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Search results for: G-7 CAPITAL MARKETS
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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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Spectral Analysis of Capital Markets
PublicationIn this paper the problem of cycles existence in capital markets is addressed. A spectral analysis algorithm, which reduces signal-to-noise ratio, is proposed to derive cycle periodograms for the yield function of DJIA, WIG~20, and NIKKEI 225 indices. Peaks of the the periodograms provide premises to postulate the existence of some possible cycles. The 3.5 year periodicity in all 3 indices, which can be related to Kitchin cycle...
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The Response of Selected Domestic Capital Markets on the Development of COVID-19 Pandemic – a Broader View
PublicationObjective: The study examines how the record of the first, hundredth, thousandth, ten-thousandth, one-hundred-thousandth, and millionth cases of COVID-19 affected investor behaviour in capital markets. It also looks at whether the month in which the first case was recorded in a given market affected the direction and strength of investor reactions. Lastly, it verifies whether the two announcements made by the WHO related to COVID-19...
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Stock Markets’ Reactions to the Announcement of the Hosts. An Event Study in the Analysis of Large Sporting Events in the Years 1976–2032
PublicationThis study attempts to estimate the impact of the announcements of hosts of large sporting events on domestic stock markets. The research problem is to establish a connection between the uniqueness of a sporting event and investors’ beliefs through stock price behavior. Using appropriate estimation windows, 13 different sporting events classified as large, including mega and major events, were tested. The obtained results show...
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Stock markets in BRIC: development levels and macroeconomic implications
PublicationThe main purpose of the article is the presentation of changes in the stock market development level and their implications for the real economy in BRIC, i.e. Brazil, Russia, India and China. Research method was case studies based on qualitative and quantitative data. First part of the text is devoted to presenting main concepts regarding theoretical linkages between the stock market and real economy. Empirical part begins with...
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Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets
PublicationPurpose: We study if capital markets in the Balkan are closely and positively related in terms of rate of return, risk, efficiency, and maximum cumulative loss in relation to different lengths of the estimation window. Design/Methodology/Approach: The research was carried out for the period from 01/01/2017 to 31/12/2019 using portfolio analysis. It was divided into an estimation window (01/01/2019 to 31/12/2019) and another with...
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Analysis of latency between quotations and capital flow in capital markets.
PublicationThe aim of this paper is to prove that the derivative of the log of capital flow understood as price times volume advances the derivative of log of the price. A certain concept of signal processing using linear filtering has been proposed to conduct the research.
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Foundations of Capital Markets Analysis 2022
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Determinants of export diversification: an empirical investigation
PublicationEmpirical findings confirm that relatively high specialisation of economic structures tends to be associated with low levels of income per capita, but countries diversify their export structures along their path of growth. However, usually only per capita income, and eventually, country-specific fixed effects are the sole explanatory variables taken into consideration in the estimation of specialisation curves. We extend the analysis...
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Overview of problems in mathematics related analysis of capital markets
PublicationCelem pracy jest przegląd zjawisk i problemów w analizie rynków kapitałowych metodami matematyki. Zdefiniowano główny cel analiz rynkowych. Przedstawiono stosowane podejście w analizie rynków. Przedyskutowano podejście stochastyczne i deterministyczne. Kolejno przedstawiono zjawiska sprężeń zwrotnych w rynkach. Na koniec przedstawiono, specyficzne dla rynków zjawiska, które mają duży wpływ na zniekształcenie wyników analizy.
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Overview of problems in mathematics related analysis of capital markets
PublicationCelem pracy jest przedstawienie niektórych zjawisk w rynkach kapitałowych i problemów z ich analizą przy użyciu metod matematyki i nauk od niej pochodnych. Na wstępie określono cel analizy rynków. Kolejno przedstawiono historyczne podejścia do problemu ich analizy. Pokrótce przedyskutowano zagadnienie postrzegania rynków w kategoriach deterministycznych jak i stochastycznych. Następnie wskazano na istnienie sprzężeń zwrotnych w...
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Russian companies on foreign stock markets: alternative to domestic market?
