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Wyniki wyszukiwania dla: STOCK TRADING
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The accuracy of alternative stock valuation methods – the case of the Warsaw Stock Exchange
PublikacjaThe 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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System for tracking multiple trains on a test railway track
PublikacjaSeveral problems may arise when multiple trains are to be tracked using two IP camera streams. In this work, real-life conditions are simulated using a railway track model based on the Pomeranian Metropolitan Railway (PKM). Application of automatic clustering of optical flow is investigated. A complete tracking solution is developed using background subtraction, blob analysis, Kalman filtering, and a Hungarian algorithm. In total,...
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System for tracking multiple trains on a test railway track
PublikacjaSeveral problems may arise when multiple trains are to be tracked using two IP camera streams. In this work, real-life conditions are simulated using a railway track model based on the Pomeranian Metropolitan Railway (PKM). Application of automatic clustering of optical flow is investigated. A complete tracking solution is developed using background subtraction, blob analysis, Kalman filtering, and a Hungarian algorithm. In total,...
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Evolutional algorithm in stock control
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SHOCK
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Journal of Trading
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Macroeconomic functions of the Russian stock market
PublikacjaThe 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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SHOCK AND VIBRATION
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The impact of mega sports events on the stock markets
PublikacjaWpływ 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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Karhunen-Loeve-based approach to tracking of rapidly fading wireless communication channels
PublikacjaWhen parameters of wireless communication channels vary at a fast rate, simple estimation algorithms, such as weighted least squares (WLS) or least mean squares (LMS) algorithms, cannot estimate them with the accuracy needed to secure the reliable operation of the underlying communication systems. In cases like this, the local basis function (LBF) estimation technique can be used instead, significantly increasing the achievable...
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Pro-death signaling of cytoprotective heat shock factor 1: upregulation of NOXA leading to apoptosis in heat-sensitive cells
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The transformation of the Chinese stock market between 1990 and 2012
PublikacjaThe 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
PublikacjaThe 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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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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The Efficiency of Polish Stock Market: Ordinal Patterns Approach
PublikacjaZunino 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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ARIMA vs LSTM on NASDAQ stock exchange data
PublikacjaThis 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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SHOCK WAVES
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Russian companies on foreign stock markets: alternative to domestic market?
PublikacjaFirst 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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LCF behavior of 2024AA under uni- and biaxial loading taking into account creep pre-deformation
PublikacjaThis study presents the results of experimental low-cycle fatigue (LCF) tests of aluminum 2024 alloy T3511 temper in uni- and biaxial loading states. Tests were carried out on both the as-received material (hardened extruded rods) and material with different pre-deformation histories. These deformations were carried out in the creep process at 200 °C and 300 °C for two different levels of at each temperature. The pre-deformed material’s...
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Minimizing Distribution and Data Loading Overheads in Parallel Training of DNN Acoustic Models with Frequent Parameter Averaging
PublikacjaIn the paper we investigate the performance of parallel deep neural network training with parameter averaging for acoustic modeling in Kaldi, a popular automatic speech recognition toolkit. We describe experiments based on training a recurrent neural network with 4 layers of 800 LSTM hidden states on a 100-hour corpora of annotated Polish speech data. We propose a MPI-based modification of the training program which minimizes the...
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Analysis of accumulation possibility of energy dissipated in the braking process of train driven by hybrid locomotive
PublikacjaW tradycyjnym procesie hamowania cała energia kinetyczna lub potencjalna pociągu napędzanego lokomotywą z silnikiem spalinowym jest rozpraszana do otoczenia w postaci energii cieplnej. W lokomotywach hybrydowych istnieje możliwość odzyskania części tej energii przez przekazanie jej do akumulatorów i ponowne wykorzystanie do napędu pociągu. W pracy przedstawiono model układu napędowego lokomotywy hybrydowej z silnikiem spalinowym,...
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Adaptive inertial shock-absorber
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Exploring Stock Traders’ Cognitive Biases: Research Design and Simulator Framework
PublikacjaCognitive 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
PublikacjaIn 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...
