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Classification and Data Analysis [[electronic resource] ] : Theory and Applications / / edited by Krzysztof Jajuga, Jacek Batóg, Marek Walesiak
| Classification and Data Analysis [[electronic resource] ] : Theory and Applications / / edited by Krzysztof Jajuga, Jacek Batóg, Marek Walesiak |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (334 pages) |
| Disciplina | 519.5 |
| Collana | Studies in Classification, Data Analysis, and Knowledge Organization |
| Soggetto topico |
Statistics
Data mining Economic theory Statistics for Business, Management, Economics, Finance, Insurance Data Mining and Knowledge Discovery Statistics for Social Sciences, Humanities, Law Statistical Theory and Methods Economic Theory/Quantitative Economics/Mathematical Methods Statistics and Computing/Statistics Programs |
| ISBN | 3-030-52348-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Methods -- Comparison of proposals of transformation of nominants into stimulants on the example of financial ratios of companies listed on the Warsaw Stock Exchange -- Silhouette index as clustering evaluation tool -- The Role of Discretization of Continuous Variables in SocioEconomic Classification Models on the Example of Logistic Regression Models and Artificial Neural Networks -- Intuitionistic fuzzy synthetic measure for ordinal data -- Improving Classification Accuracy of Ensemble Learning for Symbolic Data Trough Neural Networks’ Feature Extraction -- Applications in Finance -- Inequality restricted least squares (IRLS) model of real estate prices -- Application of Hill estimator to assess extreme risks in the metals market -- Segmentation of Enterprises on the Basis of Their Duration Using Survival Trees. Results of an Analysis for Legal Persons and Organizational Entities without Legal Personality in the Łódzkie Voivodship -- Corporate Bankruptcy Prediction with the Use of the Logit Leaf Model -- The impact of longevity on a valuation of long-term investments returns: the case of selected European countries -- Applications in Economics.-Sustainable Development and Green Economy in the European Union Countries – statistical analysis -- The review of indicators of data quality in intra-Community trade in goods. The choice of an indicator and its effect on the ranking of countries -- Development of ICT in Poland in Comparison with the European Union Countries – Multivariate Statistical Analysis -- Sensitivity Analysis in Causal Mediation Effects for TAM Model -- Applications in Social Problems -- Prentice-Williams-Peterson models in the assessment of the influence of the characteristics of the unemployed on the intensity of subsequent registrations in the labour office -- Right-skewed distribution of features and the identification problem of the financial autonomy of local administrative units -- Multi-Criteria Rankings with Interdependent Criteria: Case of EU Countries on Their Way to Healthy Lives and Well-Being -- The comparison of income distributions for women and men in the European Union countries -- Common stochastic mortality trends for multiple European populations -- Impact of the selected factors on the men and women wages in Poland in 2014. The conjoint analysis application. |
| Record Nr. | UNINA-9910484949003321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Classification and Data Analysis [[electronic resource] ] : Theory and Applications / / edited by Krzysztof Jajuga, Jacek Batóg, Marek Walesiak
| Classification and Data Analysis [[electronic resource] ] : Theory and Applications / / edited by Krzysztof Jajuga, Jacek Batóg, Marek Walesiak |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (334 pages) |
| Disciplina | 519.5 |
| Collana | Studies in Classification, Data Analysis, and Knowledge Organization |
| Soggetto topico |
Statistics
Data mining Economic theory Statistics for Business, Management, Economics, Finance, Insurance Data Mining and Knowledge Discovery Statistics for Social Sciences, Humanities, Law Statistical Theory and Methods Economic Theory/Quantitative Economics/Mathematical Methods Statistics and Computing/Statistics Programs |
