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Search results for: credit constraints
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CONSTRAINTS
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Economics of credit scoring management
PublicationCredit scoring models constitute an inevitable element of modern risk and profitability management in retail financial lending institutions. Quality,or separation power of a credit scoring model is usually assessed with the Gini coefficient. Generally, the higher Gini coefficient the better, as in this way a bank can increase number of good customers and/or reject more bad applicants. In...
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Journal of Credit Risk
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Global Credit Review
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Credit and Capital Markets
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Construction of phylogenetic trees with topological constraints
PublicationThis paper proposes a method of reconstruction of phylogenetic trees based on heuristic search with topological constraints. Using topological constraints it is possible to reduce the set of solutions as well as to enforce that the result is consistent with a given hypothesis about the evolution process within some group of species. Along with this work a number of algorithms used for phylogenetic analysis were implemented. Those...
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Interoperability Constraints in Service Selection Algorithms
PublicationIn Service Oriented Architecture, composite applications are developed by integration of existing, atomic services that may be available in alternative versions realizing the same functionality but having different Quality of Service (QoS) attributes. The development process requires effective service selection algorithms that balance profits and constraints of QoS attributes. Additionally, services operate in a heterogeneous environment,...
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Hazard prevention by forced time constraints
PublicationMinimalne Zbiory Przyczyn powstałe podczas analizy Drzew Błędów wskazują zdarzenia, które jeśli nastąpią razem, mogą doprowadzić do Hazardu. W niektórych zastosowaniach opis zdarzeń może zostać poszerzony o informację czasową, wtedy zdarzenia z MZP mogą doprowadzić do Hazardu tylko jeśli wystąpi pomiędzy nimi określona zależność czasowa. W tym artykule przedstawione zostało jak informacja czasowa może zostać wprowadzona do Drzew...
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How to model ROC curves - a credit scoring perspective
PublicationROC curves, which derive from signal detection theory, are widely used to assess binary classifiers in various domains. The AUROC (area under the ROC curve) ratio or its transformations (the Gini coefficient) belong to the most widely used synthetic measures of the separation power of classification models, such as medical diagnostic tests or credit scoring. Frequently a need arises to model an ROC curve. In the biostatistical...
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Modulation frequency constraints on wow and flutter determination
PublicationOpracowane wcześniej algorytmy do określania charakterystyki kołysania i drżenia dźwięku okazały się pomocne w rekonstrukcji rzeczywistych próbek dźwiękowych, jednakże przy ich opracowaniu nie określono przedziału częstotliwości modulujących, które mogą być przez nie śledzone. Prezentowany artykuł zawiera studium pozwalające wyznaczyć brakujące przedziały częstotliwości dla trzech algorytmów śledzących: przydźwięk sieciowy, pozostałość...
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Optimal edge-coloring with edge rate constraints
PublicationWe consider the problem of covering the edges of a graph by a sequence of matchings subject to the constraint that each edge e appears in at least a given fraction r(e) of the matchings. Although it can be determined in polynomial time whether such a sequence of matchings exists or not [Grötschel et al., Combinatorica (1981), 169–197], we show that several questions about the length of the sequence are computationally intractable....
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JOURNAL OF MONEY CREDIT AND BANKING
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Risk Scoring Models for Trade Credit in Small and Medium Enterprises
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On Decision-Making Strategies for Improved-Reliability Size Reduction of Microwave Passives: Intermittent Correction of Equality Constraints and Adaptive Handling of Inequality Constraints
PublicationDesign optimization of passive microwave components is an intricate process, especially if the primary objective is a reduction of the physical size of the structure. The latter has become an important design consideration for a growing number of modern applications (mobile communications, wearable/implantable devices, internet of things), where miniaturization is imperative due to a limited space allocated for the electronic circuitry....
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Aplication of theory of constraints thinking process in change management
PublicationW rozdziale przedstawiono schemat realizacji zmiany z wykorzystaniem metodologii zgodnego z Teorią Ograniczeń Logicznego Wnioskowania. Scharakteryzowano ponadto cel i zakres stosowania poszczególnych narzędzi Logicznego Wnioskowania w zarządzaniu zmianą. Zaprezentowano również zastosowanie Logicznego Wnioskowania w pokonywaniu kolejnych warstw oporu wobec zmian oraz omówiono rolę poszczególnych narzędzi w tym zakresie.