PublicationFirst aim of this study is to present the main aspects of the Russian stock market, including obstacles for local companies and investors. Second aim is presentation of the Russian companies listed on foreign stock exchanges. In order to perform such analysis, descriptive statistics and information about qualitative features were used. Assessment of the Russian stock market’s development level covered 2003-2012 time period. According...
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Credit and Capital Markets
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Capital Markets Law Journal
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Non-causal final impulse response filters for the maximum return from capital markets
PublicationW artykule rozważa się strategię operacji na rynkach kapitałowych, która polega na kupowaniu lub sprzedawaniu instrumentu finansowego, kiedy sygnał wyjściowy nie-przyczynowego filtru o skończonej odpowiedzi impulsowej osiąga odpowiednio minimum lub maksimum. Celem artykułu jest wyznaczenie "najlepszego" nie-przyczynowego filtru o skończonej odpowiedzi impulsowej (FIR), który zapewnia maksymalną stopę zwrotu z rynku przy użyciu...
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Short-term Shocks and Long-term Relationships of Interdependencies Among Central European Capital Markets
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Mariusz Kaczmarek dr hab. inż.
PeopleReceived M.Sc., Eng. in Electronics in 1995 from Gdansk University of Technology, Ph.D. in Medical Electronics in 2003 and habilitation in Biocybernetics and Biomedical Engineering in 2017. He was an investigator in about 13 projects receiving a number of awards, including four best papers, practical innovations (7 medals and awards) and also the Andronicos G. Kantsios Award and Siemens Award. Main research activities: the issues...
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Krystian Zawadzki dr hab. inż.
PeopleKrystian Zawadzki is associate professor in the Department of Finance at the Faculty of Management and Economics of the Gdańsk University of Technology; member of the Polish Olympic Academy at the Polish Olympic Committee; coordinator of the Stock Exchange School (Warsaw Stock Exchange) in Gdańsk; Head of postgraduate studies "Capital Investments and Personal Finance Management"; member of the audit committee of the sports club...
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Number of commercial banks at the end of the year, excluding banks that are not operating, bankrupt or liquidated, and banks in organization in 1993-2004
Open Research DataPolish banks were gradually transformed from enterprises with a predominance of Polish private capital into banks with a majority share of private foreign capital. In 1993, there were 48 banks with a majority of Polish private capital, and in 2006 there were 7 of them. In 1993, the shares of 10 banks in Poland were owned by private foreign capital,...
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Michał Bernard Pietrzak dr hab.
PeopleMichal Pietrzak is head of the Department of Statistics and Econometrics at the Faculty of Economics and Management, Gdańsk University of Technology, and Deputy Editor-in-Chief for Statistical Reviewing of the journals: Oeconomia Copernicana and Equilibrium. Quarterly Journal of Economics and Economic Policy. Until October 2021, he worked as an associate professor at the Faculty of Economic Sciences and Management, Nicolaus...
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Monoclonal gammopathy of undetermined significance, NOS - Male, 69 - Tissue image [11290630017293191]
Open Research DataThis is the histopathological image of HEMATOPOIETIC AND RETICULOENDOTHELIAL SYSTEMS tissue sample obtained in Medical University Gdańsk and deposited in ZMDL-GUMED. The sample image was taken using: Pannoramic 250 3DHistech slide scanner (20x magnification) and saved to DICOM format.
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Monoclonal gammopathy of undetermined significance, NOS - Male, 69 - Tissue image [11290630017291931]
Open Research DataThis is the histopathological image of HEMATOPOIETIC AND RETICULOENDOTHELIAL SYSTEMS tissue sample obtained in Medical University Gdańsk and deposited in ZMDL-GUMED. The sample image was taken using: Pannoramic 250 3DHistech slide scanner (20x magnification) and saved to DICOM format.
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Monoclonal gammopathy of undetermined significance, NOS - Male, 69 - Tissue image [11290630017291571]
Open Research DataThis is the histopathological image of HEMATOPOIETIC AND RETICULOENDOTHELIAL SYSTEMS tissue sample obtained in Medical University Gdańsk and deposited in ZMDL-GUMED. The sample image was taken using: Pannoramic 250 3DHistech slide scanner (20x magnification) and saved to DICOM format.