| ISBN | 3-030-52348-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Methods -- Comparison of proposals of transformation of nominants into stimulants on the example of financial ratios of companies listed on the Warsaw Stock Exchange -- Silhouette index as clustering evaluation tool -- The Role of Discretization of Continuous Variables in SocioEconomic Classification Models on the Example of Logistic Regression Models and Artificial Neural Networks -- Intuitionistic fuzzy synthetic measure for ordinal data -- Improving Classification Accuracy of Ensemble Learning for Symbolic Data Trough Neural Networks’ Feature Extraction -- Applications in Finance -- Inequality restricted least squares (IRLS) model of real estate prices -- Application of Hill estimator to assess extreme risks in the metals market -- Segmentation of Enterprises on the Basis of Their Duration Using Survival Trees. Results of an Analysis for Legal Persons and Organizational Entities without Legal Personality in the Łódzkie Voivodship -- Corporate Bankruptcy Prediction with the Use of the Logit Leaf Model -- The impact of longevity on a valuation of long-term investments returns: the case of selected European countries -- Applications in Economics.-Sustainable Development and Green Economy in the European Union Countries – statistical analysis -- The review of indicators of data quality in intra-Community trade in goods. The choice of an indicator and its effect on the ranking of countries -- Development of ICT in Poland in Comparison with the European Union Countries – Multivariate Statistical Analysis -- Sensitivity Analysis in Causal Mediation Effects for TAM Model -- Applications in Social Problems -- Prentice-Williams-Peterson models in the assessment of the influence of the characteristics of the unemployed on the intensity of subsequent registrations in the labour office -- Right-skewed distribution of features and the identification problem of the financial autonomy of local administrative units -- Multi-Criteria Rankings with Interdependent Criteria: Case of EU Countries on Their Way to Healthy Lives and Well-Being -- The comparison of income distributions for women and men in the European Union countries -- Common stochastic mortality trends for multiple European populations -- Impact of the selected factors on the men and women wages in Poland in 2014. The conjoint analysis application. |
| Record Nr. | UNISA-996418259903316 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Contemporary trends and challenges in finance : proceedings from the 6th Wroclaw International Conference in Finance / / Krzysztof Jajuga [and three others], editors
| Contemporary trends and challenges in finance : proceedings from the 6th Wroclaw International Conference in Finance / / Krzysztof Jajuga [and three others], editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (250 pages) |
| Disciplina | 332.09438 |
| Collana | Springer proceedings in business and economics |
| Soggetto topico | Finance - Poland |
| ISBN | 3-030-73667-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- About the Editors -- Part I: Financial Market -- The Relationship Between Ethnic Diversity and Stock Market Development: A Global Perspective -- 1 Introduction -- 2 Theoretical Framework -- 3 Methodology -- 4 Empirical Results -- 5 Conclusion and Policy Implication -- Appendix 1: Construction of the Fractionalization Index -- Appendix 2: Summary Statistics -- Appendix 3: List of Countries -- References -- Does Withholding Tax Reduce International Income-Shifting by FDI? -- 1 Introduction -- 2 Literature Review -- 3 Research Design -- 4 Results -- 5 Conclusions -- References -- The Relationship Between Trading Volume and Returns Volatility on Warsaw Stock Exchange -- 1 Introduction -- 2 Methodology -- 2.1 Conditional Variance-Volume Relation -- 2.2 Trading Volume and Price Movement Direction in Conditional Variance -- 3 Data -- 4 Results -- 5 Conclusions -- References -- Factors Influencing Individual Investor Participation in Stock Market -- 1 Introduction -- 2 Literature Review -- 3 Research Methodology -- 3.1 Data -- 3.2 Findings and Discussion -- 4 Conclusion -- References -- Model Risk of VaR and ES Using Monte Carlo: Study on Financial Institutions from Paris and Frankfurt Stock Exchanges -- 1 Introduction -- 2 Data Collection and Processing -- 3 Theory and Computational Methods -- 3.1 Value at Risk -- 3.2 Expected Shortfall -- 3.3 Monte Carlo Methods -- 3.4 Model Risk Measures -- 4 Results and Discussion -- 5 Conclusions and Perspectives -- References -- Tick Size Reduction and Liquidity Dimensions: Evidence from an Emerging Market -- 1 Introduction -- 2 Institutional Features of the Ho Chi Minh Stock Exchange -- 3 Data and Methodology -- 4 Empirical Results -- 4.1 Tick Size Reduction and Tightness Dimensions -- 4.2 Tick Size Reduction and Depth Dimensions -- 4.3 Tick Size Reduction and Resilience Dimensions.
