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Wyniki wyszukiwania dla: RISK CLASSES, FORECASTING
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The investment risk forecasting in a local energy market
PublikacjaThe paper considers the general problems faced when evaluating the risk of investing in a local energy market by computer tools. The proposal formulated for the emerging local energy markets suggests broadening the method of evaluating investment risk so as to include elements of cluster analysis. The paper also discusses the significance of estimating investment risk in market terms and the importance and range of the local energy...
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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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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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Multi-factor fuzzy sets decision system forecasting consumer insolvency risk
PublikacjaThe objective of this study is to develop a multi-factor decision system predicting insolvency risk for natural persons with the use of fuzzy sets. Considering that the financial situation of households is affected by various endogenous and exogenous factors, the main assumption of this study is that the system for predicting financial difficulties should not be limited to the use of only a few financial variables concerning consumers,...
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Impact of digital technologies on reliability of risk forecasting models - case study of enterprises in three global financial market regions
PublikacjaThis chapter focuses on the evaluation of impact of ICT on reliability of financial risk forecasting models. Presented study shows how the development of ICT can improve the effectiveness of such models. Determining a firm’s financial risk is one of the most interesting topics for investors and decision-makers. The multifaceted goal of the presented research is to separately estimate five traditional statistical and five soft computing...
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LONG-TERM RISK CLASS MIGRATIONS OF NON-BANKRUPT AND BANKRUPT ENTERPRISES
PublikacjaThis paper investigates how the process of going bankrupt can be recognized much earlier by enterprises than by traditional forecasting models. The presented studies focus on the assessment of credit risk classes and on determination of the differences in risk class migrations between non-bankrupt enterprises and future insolvent firms. For this purpose, the author has developed a model of a Kohonen artificial neural network to...
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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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High-resolution fire danger forecast for Poland based on the Weather Research and Forecasting Model
PublikacjaDue to climate change and associated longer and more frequent droughts, the risk of forest fires increases. To address this, the Institute of Meteorology and Water Management implemented a system for forecasting fire weather in Poland. The Fire Weather Index (FWI) system, developed in Canada, has been adapted to work with meteorological fields derived from the high-resolution (2.5 km) Weather Research and Forecasting (WRF) model....
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Assessment of Trajectories of Non-bankrupt and Bankrupt Enterprises
PublikacjaThe aim of this study is to show how long-term trajectories of enterprises can be used to increase the forecasting horizon of bankruptcy prediction models. The author used seven popular forecasting models (two from Europe, two from Asia, two from North America and one from Latin America). These models (five multivariate discriminant analysis models and two logit models) were used to develop 17-year trajectories separately for non-bankrupt...
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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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The trajectories of the financial crisis of companies at risk of bankruptcy
PublikacjaThis article concerns the assessment of the trajectory of the collapse of enterprises in Central Europe. The author has developed a model of a Kohonen artificial neural network. This model was used to determine 6 different classes of risk and was allowed to graphically determine the 5- to 10-year trajectory of going bankrupt. The study used data on 140 companies listed on the Warsaw Stock Exchange. This population was divided into...
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ADAPTIVE PREDICTIONS OF THE EURO/ZŁOTY CURRENCY EXCHANGE RATE USING STATE SPACE WAVELET NETWORKS AND FORECAST COMBINATIONS
PublikacjaThe 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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Bankruptcy system model and efficiency versus the entrepreneurship and innovation in selected European countries
Publikacjamodel and its efficiency on the development of entrepreneurship and innovation in selected European countries and Turkey. This goal was achieved by examining the relationships between debtor-friendliness of the bankruptcy law model and its efficiency on one side and entrepreneurship and innovation on the other. The cross-sectional ANOVA test and OLS regression method were chosen as the research method. In order to verify the research...
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Defence in depth conception in nuclear power plants and requirements for instrumentation and control systems
PublikacjaThe aim of this article is to identify and discuss some issues of the safety systems’ design for nuclear power plants equipped with the light water reactors using a defence in depth (D-in-D) conception. Because the functional safety solutions play nowadays an important role for the risk control, the basic requirements for the instrumentation and control systems are specified with regard to relevant international standards. For...
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Quantitative Risk Assessment in Construction Disputes Based on Machine Learning Tools
PublikacjaA high monetary value of the construction projects is one of the reasons of frequent disputes between a general contractor (GC) and a client. A construction site is a unique, one-time, and single-product factory with many parties involved and dependent on each other. The organizational dependencies and their complexity make any fault or mistake propagate and influence the final result (delays, cost overruns). The constant will...
