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Search results for: STOCK RECOMMENDATIONS
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The accuracy of alternative stock valuation methods – the case of the Warsaw Stock Exchange
PublicationThe main aim of this article is to examine the accuracy of different methods of share valuation used by Polish analysts in reports prepared in order to issue recommendations for companies listed on the Warsaw Stock Exchange. In the literature on the subject, the view which prevails is that the more sophisticated methods, i.e. those taking into account the discounting process, are characterised by higher valuation accuracy. However,...
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Evolutional algorithm in stock control
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Music Recommendation System
PublicationThe paper focuses on optimization vector content feature for the music recommendation system. For the purpose of experiments a database is created consisting of excerpts of music les. They are assigned to 22 classes corresponding to dierent music genres. Various feature vectors based on low-level signal descriptors are tested and then optimized using correlation analysis and Principal Component Analysis (PCA). Results of the experiments...
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Macroeconomic functions of the Russian stock market
PublicationThe purpose of this article is to present the structure of the stock market in the Russian Federation and the significance of this part of national financial system for the whole economy, particularly the degree of main macroeconomic functions fulfillment. First part of the text includes an overview of the main theoretical concepts linked with the stock market roles as well as a brief description of results of selected studies...
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Recommendations for Urban Freight Policy Development in Gdynia
PublicationThe purpose of this paper was to provide practical recommendations on how to develop Gdynia’s urban freight policy based on actual planning experience and characteristics of potential measures. Freight policy scheme was developed as a result of three interrelated factors: a) the general procedure of the urban freight planning, b) the city's current planning stage analysis and, c) characteristics of urban freight objectives and...
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Extended Reflexive Ontologies for the Generation of Clinical Recommendations
PublicationDecision recommendations are a set of alternative options for clinical decisions (e.g., diagnosis, prognosis, treatment selection, follow-up, and prevention) that are provided to decision makers by knowledge-based Clinical Decision Support Systems (k-CDSS) as aids. We propose to follow a ‘‘reasoning over domain’’ approach for the generation of decision recommendations by gathering and inferring conclusions from production rules....
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Liquidity and the cross-section of international stock returns
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The (lack of) momentum effect in the UAE stock market
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A note on value investing in the UAE stock market
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Is there a low-risk anomaly in the UAE stock market?
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The impact of mega sports events on the stock markets
PublicationWpływ wielkoformatowych imprez sportowych na gospodarkę może być rozpatrywany na różnych płaszczyznach. Najczęściej przywołuje się zmiany w zakresie PKB kraju lub regionu goszczącego, zmiany na rynku pracy, rozbudowę bądź modernizację infrastruktury oraz tendencje w zakresie przepływu turystycznego. Kanały oddziaływania tak dużych wydarzeń są jednak dużo szersze i obejmują ponadto: życie publiczne, polityczne i kulturalne, informację,...
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Service Recommendation on WIKI-WS Platform
PublicationThe article presents the issues of recaommendation services for users. The commonly used solutions include known classes of recommendation systems and information about their area of use and the most frequently used algorithms. the issue of choosing the services has been described based on the Wiki-WS platform including a model of cooperation with the recommendation system. The conclusion from the analysis of the proposed model...
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Recommendations for the management of patients with obstructive sleep apnoea and hypertension
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Pneumococcal vaccination among adults – updated Polish recommendations
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Toward Intelligent Recommendations Using the Neural Knowledge DNA
PublicationIn this paper we propose a novel recommendation approach using past news click data and the Neural Knowledge DNA (NK-DNA). The Neural Knowledge DNA is a novel knowledge representation method designed to support discovering, storing, reusing, improving, and sharing knowledge among machines and computing systems. We examine our approach for news recommendation tasks on the MIND benchmark dataset. By taking advantages of NK-DNA, deep...
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Trade competitiveness and the aggregate returns in global stock markets
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The momentum effect in country-level stock market anomalies
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An Application of Factor Pricing Models to the Polish Stock Market
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Stock Exchanges Indices and Abnormal Returns in the Crisis Condition
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The Ownership Structure and the Performance of the Polish Stock Listed Companies
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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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The Efficiency of Polish Stock Market: Ordinal Patterns Approach
PublicationZunino et al. analyzed the problem of discrimination of developed and emergent markets by the use of ordinal patterns methods: number of forbidden patterns and ordinal pattern probability distribution as a basis for entropy and statistical measure of complexity. In this paper we apply the same methodology for the analysis of Polish stock market (index WIG). The results indicate that Polish market belongs neither to developed, nor...
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The transformation of the Chinese stock market between 1990 and 2012
PublicationThe main purpose of this paper is to examine the transformation of the stock market in the People’s Republic of China (i.e. concentrated on stock exchanges in Shanghai and Shenzhen; the stock exchange in Hong Kong was omitted) from its beginnings in the early 1990s, through rapid development over the next two decades, up to the financial crisis of 2008 (the period examined is 1990–2012). The paper presents a short history of the...
