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Search results for: analiza portfolio
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Downside Risk Approach for Multi-Objective Portfolio Optimization
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Multi-Objective Portfolio Optimization by Mixed Integer Programming
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A Bi-Objective Portfolio Optimization with Conditional Value-at-Risk
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Rational portfolio manager - środowisko do wspomagania zarządzania przedsięwzięciami informatycznymi
PublicationW rozdziale omówiono zastosowanie aplikacji Rational Portfolio Manager, oferowanej przez firmę IBM, do zarządzania grupą przedsięwzięć informatycznych. Rozdział obejmuje 5 głównych części: w pierwszej przedstawiono charakterystykę aplikacji a w następnej omówiono szkolenia, jakim poddany był autor. W kolejnych częściach przedstawiono zastosowanie RPM w zarządzaniu pięcioma rzeczywistymi projektami, ocenę jego przydatności do zarządzania...
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A Reference Point Approach to Bi-Objective Dynamic Portfolio Optimization
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The point forecast of the situation of the examined company on the market
PublicationOkreślono sytuację badanego przedsiębiorstwa na rynku za pomocą analizy portfolio, w aspektach wzrostu rynku oraz względnego udziału badanego przedsiębiorstwa w rynku. Analiza objęła zarówno okres retrospektywny jak i prognozowany.
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Selected multiobjective methods for multiperiod portfolio optimization by mixed integer programming
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Survey of multi-objective portfolio optimization by linear and mixed integer programming
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Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
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A Biased-Randomized Iterated Local Search Algorithm for Rich Portfolio Optimization
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ASSESSMENT OF GOLD AND/OR CRUDE OIL AS INVESTMENTS FOR PORTFOLIO DIVERSIFICATION. A WARSAW STOCK EXCHANGE CASE STUDY
PublicationThe purpose of the study is to assess whether the inclusion of investments in gold and/or crude oil improves an investment portfolio consisting of shares of enterprises included in the WIG20 index (traditional invest-ments). All possible combinations of investment portfolios with minimal risk and maximum efficiency were tested. The portfolios were determined based on Markowitz’s portfolio theory. All results were compared...
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Conditional Value-at-Risk Vs. Value-at-Risk to Multi-Objective Portfolio Optimization
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Electricity Portfolio Optimization for Large Consumers: Iberian Electricity Market Case Study
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Lexicographic and weighting approach to multi-criteria portfolio optimization by mixed integer programming
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Markowitz’s portfolio theory – optimal length of estimation window for gold and the biggests companies on the Warsaw Stock Exchange
PublicationThe following article is dedicated to the construction of an investment portfolio consisting of 3 investments from the Polish capital market found in the WIG20 index and from investment in gold. The purpose of the study was to determine the optimal length of the estimation window for building a portfolio with minimal risk and maximum efficiency. The length of the estimation window was also assessed in terms of the rate of return...
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A rough cut cybersecurity investment using portfolio of security controls with maximum cybersecurity value
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Kriging-assisted hybrid reliability design and optimization of offshore wind turbine support structure based on a portfolio allocation strategy
PublicationIn recent years, offshore wind power generation technology has developed rapidly around the world, making important contributions to the further development of renewable energy. When designing an Offshore Wind Turbine (OWT) system, the uncertainties in parameters and different types of constraints need to be considered to find the optimal design of these systems. Therefore, the Reliability-Based Design Optimization (RBDO) method...
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Analiza skuteczności wybranych strategii kontrariańskich na warszawskiej GPW w latach 2014–2018
PublicationCapital multiplication is the main goal of investors and for many years they have been looking for methods and strategies that would enable them to achieve it to the greatest possible extent. Due to the fact that the expectations and characteristics of investors, including those concerning the investment period, are diverse, multiple strategies have emerged. One of such strategies, mainly long-term in nature, is the so-called...
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Seminarium obieralne III (A:01753) PROJEKT PORTFOLIO
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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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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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Marcin Potrykus dr inż.
PeopleA graduate of the Faculty of Management and Economics at the Gdańsk University of Technology. Since 2008, he has been employed as an Assistant at the Department of Finance at the Faculty of Management and Economics of the Gdańsk University of Technology. In 2015, he defended (in the discipline of economics) his doctoral dissertation entitled "Alternative investments - profitability and risk". Since 2016, he has been employed as...
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Edu Inspiracje WZiE: Czy mikrokwalifikacje i cyfrowe odznaki zmienią oblicze edukacji?
PublicationMikrokwalifikacje nazywane również mikropoświadczeniami (micro- -credentials), mówiąc prostymi słowami, są cyfrowymi certyfikatami potwierdzającymi uzyskanie umiejętności, wiedzy lub kompetencji. To dowody ukończenia mniejszych (niż określają np. dyplomy uniwersyteckie) form edukacyjnych takich jak kursy e-learningowe, warsztaty lub szkolenia. Pozwalają też szybko pokazać to, co umiemy, i przedstawić w postaci atrakcyjnego cyfrowego...