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Monoclonal gammopathy of undetermined significance, NOS - Male, 69 - Tissue image [1129063001729971]
Open Research DataThis is the histopathological image of HEMATOPOIETIC AND RETICULOENDOTHELIAL SYSTEMS tissue sample obtained in Medical University Gdańsk and deposited in ZMDL-GUMED. The sample image was taken using: Pannoramic 250 3DHistech slide scanner (20x magnification) and saved to DICOM format.
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Monoclonal gammopathy of undetermined significance, NOS - Male, 69 - Tissue image [11290630017291431]
Open Research DataThis is the histopathological image of HEMATOPOIETIC AND RETICULOENDOTHELIAL SYSTEMS tissue sample obtained in Medical University Gdańsk and deposited in ZMDL-GUMED. The sample image was taken using: Pannoramic 250 3DHistech slide scanner (20x magnification) and saved to DICOM format.
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Praktyka zawodowa architektoniczna - Praktyka Przeddyplomowa sem. 7 - KOMISJA_G
e-Learning CoursesPraktyka zawodowa architektoniczna na sem. 7 na Wydziale Architektury Politechniki Gdańskiej.Zaliczenie kursu przez komisję G.
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Paweł Możejko dr hab.
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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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Development of potential candidate reference materials for drugs in bottom sediment, cod and herring tissues
PublicationRegular use of a reference material and participation in a proficiency testing program can improve the reliability of analytical data. This paper presents the preparation of candidate reference materials for the drugs metoprolol, propranolol, carbamazepine, naproxen, and acenocoumarol in freshwater bottom sediment and cod and herring tissues. These reference materials are not available commercially. Drugs (between 7 ng/g and 32...
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Aleksandra Parteka dr hab. inż.
PeopleAbout me: I am an associate professor and head of doctoral studies at the Faculty of Management and Economics, Gdansk University of Technology (GdanskTech, Poland). I got my MSc degree in Economics from Gdansk University of Technology (2003) and Universita’ Politecnica delle Marche (2005), as well as MA degree in Contemporary European Studies from Sussex University (2006, with distinction). I received my PhD in Economics...
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Przebieg wpracowywania kwarcowych złóż filtracyjnych przeznaczonych do usuwania manganu i azotu amonowego z wód podziemnych.The course of ripenining of quartz sand filter beds used for manganese and ammonium nitrogen removal from the groundwaters.
PublicationPrzeprowadzone badania wykazały, ze czas wpracowywania się kwarcowego złoża filtracyjnego w procesie odmanganiania i nitryfikacji trwał od 7 do 8 tygodni (złoże wpracowywało się jednocześnie w obu procesach) Wpracowanie uzyskano filtrując napowietrzoną wodę podziemną o stosunkowo wysokich stężeniach manganu (0,6 - 1,1 mg/l) i azotu amonowego (0,4 - 1,4 mgN/l) i niewielkich stężeniach żelaza (poniżej 0,5 mg/l). Po wpracowaniu...
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Copper(II) complexes of 7-amino-2-methylchromone and 7-aminoflavone: Magneto-structural, spectroscopic and DFT characterization
PublicationFour new complexes of copper(II) consisting of two different chromone derivatives with carbonyl and amine donor atoms: 7-aminoflavone (L1) and 7-amino-2-methylchromone (L2), were synthesized and characterized by X-ray diffraction, UV–Vis, FT-IR, EPR spectroscopy, MS and elemental analysis. In all four compounds, the chromone derivatives were found to act as monodentate O- or N-ligands. The structural characteristics of 1a and...
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Turán numbers for odd wheels
PublicationThe Turán number ex(n,G) is the maximum number of edges in any n-vertex graph that does not contain a subgraph isomorphic to G. A wheel W_n is a graph on n vertices obtained from a C_{n−1} by adding one vertex w and making w adjacent to all vertices of the C_{n−1}. We obtain two exact values for small wheels: ex(n,W_5)=\lfloor n^2/4+n/2\rfloor, ex(n,W_7)=\lfloor n^2/4+n/2+1 \rfloor. Given that ex(n,W_6) is already known, this...
