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Search results for: GENERALIZED SUPREMUM AUGMENTED DICKEY-FULLER (GSADF) TEST
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Dot-com and AI bubbles: Can data from the past be helpful to match the price bubble euphoria phase using dynamic time warping?
PublicationThe article investigates the existence of a price bubble in the artificial intelligence market, employing the Generalised Supremum Augmented Dickey-Fuller test and dynamic time warping methodology. It proposes a method to detect the end of the price bubble euphoria phase, generating an average profit of close to 7% over 5 days and over 10.5% over 20 days, with almost 90% effectiveness. The study found that the AI market experienced...
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Price bubbles in commodity market – A single time series and panel data analysis
PublicationThis paper examines thirty-five commodities, grouped into three market sectors (energy, metals, agriculture & livestock) in terms of the occurrence of price bubbles. The study was based on monthly data for each commodity separately and, in a panel approach, for selected sectors and for all commodities combined. The GSADF test and its version for panel data – panel GSADF – were used to identify bubbles. The beginning and end of...
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Price bubbles and Co-bubbles in the green economy market
PublicationIn light of growing concerns about climate change and environmental issues, investor interest has surged in the new green economy market. However, the existing literature is limited regarding potential price bubble and co-bubble within this new domain. This study examines price bubble and co-bubble in the new green economy market, covering 31 indexes classified into three groups: the green economy market and its components, geographical...
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Automated Classifier Development Process for Recognizing Book Pages from Video Frames
PublicationOne of the latest developments made by publishing companies is introducing mixed and augmented reality to their printed media (e.g. to produce augmented books). An important computer vision problem that they are facing is classification of book pages from video frames. The problem is non-trivial, especially considering that typical training data is limited to only one digital original per book page, while the trained classifier...
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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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Electronic structure of TbBa2Cu3O7
PublicationW pracy wykonano obliczenia kwantowomechaniczne struktury elektronowej hipotetycznego materiału TbBa2Cu3O7 (Dy123) metodą FP-LAPW (full potential - linearized augmented plane wave) w ramach formalizmu DFT (density functional theory) stosując przybliżenie GGA (generalized gradient approximation). Ze względu na silne oddziaływania korelacyjne elektronów 4f w atomie Tb zastosowano dodatkowo poprawkę kulombowską U w ramach modelu...
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DLC coating in ring-on-ring sliding with water lubrication 10MPa/0.1m/s
Open Research DataWear tests in sliding friction of DLC coating on 1.4021 (EN 10088-1) heat treated stainless steel. Ring - on - ring contact in unidirectional sliding, DLC-W over DLC-W. Mean contact stress: 10MPa. Sliding velocity: 0,1 m/s. Mean friction radius: 9.5mm. Lubricant: WATER. Tribometer: PT-3. Overall test time >15h. The test was augmented by vibration...
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DLC coating in ring-on-ring sliding with saline solution (0.9% wt.) lubrication 20MPa/0.1m/s
Open Research DataWear tests in sliding friction of DLC coating on 1.4021 (EN 10088-1) heat treated stainless steel. Ring - on - ring contact in unidirectional sliding, DLC-W over DLC-W. Mean contact stress: 20MPa. Sliding velocity: 0,1 m/s. Mean friction radius: 9.5mm. Lubricant: SALINE SOLUTION (0.9% wt.). Tribometer: PT-3. Overall test time >15h. The test was augmented...
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DLC coating in ring-on-ring sliding with saline solution (0.9% wt.) lubrication 10MPa/0.1m/s
Open Research DataWear tests in sliding friction of DLC coating on 1.4021 (EN 10088-1) heat treated stainless steel. Ring - on - ring contact in unidirectional sliding, DLC-W over DLC-W. Mean contact stress: 10MPa. Sliding velocity: 0,1 m/s. Mean friction radius: 9.5mm. Lubricant: SALINE SOLUTION (0.9% wt.). Tribometer: PT-3. Overall test time >15h. The test was augmented...