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On the complexity of distributed graph coloring with local minimality constraints
PublicationArtykuł traktuje o zachłannym kolorowaniu grafów w modelu rozproszonym. Omówiono algorytmy rozproszone, dające w wyniku pokolorowanie spełniające warunki dla pokolorowań sekwencyjnych typu S oraz Largest-First (LF). Udowodniono również, że każda rozproszona implementacja algorytmu S wymaga co najmniej Omega(log n / log log n) rund, a algorytmu LF co najmniej Omega (n^{1/2}) rund, gdzie n oznacza liczbę wierzchołków grafu.
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Stability criteria as constraints in a fleet of ships optimisation problem
PublicationRozwiązano problem dotyczący matematycznej optymalizacji floty statków wielozadaniowych typu rzeka-morze, przeznaczonych dla europejskiej żeglugi przybrzeżnej i eksploatowanych w obszarze Mórz Północnego i Bałtyckiego, na poziomie zadania transportowego za pomocą metod programowania nieliniowego z ograniczeniami. Zaproponowano metodę włączenia istniejących kryteriów skuteczności statków jako ograniczeń w ogólnym modelu optymalizacji...
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Multi-objective Weather Routing with Customised Criteria and Constraints
PublicationThe paper presents a weather routing algorithm utilising a multi-objective optimisation with constraints, namely the Multi-objective Evolutionary Weather Routing Algorithm (MEWRA). In the proposed approach weather route recommendations can be made simultaneously e.g. for passage time, fuel consumption and safety of passage by means of Pareto optimisation. The sets of criteria and constraints in the optimisation process are fully...
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Moneta e Credito
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Urban Freight Transport Demand Modelling and Data Availability Constraints
PublicationThe paper provides a review of urban freight transport demand modelling approaches confronted with constrains regarding adequate data provision from a perspective of the local authorities. Demand estimation models has been selected as a reference because they are the most representative in terms of inclusion of urban freight indicators which can be transformed into a decision-support tool for evaluation of freight measures. The...
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Determining diagnostic coverage of elements and analysis of subsystems` architectural constraints
PublicationWypełnienie funkcji bezpieczeństwa przez systemy E/E/PE łączy się z niezawodnym działaniem podsystemów, których struktura i właściwości muszą gwarantować skuteczne i szybkie wykrywanie uszkodzeń. Do określenia przeciętnego prawdopodobieństwa niewypełnienia funkcji bezpieczeństwa na żądanie (PFDavg) niezbędna jest znajomość pokrycia diagnostycznego w odniesieniu do wszystkich podsystemów. Najlepiej, aby podsystemy były zaliczane...
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Wood structure constraints on sawing accuracy with narrow-kerf saws
PublicationW pracy przedstawiono analizę przyczyn i przykłady niedokładności przecinania wynikających z lokalnych zmian struktury drewna.
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Size reduction of ultra-wideband antennas with efficiency and matching constraints
PublicationAntenna design is a multifaceted task that involves handling of various performance figures concerning both electrical performance of the structure as well as its geometry. Simultaneous control of several objectives through rigorous optimization is very challenging and virtually impossible through conventional approaches such as parameter sweeping. In this work, we investigate size reduction of ultra‐wideband antenna structures...
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Scheduling with precedence constraints: mixed graph coloring in series-parallel graphs.
PublicationW pracy rozważono problem kolorowania grafów mieszanych, opisujący zagadnienie szeregowania zadań, w którym zależności czasowe zadań mają charakter częściowego porządku lub wzajemnego wykluczania. Dla przypadku, w którym graf zależności jest szeregowo-równoległy, podano algorytm rozwiązujący problem optymalnie w czasie $O(n^3.376 * log n)$.
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Current mechanisms of IGP routing - expectations and possibilities in terms of QoS constraints
PublicationOd mechanizmów rutingu oczekuje się nowych możliwości z chwilą wprowadzenia wymagań QoS. W tym kontekście aktualne techniki rutingu IGP nie oferuja rozwiązań określających ścieżki gwarantujące QoS. W pracy przedstawiono propozycję rozszerzenia OSPF, które umożliwia uwzględnienie ograniczeń wynikających z QoS, gwarantując jednocześnie usługi na żądanym poziomie. To rozszerzenie zawiera zarówno liniowe jak i nieliniowe metryki. Wartości...