5 Conclusions -- References -- Cryptocurrency Portfolio Construction Using Machine Learning Models -- 1 Introduction -- 2 Related Work -- 3 Problem Formulation and Methodology -- 3.1 Problem Formulation -- 3.2 Forecasting Methods -- 3.3 Portfolio Construction Methods -- 3.4 Portfolio Performance Measures -- 4 Dataset and Results -- 4.1 Dataset -- 4.2 Results -- 5 Conclusion -- References -- Part II: Banking -- Development Factors of Blockchain Technology Within Banking Sector -- 1 Introduction -- 2 Blockchain Beyond Solution to Support Cryptocurrencies -- 2.1 Genesis of Blockchain Technology and Development Path -- 2.2 Principles of Blockchain Technology -- 2.3 Advantages of Blockchain Technology Crucial for Banking Sector -- 3 Blockchain´s Implementation Potential in Banking Industry -- 4 Methodology -- 4.1 Stages of the Research´s Flow -- 4.2 Extraction of Impact Factors from Case Studies -- 5 Conclusion -- References -- Internet sources accessed by research: -- Does Competition Matter for the Effects of Macroprudential Policy on Bank Asset Growth? -- 1 Introduction -- 2 Literature Review -- 3 Methodology and Data -- 3.1 Methodology -- 3.2 Data -- 4 Estimation Results -- 4.1 Baseline Results -- 4.2 Competition Intensity and Bank Asset Growth and Sensitivity of Asset Growth to Business Cycle in Countries Applying Macrop... -- 5 Conclusions -- Appendix -- References -- Systemic Risk in Selected Countries of Western and Central Europe -- 1 Introduction -- 2 Relevant Definitions -- 3 Challenges of Quantile-Based Systemic Risk Measurement in Developing Europe -- 4 Selected Risk Measures and Estimation Methods -- 5 Empirical Results -- 5.1 Expected Shortfall of the Financial Systems -- 5.2 Long Run Marginal Expected Shortfall of the Financial Systems -- 5.3 SRISK of the Financial Systems -- 5.4 Conditional Value at Risk of the Financial Systems. 6 Conclusions -- Appendix -- References -- Part III: Corporate Finance -- Industry and Size Effect in the Relation Between Corporate Material and Financial Decisions: Findings from the EU Countries -- 1 Introduction -- 2 Theoretical Background and Hypotheses Development -- 3 Data and Methods -- 4 Results -- 5 Conclusions -- References -- Technology Level and Financial Constraints of Public Listed Companies -- 1 Introduction -- 2 Literature Review -- 3 Data and Methodology -- 4 Results -- 5 Discussion and Conclusion -- References -- Part IV: Personal Finance -- Differences in Use of Credit Products Between the Old and New Member States of the European Union -- 1 Introduction -- 2 Data and Research Methods -- 3 Credit Card Ownership -- 4 Taking Loans from a Bank or Other Formal Financial Institution -- 5 Discussion and Conclusions -- References -- Diversified Risky Financial Assets in Portfolios of Risk-Averse Households: What Determines Their Occurrence? -- 1 Introduction -- 2 Related Literature -- 3 Method and Data -- 4 Results -- 5 Conclusions -- References -- Financial Behavior: Preliminary Survey Results -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 4 Results -- 5 Discussion -- 6 Conclusions -- 7 Limitations -- References. |
| Record Nr. | UNINA-9910484987003321 |
| Cham, Switzerland : , : Springer, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contemporary Trends and Challenges in Finance [[electronic resource] ] : Proceedings from the 5th Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orlowski, Karsten Staehr
| Contemporary Trends and Challenges in Finance [[electronic resource] ] : Proceedings from the 5th Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orlowski, Karsten Staehr |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (xi, 214 pages) : illustrations |
| Disciplina | 332 |
| Collana | Springer Proceedings in Business and Economics |
| Soggetto topico |
Capital market
Macroeconomics Corporations—Finance Finance, Public Insurance Capital Markets Macroeconomics/Monetary Economics//Financial Economics Corporate Finance Public Finance |