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DLC coating in ring-on-ring sliding with water lubrication 20MPa/0.1m/s
Open Research DataWear tests in sliding friction of DLC coating on 1.4021 (EN 10088-1) heat treated stainless steel. Ring - on - ring contact in unidirectional sliding, DLC-W over DLC-W. Mean contact stress: 20MPa. Sliding velocity: 0,1 m/s. Mean friction radius: 9.5mm. Lubricant: WATER. Tribometer: PT-3. Overall test time >15h. The test was augmented by vibration...
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DLC coating doped with W in ring-on-ring sliding with water lubrication 20MPa/0.1m/s
Open Research DataWear tests in sliding friction of 1% W (tungsten) doped DLC coating on 1.4021 (EN 10088-1) heat treated stainless steel. Ring - on - ring contact in unidirectional sliding, DLC-W over DLC-W. Mean contact stress: 20MPa. Sliding velocity: 0,1 m/s. Mean friction radius: 9.5mm. Lubricant: WATER. Tribometer: PT-3. Overall test time >15h. The test was...
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DLC coating doped with W in ring-on-ring sliding with water lubrication 10MPa/0.1m/s
Open Research DataWear tests in sliding friction of 1% W (tungsten) doped DLC coating on 1.4021 (EN 10088-1) heat treated stainless steel. Ring - on - ring contact in unidirectional sliding, DLC-W over DLC-W. Mean contact stress: 10MPa. Sliding velocity: 0,1 m/s. Mean friction radius: 9.5mm. Lubricant: WATER. Tribometer: PT-3. Overall test time >15h. The test was...
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Electronic structure and charge distribution in DyBa2Cu3O7: The ab initio approach
PublicationW pracy wykonano obliczenia kwantowomechaniczne struktury elektronowej nadprzewodzącego materiału DyBa2Cu3O7 (Dy123) metodą FP-LAPW (full potential - linearized augmented plane wave) w ramach formalizmu DFT (density functional theory) stosując przybliżenie GGA (generalized gradient approximation). Ze względu na silne oddziaływania korelacyjne elektronów 4f w atomie Dy zastosowano dodatkowo poprawkę kulombowską U w ramach modelu...
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DLC coating doped with W in ring-on-ring sliding with saline solution (0.9% wt.) lubrication 20MPa/0.1m/s
Open Research DataWear tests in sliding friction of 1% W (tungsten) doped DLC coating on 1.4021 (EN 10088-1) heat treated stainless steel. Ring - on - ring contact in unidirectional sliding, DLC-W over DLC-W. Mean contact stress: 20MPa. Sliding velocity: 0,1 m/s. Mean friction radius: 9.5mm. Lubricant: SALINE SOLUTION (0.9% wt.). Tribometer: PT-3. Overall test time >15h....
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DLC coating doped with W in ring-on-ring sliding with saline solution (0.9% wt.) lubrication 10MPa/0.1m/s
Open Research DataWear tests in sliding friction of 1% W (tungsten) doped DLC coating on 1.4021 (EN 10088-1) heat treated stainless steel. Ring - on - ring contact in unidirectional sliding, DLC-W over DLC-W. Mean contact stress: 10MPa. Sliding velocity: 0,1 m/s. Mean friction radius: 9.5mm. Lubricant: SALINE SOLUTION (0.9% wt.). Tribometer: PT-3. Overall test time >15h....
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Short-Term Price Reaction to Filing for Bankruptcy and Restructuring Proceedings—The Case of Poland
PublicationThis study aims to check market reaction to filing for bankruptcy and restructuring proceedings and to verify the short-term effect of a price reversal in the Polish market in the years 2004–2019. The research was conducted by dividing the analysed companies according to the procedure (bankruptcy and restructuring) and market (the main market and the NewConnect market). The research methodology used in the study is the event analysis...
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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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Charge Distribution and Hyperfine Interactions in GdBa2Cu3O7 from First Principles
PublicationW rozdziale przedstawiono wyniki obliczeń "z zasad pierwszych" (''ab initio'') struktury elektronowej, rozkładu ładunku i struktury nadsubtelnej, w szczególności gradientu pola elektrycznego (EFG) i składnika kontaktowego pola nadsubtelnego (HFF), nadprzewodnika wysokotemperaturowego o wzorze GdBa2Cu3O7 (Gd123). Do obliczeń wykorzystano metodę FP-LAPW (full-potential linearized augmented plane wave). Efekty związane z oddziaływaniami...
