially valuable for medical screening purposes (e.g. severe acute respiratory syndrome (SARS), pandemic influenza, etc.). In this chapter we present a review of many different studies focused on the measurements and estimation of respiration rate using thermal imaging...
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The accuracy of pulse rate estimation from the sequence of face images
PublicationThe goal of this paper is to analyze the accuracy of pulse rate estimation from the sequence of face images. Simulated and real signals were used to evaluate two pulse rate estimators; one for frequency domain and the second one for time domain using the autocorrelation function. The results show that the mean difference between the reference measurements and estimated pulse rate values are about 2bpm. In the analysis of short...
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Sustainable investing exchange-traded funds: US and European market
PublicationThe key aim of the paper is to examine the diffusion of the sustainable investing exchange-traded funds (ETFs) on the European and US ETFs markets, with the special focus on the market shares of sustainable investing and conventional funds. The model of diffusion of innovation (logistic growth model) is applied. Monthly data on the assets of ETFs in the time period of 2006-2017 are used. Increasing assets of sustainable investing...
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Inflation rate (In percentage) in Iran
Open Research DataCurrently, a major concern of the Iranian economy is high inflation. Increasing prices of basic goods, and their increase in wages do not follow. At the same time the unemployment rate has raised. The following data set present the inflation rate between 2010-2020 (forecast).