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Zastosowania ontologii: Organizacja ontologii bazy treści i zajęć dydaktycznych
PublicationPrzedstawiono koncepcję organizacji ontologii nauczania wiedzy informatycznej, według aktualnie obowiązujacego raportu CC 2005 i jego części dziedzinowych. Wyodrębniono struktury hierarchiczne porządkujące bazę treści dydaktycznych oraz organizację toku studiów. Wskazano na zalety rozwiązań zawartych w raporcie oraz zaproponowano modyfikacje struktur organizacyjnych ontologii w celu ich większej elastyczności. Opisano strategię...
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Challenges in providing support for management of evidence-based arguments
PublicationThe paper considers selected challenges related to the application of evidence based arguments and maps them on the tool support level. In particular, we consider: communication and teamwork, handling large arguments, evidence management and integration, argument assessment and communication, change control and reporting, evidence reuse, user data security and argument portfolio management. Then we explain how these challenges...
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Choosing the Right Cybersecurity Solution: A Review of Selection and Evaluation Criteria
PublicationInformation technologies evolve continuously reaching pioneering areas that bring in new cybersecurity challenges. Security engineering needs to keep pace with the advancing cyberthreats by providing innovative solutions. At the same time, the foundations that include security and risk assessment methodologies should remain stable. Experts are offered with an extensive portfolio of solutions and an informed choice of a particular...
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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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Spatial Heterogeneity Impacts of Bilateral Foreign Direct Investment on Green Energy Efficiency in China
PublicationAt present, green energy transformation and climate policy are increasingly connected. The need to improve national competitiveness and implement climate and energy strategies means that an energy-consuming country like China must rapidly enhance its green energy efficiency (GEE) and energy consumption structure. The following paper contributes to the existing literature by analyzing the effects of bilateral FDI on GEE from...
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Investor confidence and high financial literacy jointly shape investments in risky assets
PublicationHouseholds consistently invest less in equities and bonds than predicted by economic theory. We explain this from a behavioral economics perspective and distributional analysis using rich US survey microdata. We find that higher investor self-confidence in her financial abilities and financial literacy jointly increase the probability of investing in equities. Conditional on participation, confidence in the macroeconomy additionally...
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Activity-based payments: alternative (anonymous) online payment model
PublicationElectronic payments are the cornerstone of web-based commerce. A steady decrease in cash usage has been observed, while various digital payment technologies are taking over. They process sensitive personal information raising concerns about its potentially illicit usage. Several payment models that confront this challenge have been proposed. They offer varying levels of anonymity and readiness for adoption. The aim of this study...
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Investor confidence and high financial literacy jointly shape investments in risky assets
PublicationHouseholds consistently invest less in equities and bonds than predicted by economic theory. We explain this from a behavioral economics perspective and distributional analysis using rich US survey microdata. We find that higher investor self-confidence in her financial abilities and financial literacy jointly increase the probability of investing in equities. Conditional on participation, confidence in the macroeconomy additionally...
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Cloud solutions as a platform for building advanced learning platform, that stimulate the real work environment for project managers
PublicationImproving skills of managers and executives require, that during the transfer of knowledge (in different ways: during studies, trainings, workshops and other forms of education) it is necessary to use tools and solutions that are (or will be) used in real world environments, where people being educated are working or will work. Cloud solutions allow educational entities (universities, training companies, trainers, etc.) to provide...
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The evolving structure of Polish exports (1994-2010) - diversification of products and trade partners.
PublicationThis paper presents empirical evidence on the diversification process concerning Polish exports (1994–2010), compared to European and global samples of countries. It analyzes both the commodity structure of Polish trade and the geographical diversification of Poland’s trading partners. The analysis draws on highly disaggregated data on exports (HS 6 digit) and combines descriptive analysis with non-parametric, semi-parametric and...
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Real estate investment trusts in Turkey: Structure, analysis, and strategy
PublicationPurpose-Aim of this study is to make the determinations related to the problems mentioned in the REIT sector in Turkey, to offer a solution for this issue, and to ensure the classification in the sector by adhering to the financial data of the REITsMethodology-Financial data set of the REITs was firstly standardized by using median instead of mean. Then, the scoring was performed according to defined coefficients....
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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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Exploring the relationship between investment choices, cognitive abilities risk attitudes and financial literacy
PublicationPurpose The main purpose of this study is to investigate the investment choices' relationship with cognitive abilities, risk aversion, risky investment intentions, subjective financial literacy and objective financial literacy. Design/methodology/approach To examine the relationship, two investment choices were given to 256 subjects from Pakistan. Questionnaire had total 20 questions for measuring five variables. To review this...
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The share of investments in gold and oil using the example of selected European stock exchanges– A comparative analysis
PublicationIn this article, optimal investment portfolios with minimal risk and maximum efficiency were calculated. The portfolios were designated for ten selected European stock exchanges, based on the listings of the twenty largest companies in each of those markets. All calculations were made based on company shares only, company shares and investments in gold, shares of companies and investments in crude oil as well as shares of companies...
