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Wyniki wyszukiwania dla: PORTFOLIO THEORY, POLISH CAPITAL MARKET, ESTIMATION WINDOW, MINIMAL RISK, MAXIMUM EFFICIENCY
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On adaptive covariance and spectrum estimation of locally stationary multivariate processes
PublikacjaWhen estimating the correlation/spectral structure of a locally stationary process, one has to make two important decisions. First, one should choose the so-called estimation bandwidth, inversely proportional to the effective width of the local analysis window, in the way that complies with the degree of signal nonstationarity. Too small bandwidth may result in an excessive estimation bias, while too large bandwidth may cause excessive...
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Application of Maximum-Length Sequences to impulse response measurement of hydroacoustic communications systems
PublikacjaThere is a growing interest in digital transmission of telemetry data on ultrasonic waves. The dependence of signal attenuation on squared frequency, specific to the hy-droacoustic systems, induces problems that do not exist in monochromatic, narrowband radio communications systems. For adapting the transmission parameters to current propagation conditions, a precise knowledge of instantaneous changes of channel performances is...
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POWER EFFICIENCY OF POWER PLANTS ON TRAILING SUCTION HOPPER DREDGERS
PublikacjaThis paper presents the notion of operational power efficiency and compares it with the classical definition of power efficiency. There are presented also calculation results of power efficiency for a selected suction hopper dredger and also influence of power system type of suction hopper dredger on magnitude of power efficiency of its power plant has been highlighted.
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Analysis of the Water Level Variation in the Polish Part of the Vistula Lagoon (Baltic Sea) and Estimation of Water Inflow and Outflow Transport through the Strait of Baltiysk in the Years 2008–2017
PublikacjaThe Vistula Lagoon is located in both Poland and Russia along the southern coast of the Baltic Sea. It is connected to the Baltic Sea in the Russian part by the Strait of Baltiysk. The purpose of the paper is to identify the dominant factors underlying the water level variation mechanism at Tolkmicko in the Vistula Lagoon, revealed by a statistical analysis of the measured data and a discussion on the inflow and outflow transport...
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Participatory approach to urban regeneration processes in polish cities and regions
PublikacjaThe paper presents the impact of EU Cohesion Policy 2014-2020 on regeneration processes which are implemented in Polish towns, cities and metropolis when emphasizing general formal and legal framework including examination of the possible distribution of EU funds for regeneration projects within the regional operational programmes. The paper focuses on different approaches to the implementation of Cohesion Policy in Polish regions....
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Testing Question Order Effects of Self-perception of Risk Propensity on Simple Lottery Choices as Measures of the Actual Risk Propensity
PublikacjaUncertainty together with the necessity of making choices inevitably results in risky decisions. For many years now, scientists have been studying notions connected with risk such as risk management, risk perception or risk propensity. While many sophisticated methods regarding measurement of risk propensity have been developed so far, it seems that little attention has been paid to checking whether they are not inherently flawed....
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A Reference Point Approach to Bi-Objective Dynamic Portfolio Optimization
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Determinants And Barriers In The Development Of The Entrepreneurial Orientation In The Polish Higher Education Institutions
PublikacjaThe main aim of the paper is to present the results of the research project on the entrepreneurship in the Polish higher education institutions. The project was funded by the Polish National Science Centre and its main aim was to identify the factors that enable, enhance, limit or disable the entrepreneurial potential in higher education institutions. The paper gives an overview of the identified determinants that foster the entrepreneurial...
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Risk sharing in the construction work contracts
PublikacjaBy signing a contract for construction works each of the parties assumes a specific scope of responsibility. In practice, there are numerous examples of contractual provisions that violate the parties’ safety and the balance of fair and even distribution of risk. Asymmetry in risk allocation in construction contracts and its consequences is the most common cause of disputes between the parties. The article presents the issue of...
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The variant allele of the rs188140481 polymorphism confers a moderate increase in the risk of prostate cancer in Polish men
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Sustainable investing exchange-traded funds: US and European market
PublikacjaThe key aim of the paper is to examine the diffusion of the sustainable investing exchange-traded funds (ETFs) on the European and US ETFs markets, with the special focus on the market shares of sustainable investing and conventional funds. The model of diffusion of innovation (logistic growth model) is applied. Monthly data on the assets of ETFs in the time period of 2006-2017 are used. Increasing assets of sustainable investing...
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A Maximum-Likelihood Approach to Force-Field Calibration
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Tacit knowledge influence on intellectual capital and innovativeness in the healthcare sector: A cross-country study of Poland and the US
PublikacjaThis study provides empirical proof that whole organizational innovativeness is rooted in tacit knowledge due to its potency of human capital creation and, that a learning culture composed of a learning climate and mistakes acceptance component fosters human capital development. The main practical implication is that if the IC components are externally rather than internally determined in the particular organization embedded in...