| ISBN | 3-030-43078-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro Preface Contents About the Editors Financial Markets The Rhythm of the Night: Some Anomalies in Open and Close Prices of Polish and German Blue-Chip Stocks 1 Introduction 2 Methods 2.1 Simple Returns and Log Returns 2.2 OHLC Records and Day- and Night-Returns 2.3 Volatility Estimates 2.4 Bid-Ask Spreads 2.5 Data 2.6 Portfolio Construction 3 Results 4 Conclusions Appendix References The Effect of the Day and the Risk Diversification on the WSE 1 Introduction 2 The Models of Well-Diversified Portfolios 3 The Effect of the Day and the Risk Diversification in 2010-2018 on the WSE 4 Summary References Volatility and Liquidity in Cryptocurrency Markets-The Causality Approach 1 Introduction 2 Methods 3 Data Source and Sample Preparation 4 Empirical Results 5 Conclusion and Discussion Appendix References Identification of the Factors Affecting the Return Rates of the Banks Listed on the Warsaw Stock Exchange 1 Introduction 2 Theoretical Framework 3 Data and Methodology 4 Results 5 Conclusions References Conventional and Downside Betas and Higher Co-moments in the Asset Pricing Relations 1 Introduction 2 Methodology 2.1 Risk Measures 2.2 Modifications of CAPM. Unconditional Relationships in Conventional and Downside Approaches 2.3 Modifications of CAPM. Relationships in Different Market Conditions 3 Data 4 Results 5 Conclusions References The Accuracy of Trade Classification Rules for the Selected CEE Stock Exchanges 1 Introduction 2 Literature Review 3 Data 4 Empirical Results 5 Conclusions References Profitability Ratios in Risk Analysis 1 Introduction 2 Downside Beats, Downside Accounting Betas and Semi-variance 3 Data 4 Empirical Results 5 Conclusions References Impact of Commodity Market Risk on Listed Companies 1 Introduction 2 The Scope of Research and Research Methods 3 The Results of the Warsaw Stock Exchange Study 4 The Results of the Italian Stock Exchange-Borsa Italiana Study 5 Conclusion References Corporate Finance The Double Relationship Between Risk Management and CSR in the Italian Healthcare Sector: The Case of the Lombard "Health Protection Agencies" (ATS) 1 Introduction 2 Risk, Risk Management and the Healthcare Sector 3 CSR and RM: Is There a Link? 4 Results and Discussion 5 Conclusions References Are Corporate Financing Policies Different in Old and New EU Member States? 1 Introduction 2 Literature Review 3 Data and Methodology 4 Results 5 Conclusions References Board Characteristics and Performance of East Africa Companies 1 Introduction 2 Literature Review 2.1 Board Size 2.2 The Proportion of Independent Directors 2.3 Separation of Chairman and CEO Positions 2.4 Proportion of Women 2.5 The Proportion of Foreign Board Members 3 Methodology 3.1 Data 3.2 Methodology 4 Findings and Discussions 4.1 Descriptive Statistics 4.2 Discussion 5 Conclusion References Quantitative Methods in Finance Different Approaches to the Reference Yield Curve Construction-And Their Application into Fund Transfer Pricing Mechanism 1 Introduction 2 An Impact of a Yield Curve Construction on FTP Process 2.1 Parsimonious Models 2.2 Smith-Wilson Model 3 Data and Results 3.1 Parametric Model 3.2 Smith-Wilson Model 4 Summary References Geometric Distribution as Means of Increasing Power in Backtesting VaR 1 Introduction 2 Geometric Distribution Based Methods of Testing VaR 3 Finite Sample Properties 4 Summary and Conclusion References Price Clustering in Stocks from the WIG 20 Index 1 Introduction 2 Data and Methodology 3 Empirical Results 4 Conclusion References Construction of Investment Strategies for WIG20, DAX and Stoxx600 with Random Forest Algorithm 1 Introduction 2 Investment Strategy and Random Forest 3 Data Preparation 4 Training the Algorithm 5 Results and Conclusions Appendix References Application of the SAW Method in Credit Risk Assessment 1 Introduction 2 Credit Risk Assessment Methods-Overview 3 Oriented Fuzzy Numbers-Basic Facts 4 Linguistic Approach-Order Scales 5 Simple Additive Weighting Method-Overview 6 Numerical Example-Case Study 7 Conclusions References Financial Institutions Cost-Management Strategies Applied by Insurance Companies in Poland in the Years 2016-2018; Empirical Research 1 Introduction 2 Cost Strategies Implementable by Insurance Companies 3 Research Findings Concerning Cost Strategies Applied in Insurance Companies Poland in the 2016-2018 4 Summary and Conclusions References Dividends of Life Insurance Companies and the Solvency Capital Requirements 1 Introduction 2 Dividends Payments of Life Insurers 3 Research Design 4 Conclusions References Fragility or Contagion? Properties of Systemic Risk in the Selected Countries of Central and East-Central Europe 1 Introduction 2 Financial System and Systemic Risk-Definitions 3 Selected Risk Measures and the Estimation Methods 3.1 Fragility Measure-SRISK 3.2 Risk Spill Over Measure-Delta CoVaR 3.3 Estimation 4 Empirical Results and Short Discussion 5 Conclusions Appendix: Descriptive Statistics References. |