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Resource constrained neural network training
PublicationModern applications of neural-network-based AI solutions tend to move from datacenter backends to low-power edge devices. Environmental, computational, and power constraints are inevitable consequences of such a shift. Limiting the bit count of neural network parameters proved to be a valid technique for speeding up and increasing efficiency of the inference process. Hence, it is understandable that a similar approach is gaining...
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Analysis of the incompressibility constraint in the smoothed particle hydrodynamics method
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A graph coloring approach to scheduling of multiprocessor tasks on dedicated machines with availability constraints
PublicationWe address a generalization of the classical 1- and 2-processor unit execution time scheduling problem on dedicated machines. In our chromatic model of scheduling machines have non-simultaneous availability times and tasks have arbitrary release times and due dates. Also, the versatility of our approach makes it possible to generalize all known classical criteria of optimality. Under these stipulations we show that the problem...
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Smart experience engineering to support collaborative design problems based on constraints modelling
PublicationEngineering design is a knowledge intensive process. Experts' experiences from different product life-cycle stages play a key role in problem solving during design decision making by linking up knowledge to find better solutions for a specific design problem. Different approaches have been used to support Collaborative and Concurrent Product Design, such as Constraint Satisfaction Problem (CSP) modelling. Additionally, due to the...
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Demand and Financial Constraints in Eliminating Architectural and Technical Barriers for People with Disabilities in Poland
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Financial performance under influence of credit risk in non-financial firms: evidence from Pakistan
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Which Curve Fits Best: Fitting ROC Curve Models to Empirical Credit-Scoring Data
PublicationIn the practice of credit-risk management, the models for receiver operating characteristic (ROC) curves are helpful in describing the shape of an ROC curve, estimating the discriminatory power of a scorecard, and generating ROC curves without underlying data. The primary purpose of this study is to review the ROC curve models proposed in the literature, primarily in biostatistics, and to fit them to actual credit-scoring ROC data...
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Modeling of production planning and control process consistent with theory of constraint
PublicationArtykuł dotyczy problematyki zastosowania metody werbel-bufor-lina do planowania produkcji w systemach produkcyjnych z wielokrotnymi buforami. W artykule przedstawiono algorytm - jego funkcje, dane wejściowe i wyjściowe - który może mieć zastosowanie do modelowania procesu planowania i sterowania produkcją. Algorytm umożliwia określenie wielkości czasowych buforów w systemie oraz terminów rozpoczęcia i zakończenia realizacji zadań....
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Direct Constraint Control for EM-Based Miniaturization of Microwave Passives
PublicationHandling constraints imposed on physical dimensions of microwave circuits has become an important design consideration over the recent years. It is primarily fostered by the needs of emerging application areas such as 5G mobile communications, internet of things, or wearable/implantable devices. The size of conventional passive components is determined by the guided wavelength, and its reduction requires topological modifications,...
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Simulation model for resource-constrained construction project
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Triangulation-based Constrained Surrogate Modeling of Antennas
PublicationDesign of contemporary antenna structures is heavily based on full-wave electromagnetic (EM) simulation tools. They provide accuracy but are CPU-intensive. Reduction of EM-driven design procedure cost can be achieved by using fast replacement models (surrogates). Unfortunately, standard modeling techniques are unable to ensure sufficient predictive power for real-world antenna structures (multiple parameters, wide parameter ranges,...
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Impacts in case of triple unilaterally constrained system
PublicationThe this paper focus on the behaviour of a “rigid” body biting into another “rigid” body, with some nonzero relative velocity. In the presently considered case, the introduced collision appears between a selected element of a multibody structure and its reference body being interpreted as the motionless ground. Instead of the classic case, described in a number of dissertations, where a single impacting contact is considered, three...
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Design-Oriented Constrained Modeling of Antenna Structures
PublicationFast surrogate models are crucially important to reduce the cost of design process of antenna structures. Due to curse of dimensionality, standard (data-driven) modeling methods exhibit serious limitations concerning the number of independent geometry parameters that can be handled but also (and even more importantly) their parameter ranges. In this work, a design-oriented modeling framework is proposed in which the surrogate is...