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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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Content-Based Approach to Automatic Recommendation of Music
PublicationThis paper presents a content-based approach to music recommendation. For this purpose, a database which contains more than 50000 music excerpts acquired from public repositories was built. Datasets contain tracks of distinct performers within several music genres. All music pieces were converted to mp3 format and then parameterized based on MPEG-7, mel-cepstral and time-related dedicated parameters. All feature vectors are stored...
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Footwear Use at Workplace and Recommendations for the Improvement of its Functionality and Hygiene
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An Integrated Approach to Management of Food Allergy – Recommendations for Consumers and Professionals
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Serendipitous Recommendations Through Ontology-Based Contextual Pre-filtering
PublicationContext-aware Recommender Systems aim to provide users with better recommendations for their current situation. Although evaluations of recommender systems often focus on accuracy, it is not the only important aspect. Often recommendations are overspecialized, i.e. all of the same kind. To deal with this problem, other properties can be considered, such as serendipity. In this paper, we study how an ontology-based and context-aware...
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Context-aware User Modelling and Generation of Recommendations in Recommender Systems
PublicationRecommender systems are software tools and techniques which aim at suggesting new items that may be of interest to a user. This dissertation is focused on four problems in recommender systems domain. The first one is context-awareness, i.e. how to obtain relevant contextual information, how to model user preferences in a context and use them to make predictions. The second one is multi-domain recommendation, which aim at suggesting...
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Top k Recommendations using Contextual Conditional Preferences Model
PublicationRecommender systems are software tools and techniques which aim at suggesting to users items they might be interested in. Context-aware recommender systems are a particular category of recommender systems which exploit contextual information to provide more adequate recommendations. However, recommendation engines still suffer from the cold-start problem, namely where not enough information about users and their ratings is available....
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Pedestrian safety in road traffic – studies, recommendations and proposed improvements
PublicationPedestrians are involved and most frequently the victims of every third road accident in Poland. Pedestrian accidents most frequently occur in complex circumstances, as a result of many factors related to the behaviour of drivers and pedestrians. The basic parameters that determine road safety include the perception of traffic and visibility on the road. The paper will present the results of research conducted within the project...
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The low price anomaly and the Intriguing Case of the Polish Stock Market
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Changes in shares outstanding and country stock returns around the world
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Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
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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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Openess and Transparency of Fiscal Reporting in Poland – Assessment and Recommendation
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Adaptive inertial shock-absorber
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Protective Footwear And The Risk Of Slipping In Older Workers – Definitions, Achievements, Recommendations
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Physical activity of future health care professionals: adherence to current recommendations
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ReCOMmendations for the treatment of INFLUENZA in children for Primary care physiciAnS – COMPAS INFLUENZA
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E-Voting System Evaluation Based on the Council of Europe Recommendations: nVotes
PublicationE-voting implantation has been facing important challenges in recent years. Several incidents, together with a lack of evaluation methodologies social and cultural customs hinder a broader application. In this work, the authors aim to contribute to a safer introduction of e-voting tools by applying a practical evaluation framework strongly based on the security requirements issued by the Council of Europe (CoE) in 2017 to nvotes,...
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Assessing Effectiveness of Recommendations to Requirements-Related Problems through Interviews with Experts
PublicationRequirements Engineering and Business Analysis are known as very important to software project outcome but also difficult activities, coping with many problems and challenges. The work reported in this paper was preceded by a survey which revealed most common requirements-related problems in Polish IT industry. We addressed ten most frequently reported problems by reviewing the literature for recommen¬dations how to cope with...
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Speed management on local government managed roads – research, recommendations and guidelines
PublicationCommissioned by the National Road Safety Council Secretariat, the project “Guidelines for speed management on local government managed roads” studied car driver be haviour when subjected to selected speed management measures such a local speed restrictions, surveillance, traffic calming and restricted speed areas. In addition, analyses were conducted on the impact of selected me asures...
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Idiosyncratic risk and cross-section of stock returns in emerging European markets
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Salience theory and the cross-section of stock returns: International and further evidence
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Accounting Quality and Audit Attributes on the Stock Price Crashes in an Emerging Market
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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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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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Exploring Stock Traders’ Cognitive Biases: Research Design and Simulator Framework
PublicationCognitive bias is a phenomenon that has been extensively studied in stock trading and many other fields. This paper presents a framework for a Mobile Stock Trading Simulator (MSTS) that facilitates automatic investment in stocks with minimal human influence, by investigating the behavioral patterns and cognitive errors of stock market investors. The paper aims to determine whether investors’ investment strategies can be improved...
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COMPARISON OF INVESTMENT PERFORMANCE MEASURES USING THE EXAMPLE OF SELECTED STOCK EXCHANGES
PublicationIn the following paper, the main objective is to examine whether the selection of the performance measure influences the evaluation of individual investments and the performance rankings generated on that basis. This study presents the values of 16 performance indicators along with their detailed descriptions. All calculations were made using the R program, and the source code can be found at the end of the article. Nine selected...