| Record Nr. | UNINA-9910409669503321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contemporary Trends and Challenges in Finance [[electronic resource] ] : Proceedings from the 4th Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orłowski, Karsten Staehr
| Contemporary Trends and Challenges in Finance [[electronic resource] ] : Proceedings from the 4th Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orłowski, Karsten Staehr |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (212 pages) |
| Disciplina | 332.09438 |
| Collana | Springer Proceedings in Business and Economics |
| Soggetto topico |
Finance
Business enterprises—Finance Macroeconomics Finance, general Business Finance Macroeconomics/Monetary Economics//Financial Economics |
| ISBN | 3-030-15581-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | PART I: Banking -- The Role of a Reference Yield Fitting Technique in the Fund Transfer Pricing Mechanism -- Towards a Generalized Measure of Systemic Risk: Systemic Turbulence Measure -- Determinants of Loans Growth in Cooperative Banks in Poland: Does Capital Ratio Matter? -- Analysis of Determinants of Liquidity Risk in Polish Banking Sector -- PART II: Commodity Market -- The Post-Crisis Insight into Nickel Pricing on the London Metal Exchange -- Impact of Macroeconomic and Financial Factors on the Commodity Price Indexes in the Context of Financialization -- PART III: Corporate Finance -- Conceptual framework for lending money outside business groups. Evidence from Poland -- The Lohmann-Ruchti Effect in the Development of Corporate Capital -- Reconsidering the Profitability–Capital Structure Relation: Findings from Poland -- Presaging a Déjà Vu… The Impact of Leverage and Investment on Operating Performance Under Negative Demand-Driven Shocks -- PART IV: Financial Market -- The Application of Two-Stage Diversification to Portfolios From the WSE -- Verification of the Conditional CAPM: the Example of the Polish Capital Market -- Market-Wide Commonality in Liquidity on the CEE-3 Emerging Stock Markets -- Accounting Beta in the Extended Version of CAPM -- The Impact of Fundamental Investment Fund Features on the Level of Risk -- PART V: Other areas of Finance -- Understanding the Overfunding in Crowdfinancing – the Elements of Attractiveness -- Valuation of Household Losses in Child’s Death Cases for Insurance Purposes -- Public or Private? Which Source of Financing Helps to Achieve Higher Health System Efficiency? -- Innovation System in a Global Context: A Panel Approach. |
| Record Nr. | UNINA-9910337671803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contemporary Trends and Challenges in Finance [[electronic resource] ] : Proceedings from the 3rd Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orlowski
| Contemporary Trends and Challenges in Finance [[electronic resource] ] : Proceedings from the 3rd Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orlowski |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (xiii, 251 pages) |
| Disciplina | 332 |
| Collana | Springer Proceedings in Business and Economics |
| Soggetto topico |
Corporations—Finance
Business enterprises—Finance Bank marketing Macroeconomics Economics, Mathematical Corporate Finance Business Finance Financial Services Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance |
| ISBN | 3-319-76228-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I: Econometrics of Financial Markets -- Information Asymmetry, Liquidity and the Dynamic Volume-Return Relation in Panel Data Analysis -- Density forecasts of emerging markets’ exchange rates using Monte Carlo simulation with regime switching -- Determination of the own funds requirements for the risk of binary options -- Part II: Stock Market Investments -- Relationships between returns in EU equity markets in 2005-2016: implications for portfolio risk diversification -- The relationships between beta coefficients in the classical and downside framework: Evidence from Warsaw Stock Exchange -- Intraday Trading Patterns on the Warsaw Stock Exchange -- Testing Stability of Correlations between Liquidity Proxies Derived from Intraday Data on the Warsaw Stock Exchange -- Validating Downside Accounting Beta: Evidence from the Polish Construction Industry -- Part III: International Finance -- Application of S-curve and modified S-curve in transition