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Lattice filter based autoregressive spectrum estimation with joint model order and estimation bandwidth adaptation
PublikacjaThe problem of parametric, autoregressive model based estimation of a time-varying spectral density function of a nonstationary process is considered. It is shown that estimation results can be considerably improved if identification of the autoregressive model is carried out using the two-sided doubly exponentially weighted lattice algorithm which combines results yielded by two one-sided lattice algorithms running forward in...
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Analysing the Residential Market Using Self-Organizing Map
PublikacjaAlthough the residential property market has strong connections with various sectors, such as construction, logistics, and investment, it works through different dynamics than other markets; thus, it can be analysed from various perspectives. Researchers and investors are mostly interested in price trends, the impact of external factors on residential property prices, and price prediction. When analysing price trends, it is beneficial...
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Efficiency of various silicon rich amendments on growth and cadmium accumulation in field grown cereals and health risk assessment
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Minimal parameter implicit solvent model for ab initioelectronic-structure calculations
PublikacjaAbstract - We present an implicit solvent model for ab initio electronic-structure calculations which is fully self-consistent and is based on direct solution of the nonhomogeneous Poisson equation. The solute cavity is naturally defined in terms of an isosurface of the electronic density according to the formula of Fattebert and Gygi (J. Comput. Chem., 23 (2002) 662). While this model depends on only two parameters, we demonstrate...
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Selected issues of women's participation in labour market and on boards of family entreprises
PublikacjaThe chapter presents cultural determinants of roles attributed to women, as well as their situation in the labour market and in family businesses. The main aim of the study is to trace the changes in the social image of women’s roles in the labour market. The observations made are based on the changes in the value of the economic activity rate among women in the Baltic Sea Region (BSR) countries, as well as on the feminisation...
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On Applications of Fractional Derivatives in Circuit Theory
PublikacjaIn this paper, concepts of fractional-order (FO) derivatives are discussed from the point of view of applications in the circuit theory. The properties of FO derivatives required for the circuit-level modelling are formulated. Potential problems related to the generalization of transmission line equations with the use of FO derivatives are presented. It is demonstrated that some of formulations of the FO derivatives have limited...
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Minimal number of periodic points of smooth boundary-preserving self-maps of simply-connected manifolds
PublikacjaLet M be a smooth compact and simply-connected manifold with simply-connected boundary ∂M, r be a fixed odd natural number. We consider f, a C1 self-map of M, preserving ∂M . Under the assumption that the dimension of M is at least 4, we define an invariant Dr(f;M,∂M) that is equal to the minimal number of r-periodic points for all maps preserving ∂M and C1-homotopic to f. As an application, we give necessary and sufficient...
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Kriging-assisted hybrid reliability design and optimization of offshore wind turbine support structure based on a portfolio allocation strategy
PublikacjaIn 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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Fractional Delay Filter Design with Extracted Window Offsetting
PublikacjaW pracy przedstawiono koncepcję projektowania filtrów ułamkowoopóźniających (FD) bazującą na metodzie okien. W zaproponowanym podejściu w projektowaniu jest używane okno wyodrębnione z odpowiedzi impulsowej filtru optymalnego offsetowanego o opóźnienie ułamkowe projektowanego filtru. Poszczególne filtry FD zaprojektowany w ten sposób nie są optymalnymi filtrami FD, jednak oferują lepszą jakość w zastosowaniu do zmiany szybkości...
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Sources of investment risk in urban regeneration projects
PublikacjaThe scope of the article includes multidimensional risk analysis of urban regeneration projects, whose base is to identify areas of its occurrence. Authors thoroughly analyze the sources of potential threats and attempts to answer the question, what is their contribution into overall urban regeneration’ investment risk. The target concept will be used to assess the level of investment risk at the stage of initiation, preparation...
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Hyperbolic position location estimation in the multipath propagation environment
PublikacjaThe efficiency analysis a hyperbolic position location estimation in the multipath propagation environment in the wideband code division multiple access (WCDMA) interface was presented. Four, the most popular methods: Chan's, Foy's, Fang's and Friedlander's were considered. These algorithms enable the calculation of the geographical position of a mobile station (MS) using the time differences of arrival (TDOA) between several base...
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On Applications of Fractional Derivatives in Electromagnetic Theory
PublikacjaIn this paper, concepts of fractional-order (FO) derivatives are analysed from the point of view of applications in the electromagnetic theory. The mathematical problems related to the FO generalization of Maxwell's equations are investigated. The most popular formulations of the fractional derivatives, i.e., Riemann-Liouville, Caputo, Grünwald-Letnikov and Marchaud definitions, are considered. Properties of these derivatives are...
