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Wyniki wyszukiwania dla: CONSUMER BANKRUPTCY, EARLY WARNING SYSTEM, EXCHANGE RATES, FORECASTING, FUZZY SETS
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FORECASTING EXCHANGE RATES IN THE PROCESS OF THE ASSESSMENT OF CONSUMER RISK BANKRUPTCY IN CENTRAL EUROPE
PublikacjaThis paper focuses on the issue of forecasting the fluctuation of exchange rates as part of the early warning system against the risk of consumer bankruptcy. The author identified the main macroeconomic factors affecting the level of bankruptcies for households in Poland. The fluctuation of exchange rates, which directly affects the deterioration of the economic situation of borrowers who have opened credit accounts in a foreign...
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A fuzzy logic model for forecasting exchange rates
PublikacjaThis article is devoted to the issue of forecasting exchange rates. The objective of the conducted research is to develop a predictive model with the use of an innovative methodology - fuzzy logic theory - and to evaluate its effectiveness in times of prosperity and during the financial crisis. The model is based on sets of rules written by the author in the form of IF-THEN, where expert knowledge is stored. This model is the result...
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Early warning models against bankruptcy risk for Central European and Latin American enterprises
PublikacjaThis article is devoted to the issue of forecasting the bankruptcy risk of enterprises in Latin America and Central Europe. The author has used statistical and soft computing methods to program the prediction models. It compares the effectiveness of twelve different early warningmodels for forecasting the bankruptcy risk of companies. In the research conducted, the author used data on 185 companies listed on the Warsaw Stock Exchange...
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Implementing artificial intelligence in forecasting the risk of personal bankruptcies in Poland and Taiwan
PublikacjaResearch background: The global financial crisis from 2007 to 2012, the COVID-19 pandemic, and the current war in Ukraine have dramatically increased the risk of consumer bankruptcies worldwide. All three crises negatively impact the financial situation of households due to increased interest rates, inflation rates, volatile exchange rates, and other significant macroeconomic factors. Financial difficulties may arise when the...
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Dynamic Bankruptcy Prediction Models for European Enterprises
PublikacjaThis manuscript is devoted to the issue of forecasting corporate bankruptcy. Determining a firm’s bankruptcy risk is one of the most interesting topics for investors and decision-makers. The aim of the paper is to develop and to evaluate dynamic bankruptcy prediction models for European enterprises. To conduct this objective, four forecasting models are developed with the use of four different methods—fuzzy sets, recurrent and...
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Multi-Criteria Early Warning System Against Enteprise Bankruptcy Risk
PublikacjaW artykule tym autor porównuje skuteczność opracowanego przez niego wielokryterialnego systemu wczesnego ostrzegania firm z tradycyjnym modelem analizy dyskryminacyjnej prognozowania upadłości. System wczesnego ostrzegania oparty został na metodzie logiki rozmytej. Badania te są jedną z pierwszych prób na świecie wykorzystania logiki rozmytej w prognozowaniu zagrożenia bankructwem firm. Uzyskane wyniki świadczą o dużym potencjale...
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Geographic Information System for Flood Hazard Analysis and Early Warning Using Numerical Weather Predictions
PublikacjaFloods are a phenomenon which causes significant losses of lives as well as property damage, which in turn severely impact the local economy. The nature of a flooding has been well researched, and several methods of flood hazard simulation have been established over the last decades. The current legislation in the European Union requires the Member States to create, maintain and update flood risk and hazard maps, as well as identify...
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Forecasting of currency exchange rates using artificial neural networks
PublikacjaW rozdziale tym autor przedstawił wyniki swoich badań nad wykorzystaniem sztucznych sieci neuronowych do prognozowania kursu walut (na przykładzie pary walutowej PLN-USD).Głównym celem badań było porównanie skuteczności przewidywania kursu złotówki w latach 1997 - 2005 przy pomocy różnych rodzajów sieci neuronowych.
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Computer animation system based on rough sets and fuzzy logic
PublikacjaA fuzzy logic inference system was created, based on the analysis of animated motion features. The objective of the system is to facilitate the creation of high quality animation by analyzing personalized styles contained in numerous animations. Sequences portraying a virtual character acting with a differentiating personalized style (natural or exaggerated) and various levels of fluidity were prepared and subjectively evaluated....