economies’ GDP forecasting. Visegrad Four countries case -- Financialization of commodity markets -- Part IV: Banking -- The production or intermediation approach? ‒ it matters -- Competitiveness and Concentration of the Banking Sector as a Measure of Banks’ Credit Ratings -- Different approaches to regulatory capital calculation for operational risk -- Assessment of Systemic Risk in the Polish Banking Industry -- Contemporary Challenges in the Asset Liability Management -- Part V: Corporate Finance -- Does it pay off to change the CEO? Changes in operating performance - preliminary results -- The capitalistic firm as a system that produces economic and social values -- Corporate cash holdings and tax changes. Evidence from some CEE countries -- Determinants of Capital Structure across European Countries -- Profitability of serial acquirers on the Polish capital market -- Failure Models for Insolvency and Bankruptcy -- Part VI: Personal Finance -- Parental Influence on Financial Knowledge of University Students -- Does Households’ Financial Well-being Determine the Levels of Their Sight Deposits under Turmoil? |
| Record Nr. | UNINA-9910299659903321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contemporary Trends and Challenges in Finance [[electronic resource] ] : Proceedings from the 2nd Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Lucjan T. Orlowski, Karsten Staehr
| Contemporary Trends and Challenges in Finance [[electronic resource] ] : Proceedings from the 2nd Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Lucjan T. Orlowski, Karsten Staehr |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XIII, 320 p. 48 illus., 15 illus. in color.) |
| Disciplina | 332 |
| Collana | Springer Proceedings in Business and Economics |
| Soggetto topico |
Finance
Business enterprises—Finance Macroeconomics Economics, Mathematical Finance, general Business Finance Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance |
| ISBN | 3-319-54885-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I. Econometrics of Financial Markets -- 1. Chosen Measures for Pricing of Liquidity -- 2. Not as Black as Is Painted? Influence of sCDS Market on Domestic Financial Market’s before and after the Ban on Naked sCDS Trade -- 3. Determinants of the Spread between POLONIA Rate and the Refer-ence Rate – Dynamic Model Averaging Approach -- 4. World Natural Gas Markets: Characteristics, Basic Properties and Linkages of Natural Gas Prices -- 5. Are Major Currencies Hedges or Safe Havens for Polish Stocks and Bonds? -- 6. Copper Price Discovery on COMEX, 2006–2015 -- 7. A Copula Approach to Backward-Looking Factors in Market Based Inflation Expectations -- Part II: Stock Market Investments -- 8. Risk Parity Portfolios for the Grouped Stocks -- 9. Order Imbalance Indicators in Asset Pricing: Evidence from the Warsaw Stock Exchange -- 10. Interaction Between Market Depth and Market Tightness on the Warsaw Stock Exchange: A Preliminary Study -- 11. Investment Opportunities in the WSE: Bull versus Bear Markets -- Part III: Macrofinance -- 12. Development of Financial Systems in 1995-2014 – A Factor Analysis -- 13. Measuring Systemic Risk with CoVaR Using a Stock Market Data Based Approach -- 14. The Quality of Financial Information and Stock Market Develop-ment: A Panel Data Study for the European Economies -- 15. Impacts of Urban Environmental Attributes on Residential Hous-ing Prices in Warsaw (Poland) – Spatial Hedonic Analysis of City Dis-tricts -- 16. Macro- and Microprudential Regulations and their Effects on Pro-cyclicality of Solvency and Liquidity Risk -- Part IV: Banks and other Financial Institutions -- 17. Balance Sheet Shaping through Decision Model and the Role of the Funds Transfer Pricing Process -- 18. Testing VaR under Basel III with Application to No Failure Setting -- 19. Factors of Influence on Relationship Banking of Polish Firms -- 20. Bootstrap Mean Squared Error of Prediction in Loss Reserving -- 21. Mixture Cure Models in Prediction of Time to Default: Comparison with Logit and Cox models -- Part V: Public Finance -- 22. A New Business Model in Health Care Between Public and Pri-vate: Low Cost High Value Healthcare -- 23. The Heterogeneous Diversity of the Real Estate Transfer Tax in the EU -- 24. Impact of Financial Policies of Local Authorities on Entrepreneur-ship: Comprehensiveness of Policy Matters -- Part VI: Corporate Finance -- 25. Are Capital Structure Determinants Different Depending on Firm Size and Debt Maturity? Evidence form European Panel Data -- 26. Value Creation in a Firm through Coopetition. Real Options Games Approach -- Part VII: Household Finance -- 27. Does a Household’s Wealth Determine the Risk Profile of Its Fi-nancial Asset Portfolio? -- 28. Supporting Family To Their Utmost –People’s Over the Age of 50 Attitudes to Borrowing. |