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Hamburg : The European Green Capital Award 2011 : miasto o zrownoważonym rozwoju, przyjaznym środowisku naturalnemu
PublikacjaW roku 2011 nagrodę "The European Green Capital Award" otrzymał Hamburg, jako miasto, które ustanowiło kompleksowy program ochrony klimatu oraz w sposób ekologiczny rozwiązuje liczne problemy wiążące się z zarządzaniem metropolią. Publikacja przedstawia różnorodne inicjatywy miasta na rzecz ochrony środowiska: od przyjaznego transportu publicznego po rozbudowę terenów zielonych. Miasto wyznaczyło sobie ambitny cel redukcji emisji...
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Ttrans-risk - an integrated method for risk management in transport =Trans-risk - zintegrowana metoda zarządzania ryzykiem w transporcie
PublikacjaPodjęto już wiele prób integracji metod zarządzania ryzykiem w innych dziedzinach życia. Przegląd metod zarządzania ryzykiem w poszczególnych gałęziach transportu wskazuje na dość duże rozbieżności terminologiczne i dotyczące szczegółowych zasad i zastosowań metod zarządzania ryzykiem. Istnieje zatem konieczność podjęcia próby integracji metod zarządzania ryzykiem w transporcie. Niniejsza praca jest wynikiem działań interdyscyplinarnego...
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Highly efficient maximum power point tracking control technique for PV system under dynamic operating conditions
PublikacjaThe application of small-scale electrical systems is widespread and the integration of Maximum Power Point Tracking (MPPT) control for Photovoltaic systems with battery applications further enhances the techno-economic feasibility of renewable systems. For this purpose, a novel MPPT control system using Dynamic Group based cooperation optimization (DGBCO) algorithm is utilized for PV systems. The population in the DGBCO is divided...
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Modelling Wetland Growing Season Rainfall Interception Losses Based on Maximum Canopy Storage Measurements
PublikacjaThis study estimates rainfall interception losses from natural wetland ecosystems based on maximum canopy storage measurements. Rainfall interception losses play an important role in water balance, which is crucial in wetlands, and has not yet been thoroughly studied in relation to this type of ecosystem. Maximum canopy storage was measured using the weight method. Based on these measurements, daily values of interception losses...
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Marine traffic risk modelling – an innovative approach and a case study
PublikacjaThis paper presents a model to analyse the risk of two common marine accidents: collision and grounding. Attention is focused on oil tankers since they pose the highest environmental risks. A case study in selected areas of the Gulf of Finland in ice-free conditions is presented. The model utilizes a formula for risk calculation that considers both the probability of an unwanted event and its consequences. The model can be decomposed...
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FIRE RISK ASSESSMENT IN INDUSTRIAL PREMISES
PublikacjaChapter presents different aspects of fire risk assessment in industrial sites
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Efficiency comparison of selected endoscopic video analysis algorithms
PublikacjaIn the paper, selected image analysis algorithms were examined and compared in the task of identifying informative frames, blurry frames, colorectal cancer and healthy tissue on endoscopic videos. In order to standardize the tests, the algorithms were modified by removing from them parts responsible for the classification, and replacing them with Support Vector Machines and Artificial Neural Networks. The tests were performed in...
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Lattice filter based multivariate autoregressive spectral estimation with joint model order and estimation bandwidth adaptation
PublikacjaThe problem of parametric, autoregressive model based estimation of a time-varying spectral density function of a multivariate nonstationary process is considered. It is shown that estimation results can be considerably improved if identification of the autoregressive model is carried out using the two-sided doubly exponentially weighted lattice algorithm which combines results yielded by two one-sided lattice algorithms running...
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Minimal and maximal solutions of differential equations with a singularmatrix.
PublikacjaPraca dotyczy zagadnień początkowych dla układów równań różniczkowych z macierzą osobliwą. Równania różniczkowo-algebraiczne są szczególnym przypadkiem takich zagadnień.Stosując metodę iteracji monotonicznych pokazano, że przy pewnych założeniach problem wyjściowy ma ekstremalne rozwiązania w pewnym sektorze.Teoretyczne rozważania zilustrowano przykładem.
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Minimal transverse reinforcement of reinforced concrete members
PublikacjaW pierwszej części pracy omówiono zagadnienia dotyczące minimalnego zbrojenia na ścinanie elementów żelbetowych w kontekście norm europejskich oraz pozaeuropejskich. W drugiej części pracy dokonano analizy wyników badań eksperymentalnych dotyczących nośności elementów bez zbrojenia poprzecznego, które stanowią podstawę do weryfikacji zaleceń normowych w zakresie minimalnego zbrojenia na ścinanie.