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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
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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Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets
PublikacjaPurpose: 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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Stock price reactions to an arrangement approval in restructuring proceedings – the case of Poland
PublikacjaThe study aims to empirically analyze the reaction of stock prices to the information about the conclusion and acceptance of a debtor–creditor arrangement under restructuring proceedings of companies listed on the stock exchange in Poland. The following main research hypothesis was verified: public disclosure of information about an arrangement conclusion and acceptance in restructuring proceedings...
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Method of selective fading as a educational tool to study the behaviour of prestressed concrete elements under excess loading
PublikacjaPrestressed structures are a key to realization of the boldest architectural ideas, characteristic feature of prestressed structure is better use of concrete material properties by insertion of internal forces. Learning about pre-stressed reinforced concrete structures is an integral part of Graduate Studies Program in construction engineering. Know-how of geometry change patterns in prestressed concrete elements under certain...
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Basics on Commodities Risk Management for Grains Trading
PublikacjaCelem artykułu jest określenie rodzajów grup ryzyka występujących na rynku zbóż oraz przedstawienie możliwości ograniczania wystąpienia zjawisk niepożądanych. Pojawia się kwestia: w jakim stopniu podmioty rynku zbóż, a w szczególności producenci, powinni sami neutralizować występujące ryzyko, a kiedy powinni oczekiwać wsparcia ze strony instytucji państwowych. Coraz powszechniej zastosowanie znajdują instrumenty finansowe w postaci...
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Strengthening of structures by shock transmission units.
PublikacjaCelem niniejszego artykułu jest analiza możliwości zastosowania tzw. przenośników drgań do wzmacniania konstrukcji budowlanych (w tym mostowych) narażonych na oddziaływania dynamiczne takie jak: wiatr, siły hamowania pojazdów czy trzęsienia ziemi.
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Improvement of the Chimney Effect in Stack Ventilation
PublikacjaThe article is focused on the airflow in a ventilation system in a building. The work examines the methods which enhance the chimney effect. In this paper, three cases with different chimneys were analyzed for the full-scale experiment. These cases were characterized by different geometrical and material parameters, leading to differences in the intensity of the ventilation airflow. The common denominator of the cases was the room...
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Why Do Companies Go Public? Evidence from the Prague Stock Exchange
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Critical Care and Shock
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Application of Majority Voting Protocols to Supporting Trading Decisions
PublikacjaA broad spectrum of analysis and prediction indicators and methods exists to support trading decisions, but no hard knowledge exist to tell in advance which of them will fit best in a given timeframe. To support trading decisions, a multi-agent self-organizing system has been proposed. The system is based on history based dynamic weight voting and selects the right indicators based on their past performance. The formal analysis...
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APPLICATION OF MAJORITY VOTING PROTOCOLS TO SUPPORTING TRADING DECISIONS
PublikacjaA broad spectrum of analysis and prediction indicators and methods exists to support trading decisions, but no hard knowledge exist to tell in advance which of them will fit best in a given timeframe. To support trading decisions, a multi-agent self-organizing system has been proposed. The system is based on history based dynamic weight voting and selects the right indicators based on their past performance. The formal analysis...
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Some results on a trading model in a consensus list coloring
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Hedging Strategies of Derivatives Instruments for Commodity Trading Entities
PublikacjaHedging as an outcome of risk management arises to account several questions. Mentioned aspect of size of the hedging is one of them. Latter questioning refers to whether producer of manufacturer are willing to secure entire exposure, when the hedging should start, now or later in the future, what is the vision on market like direction of market, time of interest, magnitude of exposure, what would be the preferred instruments of...
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Some results on trading model in a consensus list coloring
PublikacjaKonsensusowy model kolorowania grafów - uogólnienie kolorowania listowego, został zdefiniowany przez Mahadeva i Robertsa w 2002 jako użyteczne narzędzie teoretyczne w niektórych zagadnieniach bioinformatycznych. Pozostaje on jednak słabo rozpoznany pod względem własności algorytmicznych. Wykazujemy, że problem kolorowania grafów pełnych w tym modelu jest wielomianowy, co można uogólnić na częściowe k-drzewa przy ustalonym ograniczeniu...