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The speciation of selected heavy metals in sewage sludge stabilized in reed basins
PublicationThe aim of the work was to determine influence of time on organic matter content, nutrients concentrations as well as speciation of selected heavy metals (Cd, Pb, Ni, Cr, Cu and Zn) in sewage sludge stabilized in reed basins during 7-15 years. The analyzed sewage sludge was collected from reed basins from four municipal WWTPs located in Denmark serving from 9 000 to 40 000 pe in Vallo, Rudkøbing, Nakskov and Helsinge. Sewage...
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The effects of different aeration modes on ammonia removal from sludge digester liquors in the nitritation–anammox proces
PublicationThe aim of this study was to determine the impact of continuous and intermittent aeration on the rate of ammonia removal in the combined nitritation–anammox process. This process was run in two parallel sequencing batch reactors (SBRs), with a working volume V = 10 L, treating sludge digester liquors from the Gdansk (Poland) wastewater treatment plant (WWTP). The ammonia oxidizing bacteria were cultivated from activated sludge...
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About the Noether’s theorem for fractional Lagrangian systems and a generalization of the classical Jost method of proof
PublicationRecently, the fractional Noether's theorem derived by G. Frederico and D.F.M. Torres in [10] was proved to be wrong by R.A.C. Ferreira and A.B. Malinowska in (see [7]) using a counterexample and doubts are stated about the validity of other Noether's type Theorem, in particular ([9],Theorem 32). However, the counterexample does not explain why and where the proof given in [10] does not work. In this paper, we make a detailed analysis...
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PWN - Szkolenie z pisania artykułów naukowych
EventsInstytut PWN zaprasza pracowników naukowych i doktorantów na szkolenie dot. skutecznego pisania i publikowania artykułów naukowych.
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A NOTE ON ON-LINE RAMSEY NUMBERS FOR QUADRILATERALS
PublicationWe consider on-line Ramsey numbers defined by a game played between two players, Builder and Painter. In each round Builder draws an the edge and Painter colors it either red or blue, as it appears. Builder’s goal is to force Painter to create a monochromatic copy of a fixed graph H in as few rounds as possible. The minimum number of rounds (assuming both players play perfectly) is the on-line Ramsey number \widetilde{r}(H) of...
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Zmiany udziału pracy w dochodzie narodowym a nierówności społeczne na przykładzie państw Grupy Wyszehradzkiej
PublicationDokonująca się liberalizacja handlu, rynków pieniężnych i kapitałowych, umiędzynaro-dowienie produkcji oraz szybkie i szerokie wykorzystanie technologii stanowiące siłę napędową globalizacji włączyły, transformującą się gospodarkę polską w ten proces. Globalizacja określa rozprzestrzenianie się charakterystycznych trendów światowej ekonomii, polityki, życia społecznego i kultury na całym świecie, niezależnie od stopnia zaawansowania...
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Chronic viral hepatitis B without delta-agent - Male, 44 - Tissue image [11300630022679301]
Open Research DataThis is the histopathological image of LIVER AND INTRAHEPATIC BILE DUCTS tissue sample obtained in Medical University Gdańsk and deposited in ZMDL-GUMED. The sample image was taken using: Pannoramic 250 3DHistech slide scanner (20x magnification) and saved to DICOM format.
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Minimal number of periodic points with the periods less or equal to r in the smooth homotopy class of simply-connected manifolds of dimension 7 and homology groups with the sum of ranks less or equal to10
Open Research DataAn important problem in periodic point theory is minimization of the number of periodic points with periods <= r in a given class of self-maps of a space. A closed smooth and simply-connected manifolds of dimension 7 and its self-maps f with periodic sequence of Lefschetz numbers are considered. The topological invariant Jr[f] is equal to the minimal...