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Analiza bibliometryczna w badaniach dotyczących prognozowania upadłości przedsiębiorstw w Polsce
PublikacjaCelem opracowania jest ukazanie obrazu piśmiennictwa poświęconego zagadnieniom prognozowania upadłości przedsiębiorstw w Polsce. Jako metodę badawczą zastosowano analizę bibliometryczną. Do analizy wykorzystano bazę Google Scholar oraz narzędzie Publish or Perish 7. Okresem badań objęto lata 1995– 2019. Jako frazy do wyszukiwania publikacji zastosowano: „prognozowanie upadłości”, „prognozowanie zagrożenia finansowego”, „systemy...
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Consumer Bankruptcy Prediction Using Balanced and Imbalanced Data
PublikacjaThis paper examines the usefulness of logit regression in forecasting the consumer bankruptcy of households using an imbalanced dataset. The research on consumer bankruptcy prediction is of paramount importance as it aims to build statistical models that can identify consumers in a difficult financial situation that may lead to consumer bankruptcy. In the face of the current global pandemic crisis, the future of household finances...
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Evaluation of the Macro- and Micro-Economic Factors Affecting the Financial Energy of Households
PublikacjaThis paper is an evaluation of the common macro-economic, micro-economic, and social factors affecting households’ financial situations. Moreover, the author’s objective was to develop a fuzzy logic model for forecasting fluctuations in the number of nonperforming consumer loans in a country using the example of Poland. This study represents one of the first attempts in the global literature to develop such a forecasting model...
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Evaluation of the factors influencing business bankruptcy risk in Poland
PublikacjaThis article is devoted to the issue of assessing the causes of business failure. The presented studies answer two research questions – what are the causes of corporate bankruptcies in Poland and how to more efectively predict the scale of bankruptcies in the country. The author has conducted a study to analyze the specic endogenous and exogenous causes of company bankruptcy depending on the type of the bankruptcy with consideration...
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Predicting bankruptcy with the use of macroeconomic variables
PublikacjaRegarding the current global financial crisis, the firms can expect the increased uncertainty of their existence. The relevant literature includes extensive studies on bankruptcy prediction. Studies show that the most popular method used for prediction of firms' failures are discriminant analyses (30,3% of all models), then logit and probit models (21,3%), which all three are parametric models. The nature, the structure of the...
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Forecasting of railway track tamping based on settlement of sleepers using fuzzy logic
PublikacjaThe sleepers in a railway track transfer vertical, transverse and longitudinal loads to the track ballast and subgrade. The sleepers allow for keeping the distance between the rails constant. The thickness of ballast should be between 16 and 35 cm depending on the design standard of the track, and it should be densified where the ballast supports the sleeper. The exploitation causes contamination of the ballast, crushing the material...
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Review of Research into Enterprise Bankruptcy Prediction in Selected Central and Eastern European Countries
PublikacjaIn developed countries, the first studies on forecasting bankruptcy date to the early 20th century. In Central and Eastern Europe, due to, among other factors, the geopolitical situation and the introduced economic system, this issue became the subject of researcher interest only in the 1990s. Therefore, it is worthwhile to analyze whether these countries conduct bankruptcy risk assessments and what their level of advancement is....
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Adaptive prediction of stock exchange indices by state space wavelet networks
PublikacjaThe 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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Intraday price reaction to filing bankruptcy and restructuring proceedings – the evidence from Poland
PublikacjaThis chapter presents the results of research on the price reaction of shares listed on the Warsaw Stock Exchange to filing bankruptcy and/or restructuring applications. Event study was adopted as the research method, and it was performed at 10, 5, and 1-minute intervals. It was found that the reaction is rapid, as it takes 1–2 minutes after the information on bankruptcy and restructuring applications was made public. Significantly...
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Application of Multinomial Logistic Regression to Model the Impact of Rainfall Genesis on the Performance of Storm Overflows: Case Study
PublikacjaIn this study, a mathematical model was proposed to analyze the performance of storm overfows. The model included the infuence of rainfall genesis on the duration of storm overfow, its volume, and the maximum instantaneous fow. The multinomial logistic regression model, which has not been used so far to model objects located in a stormwater system, was proposed to simulate the duration of storm overfow. The Iman–Conover method,...
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Property sustainable value versus highest and best use analyzes
PublikacjaThis article proposes the possibility of applying fuzzy logic theory to perform the tasks of determining the market value of agricultural lands. These tasks are of a multi‐criteria character, as multiple factors are taken into consideration during the land value valuation process. The market value of agricultural land plots, calculated using fuzzy logic methods, can provide a basis for further use in the processes that are directly...