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Mixed systems with minimal and maximal lifetime variances
PublikacjaRozważa się mieszane układy złożone ze stałej liczby składników, których czasy zycia są niezależnymi zmiennymi losowymi o jednakowym rozkładzie i dodatniej wariancji. Bada się minimalną i maksymalną wariancję czasu życia rozważanych układów.
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Estimation of Average Speed of Road Vehicles by Sound Intensity Analysis
PublikacjaConstant monitoring of road traffic is important part of modern smart city systems. The proposed method estimates average speed of road vehicles in the observation period, using a passive acoustic vector sensor. Speed estimation based on sound intensity analysis is a novel approach to the described problem. Sound intensity in two orthogonal axes is measured with a sensor placed alongside the road. Position of the apparent sound...
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A Selection of Starting Points for Iterative Position Estimation Algorithms Using Feedforward Neural Networks
PublikacjaThis article proposes the use of a feedforward neural network (FNN) to select the starting point for the first iteration in well-known iterative location estimation algorithms, with the research objective of finding the minimum size of a neural network that allows iterative position estimation algorithms to converge in an example positioning network. The selected algorithms for iterative position estimation, the structure of the...
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Recycling of photovoltaic modules - legal status, technology, market prospects
PublikacjaThe increase in the number of manufactured and installed photovoltaic modules and the growing concern about the insufficient supply of pure silicon imply the need to take action to develop infrastructure for recycling PV modules. The article presents a multifaceted analysis of the current state of development of the photovoltaic module recycling sector from a global and national perspective. The essence of the issue was introduced...
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Dual Labor Market
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Poles Social Capital and Socio-Economic Development
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Tools for road infrastructure safety management – Polish experiences
PublikacjaThe objective of road safety infrastructure management is to ensure that when roads are planned, designed, built and used road risks can be systematically identified, assessed, removed and mitigated. There are a number of approaches to road safety management. European Union Directive 2008/96/EC requires EU member states to use four basic tools of road safety infrastructure management. An overview of the methods in these countries...
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Module structure in Conley theory with some applications
PublikacjaA multiplicative structure in the cohomological versjon of Conley index is described . In the case of equivariant flows we apply the normalization procedure known from equivariant degree theory and we propose a new continuation invariant. The theory is then applied to obtain a mountain pass type theorem. Another application is a result on multiple bifurcations for some elliptic PDE.
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Differentiation of the Nutritional Risk of Polish Elderly People According to Selected Demographic Characteristics and Declared Socioeconomic Status
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Diversification of investment efficiency in selected economies
PublikacjaAn assessment of the effectiveness of investments is a key element of investment processes. In order to be comprehensive and exhaustive, it should go beyond the scope of the microeconomic assessment and take into account the macroeconomic calculation of effectiveness. The prerequisite for the effectiveness of investment decisions implemented by private companies is the maximization of the return on the investments. When attempting...
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Artificial Neural Networks as an architectural design tool- generating new detail forms based on the Roman Corinthian order capital
PublikacjaThe following paper presents the results of the research in the field of the machine learning, investigating the scope of application of the artificial neural networks algorithms as a tool in architectural design. The computational experiment was held using the backward propagation of errors method of training the artificial neural network, which was trained based on the geometry of the details of the Roman Corinthian order capital....
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A risk comparison framework for autonomous ships navigation
PublikacjaMaritime autonomous surface ships (MASS) may operate in three predefined operational modes (OM): manual, remote, or autonomous control. Determining the appropriate OM for MASS is important for operators and competent authorities that monitor and regulate maritime traffic in given areas. However, a science-based approach to this respect is currently unavailable. To assist the selection of the proper OM, this study presents a risk-based...
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Empirical analyses of robustness of the square Msplit estimation
PublikacjaThe paper presents Msplit estimation as an alternative to methods in the class of robust M-estimation. The analysis conducted showed that Msplit estimation is highly efficient in the identification of observations encumbered by gross errors, especially those of small or moderate values. The classical methods of robust estimation provide then unsatisfactory results. Msplit estimation also shows high robustness to single gross errors...
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Determination of selected parameters/ analytes in surface water samples collected in the surroundings of the capital of Spitsbergen (Longyearbyen)
PublikacjaPolar regions are extremely sensitive to pollution such as harmful gases, particles or toxic substances which affect the Arctic climate and ecosystems. Spitsbergen, as well as all Arctic region, because of its geographically distant location and lack of industry sector, should be free of chemical pollution. Despite this, many pollutants could be found in the Polar environment, for example in freshwaters. Their occurrence is related...
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Selected multiobjective methods for multiperiod portfolio optimization by mixed integer programming
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