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Chromatic Scheduling of 1- and 2-Processor UET Tasks on Dedicated Machines with Availability Constraints
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Chromatic scheduling of 1- and 2-processor uet tasks on dedicated machines with availability constraints.
PublicationRozważono uogólnienie klasycznego szeregowania jednostkowych zadań jedno- i dwuprocesorowych na maszynach dedykowanych. Przyjęty model pozwala na naturalne wprowadzenie wszystkich klasycznych kryteriów optymalizacyjnych dla harmonogramów. Zaproponowano algorytmy wielomianowe dla systemów rzadkich.
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Enzymatic cross-linking of β-lactoglobulin in solution and at air–water interface: Structural constraints
PublicationEffective and controlled use of cross-linking enzymes in structure engineering of food systems depends on characterization of the favorable conditions for enzyme-substrate complex and the limiting factors for the desired modification. In this respect, we analyzed the susceptibility of bovine β-lactoglobulin (BLG) to enzymatic cross-linking by Trichoderma reesei tyrosinase (TrTyr) and transglutaminase (TG). Changes in BLG molecular...
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Ship weather routing optimization with dynamic constraints based on reliable synchronous roll prediction
PublicationShip routing process taking into account weather conditions is a constrained multi-objective optimization problem and it should consider various optimization criteria and constraints. Formulation of a stability-related, dynamic route optimization constraint is presented in this paper. One of the key objectives of a cross ocean sailing is finding a compromise between ship safety and economics of operation. This compromise should...
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Bank i Kredyt
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Kredyt kupiecki a zatory płatnicze
PublicationUdzielanie kredytu kupieckiego jest wpisane w działalność każdego przedsiębiorstwa. Odroczone płatności sprzyjają wzrostowi sprzedaży, ale również mogą powodować perturbacje w ich funkcjonowaniu. Sprzyjają one funkcjonowanie przedsiębiorstwa w warunkach ryzyka kredytowego, które przekształca się często w ryzyko płynności. W efekcie tworzą się zatorów płatnicze. Celem artykułu jest przedstawienie zatorów płatniczych jako skutków...
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On EM-driven size reduction of antenna structures with explicit constraint handling
PublicationSimulation-driven miniaturization of antenna components is a challenging task mainly due to the presence of expensive constraints, evaluation of which involves full-wave electromagnetic (EM) analysis. The recommended approach is implicit constraint handling using penalty functions, which, however, requires a meticulous selection of penalty coefficients, instrumental in ensuring optimization process reliability. This paper proposes...
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Number of active credit cards issued to individual customers (2017)
Open Research DataPolish banks serviced 6.04 million credit cards in 2017. This is a decrease by 121,000 year on year (comparing 2017 and 2016). The largest issuer of credit cards in the country is Bank PKO BP. In the third quarter of 2017, this institution had 847,000 credit cards. Bank Zachodni WBK is second (803,000) and CITI Handlowy is third (697,000).
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Collaborative Exploration of Trees by Energy-Constrained Mobile Robots
PublicationWe study the problem of exploration of a tree by mobile agents (robots) that have limited energy. The energy constraint bounds the number of edges that can be traversed by a single agent. We use a team of agents to collectively explore the tree and the objective is to minimize the size of this team. The agents start at a single node, the designated root of the tree and the height of the tree is assumed to be less than the energy...
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Brief Announcement: Energy Constrained Depth First Search
PublicationDepth first search is a natural algorithmic technique for constructing a closed route that visits all vertices of a graph. The length of such route equals, in an edge-weighted tree, twice the total weight of all edges of the tree and this is asymptotically optimal over all exploration strategies. This paper considers a variant of such search strategies where the length of each route is bounded by a positive integer B (e.g. due...
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Adaptive resolution-constrained scalar multiple-description coding
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Gossiping by energy-constrained mobile agents in tree networks
PublicationEvery node of an edge-weighted tree network contains a data packet. At some nodes are placed mobile agents, each one possessing an amount of energy (not necessarily the same for all agents). While walking along the network, the agents spend the energy proportionally to the distance traveled and collect copies of the data packets present at the visited network nodes. An agent visiting a node deposits there copies of all currently...