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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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Katedra Inżynierii Zarządzania Operacyjnego
Research Teams* procesy i zarządzanie innowacjami w organizacjach gospodarczych * procesy i zarządzanie zmianą w systemach produkcyjnych * zarządzanie projektami, programami oraz portfolio projektów innowacyjnych i rozwojowych * modelowanie i doskonalenie procesów oraz systemów produkcyjnych * projektowanie i optymalizacja technologii informatycznych w inteligentnych systemach produkcyjnych * ilościowe metody wspomagania decyzji w systemach...
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Architectural project I 2021/22 - Grupa1
e-Learning CoursesThe aim of our course is to teach you how to design architecture. The process of creation architecture is not just about function and construction. It is more, it is about creation of original, form with individual features and beauty that will become a meaningful part of our environment. Therefore we base our course of architectural design on the connection with art. We continue a tradition of the famous Bauhaus school were...
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Architectural project I 2024/25
e-Learning CoursesOur course aims to teach you the basics how to design architecture. The process of architectural design is not only about function and construction. It is about creating an original form with individual features and beauty that will become a meaningful part of our environment. Our course in architectural design is based on the connection with ART. We follow the tradition of the famous Bauhaus school, where architects and artists...
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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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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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Architectural Project Sem. II 2021/2022
e-Learning CoursesProwadzący: dr hab. inż. arch. Jacek Krenz, prof. PG mgr inż. arch. Marta Golińska Architecture influenced by Art The aim of the course is to teach the method of creating an architectural form in a style that reflects a given topic drawn in the form of an ideogram. Creating architecture in this way makes it possible to endow the architectural form with meanings so that it becomes an important element of the existential space....
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Architectural Project II 2022/2023
e-Learning CoursesProwadzący: dr hab. inż. arch. Jacek Krenz, prof. PG mgr inż. arch. Marta Golińska Architecture influenced by Art The aim of the course is to teach the method of creating an architectural form in a style that reflects a given topic drawn in the form of an ideogram. Creating architecture in this way makes it possible to endow the architectural form with meanings so that it becomes an important element of the existential space....
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Temat 2: Site-Specific, Land Art, Interwencja - Projekt formy przestrzennej w skali 1:1
e-Learning CoursesKrótki opis problematyki zajęć: Miejsce, przestrzeń, czas, odczucie, emocje, twórcze przetworzenie. Zadanie projektowe odnosi się do działań artystycznych i projektowych z obszaru Site-Specific, Land Art oraz Interwencja w różnych lokalizacjach. W zadaniu powinna być uwzględniona specyfika przestrzenna i historyczna Kampusu Politechniki Gdański. Należy zaprojektować i zrealizować obiekt lub zespół obiektów w skali 1:1 zintegrowanych...
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Techniki plastyczne i prezentacyjne 2023
e-Learning CoursesCelem zajęć jest zapoznanie studentów z różnorodnymi technikami plastycznymi stosowanymi do prezentacji opracowań studyjnych i projektów w różnych fazach. Zajęcia odbywają się w trybie stacjonarnym w Sali 365 we wtorki Grupa I. od 11:15 do 13:00 Grupa II. od 13:15 do 15:00 Pracujemy na formacie poziomym A4 papieru rysunkowego o grub. minimum 160g. Prace graficzne umieszczamy przy prawej krawędzi. Margines wokół arkusza 1cm,...
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Projektowanie architektoniczne. Sem. VI Grupa 1 KAMiUP 2019/2020
e-Learning CoursesKurs dla studentów VI semestru I stopnia z projektowania architektonicznego prowadzonego w Katedrze Architektury Mieszkaniowej i Użyteczności Publicznej / Studio Architektury Użyteczności Publicznej Prowadzący: mgr inż. arch. Stanisław Dopierała mgr. Inż. arch. Agnieszka Malinowska Krótki opis problematyki zajęć: Problematyka zajęć obejmuje zagadnienia związane z projektowaniem STACJI DOKOWANIA z zapleczem mieszkaniowym...
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Sławomir Ostrowski dr inż.
PeopleSławomir Ostrowski is a research and didactic employee employed as an Assistant Professor in the Department of Informatics in Management at the Faculty of Management and Economics of the Gdańsk University of Technology. In 2018, he obtained a PhD in economic sciences in the discipline of management science. A graduate of uniform Master's-engineering studies in Management (specialization: IT Technology Management) at the Faculty...
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Seminarium dyplomowe 2023_sem 8
e-Learning CoursesSeminarium dyplomowe dotyczy zagadnień niezbędnych do opracowania projektu dyplomowego. Tematyka zajęć: Zasady sporządzania opisu technicznego (zakres w projekcie budowlanym a książeczka dyplomowa); Zagospodarowanie terenu (wytyczne wg normy, zakres, grubości linii itp. + przykładowe rysunki); Rzuty – zasady zapisu projektu budowlanego (wymiarowanie, grubości linii, stolarka, szrafy – wg normy, opisy itp. + przykładowe rysunki); Przekroje...