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Is Artificial Intelligence Ready to Assess an Enterprise’s Financial Security?
PublikacjaThis study contributes to the literature on financial security by highlighting the relevance of the perceptions and resulting professional judgment of stakeholders. Assessing a company’s financial security using only economic indicators—as suggested in the existing literature—would be inaccurate when undertaking a comprehensive study of financial security. Specifically, indices and indicators based on financial or managerial reporting...
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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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Assessing groundwater vulnerability to sea water intrusion in the coastline of the inner Puck Bay using GALDIT method
PublikacjaIn this research, GALDIT method was used to assess seawater intrusion in the coastal aquifer of the inner Puck Bay (Southern Baltic Sea). The impact of potential sea-level rise on groundwater vulnerability for years 2081-2100 was also considered. The study area was categorized into three classes of vulnerability: low, moderate and high. The most vulnerable area is the Hel Peninsula with northern part of the Kashubian Coastland....
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Assessing groundwater vulnerability to sea water intrusion in the coastline of the inner Puck Bay using GALDIT method
PublikacjaIn this research, GALDIT method was used to assess seawater intrusion in the coastal aquifer of the inner Puck Bay (Southern Baltic Sea). The impact of potential sea-level rise on groundwater vulnerability for years 2081-2100 was also considered. The study area was categorized into three classes of vulnerability: low, moderate and high. The most vulnerable area is the Hel Peninsula with northern part of the Kashubian Coastland....
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Assessing and Mitigating Ice-Jam Flood Hazards and Risks: A European Perspective
PublikacjaThe assessment and mapping of riverine flood hazards and risks is recognized by many countries as an important tool for characterizing floods and developing flood management plans. Often, however, these management plans give attention primarily to open-water floods, with ice-jam floods being mostly an afterthought once these plans have been drafted. In some Nordic regions, ice-jam floods can be more severe than open-water floods,...
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The Many Faces of Enterococcus spp.—Commensal, Probiotic and Opportunistic Pathogen
PublikacjaEnterococcus spp. are Gram-positive, facultative, anaerobic cocci, which are found in the intestinal flora and, less frequently, in the vagina or mouth. Enterococcus faecalis and Enterococcus faecium are the most common species found in humans. As commensals, enterococci colonize the digestive system and participate in the modulation of the immune system in humans and animals. For many years reference enterococcal strains have...
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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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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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Forecasting risks and challenges of digital innovations
PublikacjaForecasting and assessment of societal risks related to digital innovation systems and services is an urgent problem, because these solutions usually contain artificial intelligence algorithms which learn using data from the environment and modify their behaviour much beyond human control. Digital innovation solutions are increasingly deployed in transport, business and administrative domains, and therefore, if abused by a malicious...
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High-Resolution Discharge Forecasting for Snowmelt and Rainfall Mixed Events
PublikacjaDischarge events induced by mixture of snowmelt and rainfall are strongly nonlinear due to consequences of rain-on-snow phenomena and snowmelt dependence on energy balance. However, they received relatively little attention, especially in high-resolution discharge forecasting. In this study, we use Random Forests models for 24 h discharge forecasting in 1 h resolution in a 105.9 km 2 urbanized catchment in NE Poland: Biala River....
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Examining Statistical Methods in Forecasting Financial Energy of Households in Poland and Taiwan
PublikacjaThis paper examines the usefulness of statistical methods in forecasting the financial energy of households. The study’s objective is to create the innovative ratios that combine both financial and demographic information of households and implement them in the forecasting models. To conduct this objective, six forecasting models are developed using three different methods—discriminant analysis, logit analysis, and decision trees...
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Otopy classes of equivariant maps
PublikacjaW artykule definiuje się stopień topologiczny niezmienniczych odwzorowań lokalnych w przypadku gradientowym i niegradientowym. Wyniki dotyczą relacji pomiędzy tymi dwoma niezmiennikami topologicznymi.
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Graph classes generated by Mycielskians
PublikacjaIn this paper we use the classical notion of weak Mycielskian M'(G) of a graph G and the following sequence: M'_{0}(G) =G, M'_{1}(G)=M'(G), and M'_{n}(G)=M'(M'_{n−1}(G)), to show that if G is a complete graph oforder p, then the above sequence is a generator of the class of p-colorable graphs. Similarly, using Mycielskian M(G) we show that analogously defined sequence is a generator of the class consisting of graphs for which the...