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FEM modelling of screw displacement pile interaction with subsoil
PublicationPredicting the-settlement characteristics of piles is an important element in the designing of pile foundations. The most reliable method in evaluating pile-soil interaction is the static load test, preferably performed with instrumentation for measuring shaft and pile base resistances. This, however, is a mostly post-implementation test. In the design phase, prediction methods are needed, in which numerical simulations play an...
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Marek Czachor prof. dr hab.
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Analytical solution of non-stationary heat conduction problem for two sliding layers with time-dependent friction conditions
PublicationIn this article we conduct an overview of various types of thermal contact conditions at the sliding interface. We formulate a problem of non-stationary heat conduction in two sliding layers with generalized thermal contact conditions allowing for dependence of the heat-generation coefficient and contact heat transfer coefficient on time. We then derive an analytical solution of the problem by constructing a special coordinate...
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A strategy for GPS data processing in a precise local network during high solar activity
PublicationThis paper presents the analyses connected with reduction of errors from ionospheric refraction using GPS data from local satellite networks. This is particularly essential during rising solar activity. The Bernese GPS Software v. 4.2 was used, as an analytical tool. The test data included measurements from a geodynamic network SUDETES situated in the Sudety Mountains across the border between the Czech Republic and Poland. A local...
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Randomness Amplification under Minimal Fundamental Assumptions on the Devices
PublicationRecently, the physically realistic protocol amplifying the randomness of Santha-Vazirani sources producing cryptographically secure random bits was proposed; however, for reasons of practical relevance, the crucial question remained open regarding whether this can be accomplished under the minimal conditions necessary for the task. Namely, is it possible to achieve randomness amplification using only two no-signaling components...
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Theoretical examination of the fracture behavior of BC3 polycrystalline nanosheets: Effect of crack size and temperature
Publication2D carbon graphene nanostructures are elements of advanced materials and systems. This theoretical survey provides explanation to the mechanical and fracture behavior of mono- and polycrystalline BC3 nanosheets (denoted as MC- and PCBC3NS, respectively) as a function of temperature and the type of crack defects. The mechanical performance of PCBC3NS at elevated temperatures was monitored varying the number of grain boundaries (the...
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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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Comparative study on total nitrogen prediction in wastewater treatment 1 plant and effect of various feature selection methods on machine learning algorithms performance
PublicationWastewater characteristics prediction in wastewater treatment plants (WWTPs) is valuable and can reduce the number of sampling, energy, and cost. Feature Selection (FS) methods are used in the pre-processing section for enhancing the model performance. This study aims to evaluate the effect of seven different FS methods (filter, wrapper, and embedded methods) on enhancing the prediction accuracy for total nitrogen (TN) in the WWTP...
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Forced vibrations in a dynamic system that is damped by a mechanism that trans-pass through its singular position
PublicationIn the paper, vibrations of a hybrid multibody-continuous system are investigated. For all the mechanical devices, effective damping methods are crucial in the design process. To obtain it, installation of viscous dampers or elasto-viscous elements is dominant. In the paper, an alternative method is investigated. It is based on modal disparity. To describe the method briefly, when structural damping is present in continuous systems,...
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Rare earth ions doped K 2 Ta 2 O 6 photocatalysts with enhanced UV–vis light activity
PublicationNew rare earth-doped K2Ta2O6 photocatalysts were successfully synthesized by hydrothermal method. The effect of dopant type (Y,Yb,Ho,Pr,Er) and amount of rare earth precursor (2,4,8 and 10 mol%) on the physicochemical and photocatalytic properties of RE-K2Ta2O6 have been investigated. All as-prepared materials were characterized by UV–vis diffuse reflectance spectroscopy, Brunauer-Emmett-Teller specific surface area measurement,...