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Multipath Complex Root Tracing
PublikacjaThe problem of multipath root tracing is being addressed in this communication. The self-adaptive complex root tracing algorithm, which was previously utilized for the investigation of various propagation and radiation problems, is analyzed here for the cases when the traced characteristic bifurcates. A procedure of multiroute detection is proposed and demonstrated on the coaxially loaded cylindrical waveguide example.
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Instance segmentation of stack composed of unknown objects
PublikacjaThe article reviews neural network architectures designed for the segmentation task. It focuses mainly on instance segmentation of stacked objects. The main assumption is that segmentation is based on a color image with an additional depth layer. The paper also introduces the Stacked Bricks Dataset based on three cameras: RealSense L515, ZED2, and a synthetic one. Selected architectures: DeepLab, Mask RCNN, DEtection TRansformer,...
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ASSESSMENT OF GOLD AND/OR CRUDE OIL AS INVESTMENTS FOR PORTFOLIO DIVERSIFICATION. A WARSAW STOCK EXCHANGE CASE STUDY
PublikacjaThe purpose of the study is to assess whether the inclusion of investments in gold and/or crude oil improves an investment portfolio consisting of shares of enterprises included in the WIG20 index (traditional invest-ments). All possible combinations of investment portfolios with minimal risk and maximum efficiency were tested. The portfolios were determined based on Markowitz’s portfolio theory. All results were compared...
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ESG investing during the Covid-19 crisis. Evidence from Central European Stock Exchanges
PublikacjaAs COVID-19 turned into a global pandemic, world markets gradually began to recover after initial dynamic declines. Restrictions, and their subsequent loosening, were, and are, not without significance for the financial markets. These particular circumstances provide a unique opportunity to contribute to the literature by focusing on the potential resilience of ESG (environmental, social and governance) investing in an era of crisis....
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The share of investments in gold and oil using the example of selected European stock exchanges– A comparative analysis
PublikacjaIn this article, optimal investment portfolios with minimal risk and maximum efficiency were calculated. The portfolios were designated for ten selected European stock exchanges, based on the listings of the twenty largest companies in each of those markets. All calculations were made based on company shares only, company shares and investments in gold, shares of companies and investments in crude oil as well as shares of companies...
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Are Pair Trading Strategies Profitable During COVID-19 Period?
PublikacjaPair trading strategy is a well-known profitable strategy in stock, forex, and commodity markets. As most of the world stock markets declined during COVID-19 period, therefore this study is going to observe whether this strategy is still profitable after COVID-19 pandemic. One of the powerful algorithms of DBSCAN under the umbrella of unsupervised machine learning is applied and three clusters were formed by using market and accounting...
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Entropy of Financial Time Series Due to the Shock of War
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Influence of stack temperature on PEM fuel cell performance
PublikacjaW pracy przedstawiono wpływ temperatury stosu na wydajność ogniwa paliwowego typu PEM dla zadanego obciążenia. Badania ogniwa paliwowego przeprowadzono dla sześciu temperatur pracy stosu z zakresu od 30 oC do 65 oC. Dla najwyższej temperatury stosu, tj. 65 oC, wydajność pracy ogniwa paliwowego była najwyższa. Wraz ze wzrostem temperatury stosu zarejestrowano spadek mocy ogniwa paliwowego od 1015 W dla temperatury 30 oC do 1004...
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Mobilization of Stem and Progenitor Cells in Septic Shock Patients
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Electric shock hazard in circuits with variable-speed drives
PublikacjaThe conventional approach to electrical safety under fault condition in typical power systems considers earth fault currents of sinusoidal waveform and frequency of 50/60 Hz. However, in circuits with variable-speed drives, there is earth fault current flow with harmonics, and these harmonics influence the threshold of ventricular fibrillation. The paper presents earth fault current waveforms in circuits with variable-speed drives...