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Phytoecdysteroid containing plants – a source of bioactive compounds with potential anticarcinogenic effects
PublikacjaEcdysteroids are a group of steroids synthesized in inver- tebrates as molting hormones and also in some plants as secondary metabolites acting as a defense against parasites. These compounds do not naturally occur in mammals and are not structurally related to mammalian steroid hor- mones, consequently do not activate mammalian hormone receptors. Ecdysteroids exhibit very low toxicity to mam- mals and to date no serious side effects...
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The Implementation of Fuzzy Logic in Forecasting Financial Ratios
PublikacjaThis paper is devoted to the issue of forecasting financial ratios. The objective of the conducted research is to develop a predictive model with the use of an innovative methodology, i.e., fuzzy logic theory, and to evaluate its effectiveness. Fuzzy logic has been widely used in machinery, robotics and industrial engineering. This paper introduces the use of fuzzy logic for the financial analysis of enterprises. While many current...
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The Dynamics of Trade Relations between Ukraine and Romania: Modelling and Forecasting
PublikacjaThe article examines the monthly dynamics of exports, imports and balance of trade between Ukraine and Romania in the period from 2005 to 2021. Time series from 2015 to 2021 were used for modelling and forecasting (since the date the European Union–Ukraine Association Agreement took effect). Adequate models of the dynamics series of the Box-Jenkins methodology were built: additive models with seasonal component ARIMA (Autoregressive...
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Examining Ownership Equity as a Psychological Factor on Tourism Business Failure Forecasting
PublikacjaThis paper examines ownership equity as a predictor of future business failure within the tourism and hospitality sectors. The main goals of this study were to examine which ratios are the most important for a tourism business failure forecasting model and how significant is the “total percentage of equity ownership by company directors” ratio compared with other ratios associated with the probability of bankruptcy. A stepwise...
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State-of-the-art ideas for engineering laboratory classes – virtual reality framework
PublikacjaNowadays challenges in science and technology are a driving force in the development of contemporary solutions in education. Virtual reality brings to an edge human imagination. In this paper, authors propose a framework for civil engineering laboratory classes which brings a new quality in this area. The framework shows how to provide learners with an environment where they can realize the health and safety hazards of construction...
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A framework for risk matrix design: A case of MASS navigation risk
PublikacjaRisk matrix, a tool for visualizing risk assessment results, is essential to facilitate the risk communication and risk management in risk-based decision-making processes related to new and unexplored socio-technical systems. The use of an appropriate risk matrix is discussed in the literature, but it is overlooked for emerging technologies such as Maritime Autonomous Surface Ships (MASS). In this study, a comprehensive framework...
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Forecasting of retail prices of liquid fuels in Poland
PublikacjaMotivation: In recent years, the prices of liquid fuels in Poland have been rising , negatively affecting the country’s economy and the daily life of its inhabitants. Consequently, there is a need for effective forecasting of prices in fuel markets, as this could enable entrepreneurs and consumers to make more informed decisions. Aim: The objective of the article was to forecast the retail prices of EU95 petrol and diesel fuel...
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Effective Short -term Forecasting of Wind Farms Power
PublikacjaForecasting a specific wind farm's generation capacity within a 24 hour perpective requires both a reliable forecast of wind, as well as supporting tools. This tool is a dedicated model of wind farm power. This model should include not only general rules of wind to mechanical energy conversion, but also the farm's specific features. This paper present analytical, statistical, and neuron models of wind farm power. The study is based...
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The application of neural networks in forecasting the influence of traffic-induced vibrations on residential buildings
PublikacjaTraffic-induced vibrations may cause the cracking of plaster, damage to structural elements and, in extreme cases, may even lead to the structural collapse of residential buildings. The aim of this article is to analyse the effectiveness of a method of forecasting the impact of vibrations on residential buildings using the concept of artificial intelligence. The article presents several alternative forecasting systems for which...
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Classification of homotopy classes of equivariant gradient maps
PublikacjaNiech V będzie ortogonalną reprezentacją zwartej grupy Liego Gi niech S(V),D(V) oznaczają sferę jednostkową i kulę jednostkową V.Jeżeli F jest G-niezmienniczą funkcją rzeczywistą klasy C^1 na Vto mówimy, że grad F (gradient F) jest dopuszczalny, jeżeli(grad F)(x) jest różny od zera dla x należących do S(V). Pracapoświęcona jest homotopijnej klasyfikacji dopuszczalnychG-niezmienniczych odwzorowań gradientowych.