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Overcoming carboxylic acid inhibition by granular consortia in high-load liquefied food waste fermentation for efficient lactate accumulation
PublicationGranular sludge, a self-aggregating spherical biofilm, possesses better stability compared to flocculent sludge under extreme conditions. This study compared the ability of anaerobic granular sludge (AnGS) and flocculent waste activated sludge (WAS) to convert food waste (FW) into highly-valuable optically active lactic acid (LA), a central and versatile intermediate platform molecule. Different loadings (30–60 g volatile suspended...
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Chronic viral hepatitis B without delta-agent - Male, 44 - Tissue image [11300630022674201]
Open Research DataThis is the histopathological image of LIVER AND INTRAHEPATIC BILE DUCTS tissue sample obtained in Medical University Gdańsk and deposited in ZMDL-GUMED. The sample image was taken using: Pannoramic 250 3DHistech slide scanner (20x magnification) and saved to DICOM format.
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Chronic viral hepatitis B without delta-agent - Male, 44 - Tissue image [11300630022673511]
Open Research DataThis is the histopathological image of LIVER AND INTRAHEPATIC BILE DUCTS tissue sample obtained in Medical University Gdańsk and deposited in ZMDL-GUMED. The sample image was taken using: Pannoramic 250 3DHistech slide scanner (20x magnification) and saved to DICOM format.
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Chronic viral hepatitis B without delta-agent - Male, 44 - Tissue image [11300630022671401]
Open Research DataThis is the histopathological image of LIVER AND INTRAHEPATIC BILE DUCTS tissue sample obtained in Medical University Gdańsk and deposited in ZMDL-GUMED. The sample image was taken using: Pannoramic 250 3DHistech slide scanner (20x magnification) and saved to DICOM format.
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Effect of particle size of aluminosilicate microspheres on the change of hydration heat of cement mortars and selected physical, chemical, and mechanical properties.
Open Research DataThis subject of the work is the study of selected properties of cement mortars containing two fractions of aluminosilicate microspheres with grain size in the range of 125 to 250 μm and from 250 to 500 μm. Mortar mixtures with ordinary Portland cement (OPC 42.5R) and three substitution rates of cement by microspheres, 1.5%, 3.5%, and 5.0%, were investigated....
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Layer-by-layer polymer deposited fabrics with superior flame retardancy and electrical conductivity
PublicationSmart and multifunctional textiles and fabrics are progressively developing, such that multifunctional fabrics are becoming more widespread. We elaborated herein multi-layered flax fabrics with superior flame retardancy and conductivity, which revealed fireproof feature while keeping conductivity during burning. The flax fabric was reinforced by layer-by-layer (LbL) deposition of sodium polyacrylate (SPA), polyethylenimine (PEI),...
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Nanoparticle-assisted biohydrogen production from pretreated food industry wastewater sludge: Microbial community shifts in batch and continuous processes
PublicationBiohydrogen production from industrial waste has gained a significant attention as a sustainable energy source. In this study, the enrichment of biohydrogen production from pretreated dissolved air flotation (DAF) sludge, generated from food industry wastewater treatment plants, was investigated using SiO2@Cu-Ag dendrites cor- e–shell nanostructure (NS). The effect of NS on the changes of the microbial community and biohydrogen...
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Influence of the particle size of carbonate-siliceous rock on the efficiency of phosphorous removal from domestic wastewater
PublicationtThe aim of the study was to determine the influence of the particle size of carbonate–silica rock (opoka)used in rock filters on the efficiency of phosphorus removal from domestic wastewater. The investigationswere carried out in a laboratory using a model consisting of three vertical flow filters with carbonate–silicarock of different particle sizes (G1= 1–2 mm; G2= 2–5 mm; G3= 5–10 mm). The tested rock was subjectedto decarbonising...
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Imaging and chemical investigation of silver coating
Open Research DataThe recovery of silver from materials such as plates, still used in clinical radiography [1], or scrap jewelery is still very popular. The subject of the research, part of which was microscopic imaging, was to recreate the behavior of an electrochemically deposited silver coating. The copper electrodes were covered with a layer of silver obtained from...