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A Noether theorem for stochastic operators on Schatten classes
PublikacjaWe prove that a stochastic (Markov) operator S acting on a Schatten class C_1 satisfies the Noether condition S'(A) = A and S'(A^2) = A^2, where A is a Hermitian bounded linear operator on a complex Hilbert space H, if and only if, S(E(G)XE(G)) = E(G)S(X)E(G) holds true for every Borel subset G of the real line R, where E(G) denotes the orthogonal projection coming from the spectral resolution of A. Similar results are obtained...
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A MODEL FOR FORECASTING PM10 LEVELS WITH THE USE OF ARTIFICIAL NEURAL NETWORKS
PublikacjaThis work presents a method of forecasting the level of PM10 with the use of artificial neural networks. Current level of particulate matter and meteorological data was taken into account in the construction of the model (checked the correlation of each variable and the future level of PM10), and unidirectional networks were used to implement it due to their ease of learning. Then, the configuration of the network (built on the...
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An innovative approach to the forecasting of energetic effects while wood sawing
PublikacjaIn the classical approach, energetic effects (cutting forces and cutting power) of wood sawing process are generally calculated on the basis of the specific cutting resistance, which is in the case of wood cutting the function of more or less important factors. On the other hand, the cutting forces (power) problem may be tackled with an innovative, up-to-date fundamental analysis of the mechanics of sawing based on modern fracture...
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An Innovative Approach to the Forecasting of Energetic Effects While Wood Sawing
PublikacjaIn the classical approach, energetic effects (cutting forces and cutting power) of wood sawing process are generally calculated on the basis of the specifi c cutting resistance, which is in the case of wood cutting the function of more or less important factors. On the other hand, the cutting forces (power) problem may be tackled with an innovative, up-to-date fundamental analysis of the mechanics of sawing based on modern fracture mechanics....
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Two classes of capillary optical fibers: refractive and photonic
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FORECASTING ELECTRICITY PRICES IN POLAND
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FORECASTING BIOGAS FORMATION IN LANDFILLS
Publikacja: The aim of the present research was to develop a mathematical model for estimating the amount of viscous gas generated as a function of weather conditions. Due to the lack of models for predicting gas formation caused by sudden changes in weather conditions in the literature, such a model was developed in this study using the parameters of landfills recorded for over a year. The effect of temperature on landfill gas production...
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Risk assessment for tram traffic on tramway bridges
PublikacjaMiejski transport szynowy wielu miastach stanowi istotny element systemu transportowego i jest przestrzennie rozwijającym się systemem zapewniającym mieszkańcom codzienną obsługę transportową. Bezpieczeństwo pasażerów transportu szynowego i użytkowników dróg jest jednym z najważniejszych czynników, który należy uwzględnić w trakcie projektowania infrastruktury oraz w ocenie operacyjnej systemu miejskiego transportu tramwajowego....
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Comparing the Effectiveness of ANNs and SVMs in Forecasting the Impact of Traffic-Induced Vibrations on Building
PublikacjaTraffic - induced vibrations may cause damage to structural elements and may even lead to structural collapse. The aim of the article is to compare the effectiveness of algorithms in forecasting the impact of vibrations on buildings using the Machine Learning (ML) methods. The paper presents two alternative approaches by using Artificial Neural Networks (ANNs) and Support Vector Machines (SVMs). Factors that may affect traffic-induced...
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Knowledge Risk Management in Organizations
PublikacjaPurpose – Shorter product life cycles, greater demands from consumers for sustainable and eco-friendly products and services, and thus the need for constant market observation make today’s business environment a rather complex one, the one that is characterized not only by a number of opportunities but also by a number of risks. These risks are increasingly related to knowledge which, in turn, underlines the need for an updated...
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Soft computing based automatic recognition of musical instrument classes.
PublikacjaW artykule przedstawiono wyniki eksperymentów dotyczących automatycznego rozpoznawania klas instrumentów muzycznych. Proces klasyfikacji zrealizowano w oparciu o sztuczne sieci neuronowe, zaś wektor cch został oparty o parametry obliczane w wyniku analizy falkowej dźwięków instrumentów muzycznych.
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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....