| Record Nr. | UNINA-9910255032003321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Data analysis and classification : methods and applications / / edited by Krzysztof Jajuga, Krzysztof Najman, and Marek Walesiak
| Data analysis and classification : methods and applications / / edited by Krzysztof Jajuga, Krzysztof Najman, and Marek Walesiak |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (346 pages) |
| Disciplina | 330.015195 |
| Collana | Studies in Classification, Data Analysis, and Knowledge Organization |
| Soggetto topico |
Economics - Statistical methods
Statistics - Data processing Economia Estadística Processament de dades |
| Soggetto genere / forma |
Congressos
Llibres electrònics |
| ISBN | 3-030-75190-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- About the Editors -- Methodology -- 1 Evaluation of Two-Step Spectral Clustering Algorithm for Large Untypical Data Sets -- Abstract -- 1 Introduction -- 2 Limitations of Large Data Sets Classification -- 3 Proposal of New Algorithm -- 4 Simulation Experiment Results -- 5 Final Remarks and Conclusions -- References -- 2 Determining the Number of Groups in Cluster Analysis Using Classical Indexes and Stability Measures-Comparison of Results -- Abstract -- 1 Introduction -- 2 Measures of Cluster Stability -- 2.1 Ben-Hur and Guyon Stability Measure -- 2.2 Brock, Pihur, Datta, and Datta Stability Measure -- 2.3 Fang and Wang Stability Measure -- 3 A Data Set and the Scheme of Research -- 4 Empirical Results -- 4.1 Results for the Social Domain -- 4.2 Results for the Economic Domain -- 4.3 Results for the Environmental Domain -- 4.4 Results for the Institutional and Political Domain -- 5 Conclusions -- References -- 3 Identification of the Words Most Frequently Used by Different Generations of Twitter Users -- Abstract -- 1 Theory of Generations -- 2 Analysis of the Textual Data from the Social Network -- 2.1 Preparation of Text Data -- 2.2 Word Frequency Analysis -- 2.3 N-Gram Analysis -- 2.4 Agglomeration Methods of Hierarchical Clustering and Quality Assessment of Group Structure -- 3 Applications and Results -- 3.1 Twitter User Analysis -- 3.2 Analysis of the Words Occurring Most Commonly -- 3.3 Bigrams and Trigrams -- 4 Conclusion -- References -- 4 Classification Algorithms Applications for Information Security on the Internet: A Review -- Abstract -- 1 Introduction -- 2 Information Security -- 2.1 Cybersecurity Incidents Classification Taxonomy -- 2.2 Application on the Real Data -- 3 Methodology -- 4 Application of Classification Algorithms to Information Security -- 4.1 Popular Classification Algorithms.
4.2 Classification Algorithms Used Per Study -- 4.3 Cybersecurity Incidents Examined -- 4.4 Highly Cited Studies -- 4.5 Challenges in Classification Algorithms Application to the Information Security -- 5 Conclusions and Future Research Directions -- References -- 5 Outlier Detection with the Use of Isolation Forests -- Abstract -- 1 The Essence of Outliers in Cluster Analysis -- 2 Introduction to Isolation Forests and Extended Isolation Forests -- 3 The Impact of Algorithm Parameters on the method's Effectiveness -- 4 The Impact of Dataset Characteristics on the Anomaly Score Values -- 5 Discussion of the Empirical Research Results -- 6 Final Conclusions -- References -- Application in Finance -- 6 Propositions of Transformations of Asymmetrical Nominants into Stimulants on the Example of Chosen Financial Ratios -- Abstract -- 1 Introduction -- 2 Previous Proposition of Modification of Minimum and Maximum -- 3 Proposals of Nonlinear Transformation of Nominant into Stimulants Normalized in the Range [0 -- 1] -- 4 Data and Empirical Results -- 5 Conclusions -- References -- 7 Gini Regression in the Capital Investment Risk Assessment-Sensitivity Risk Measures in Portfolio Analysis -- Abstract -- 1 Introduction -- 2 Systematic Risk-Estimation Beta -- 3 Gini Regression-Multiple Regressions Model -- 4 Application of Gini Regression in Portfolio Analysis -- 5 Discussion and Conclusion -- References -- Application in Economics -- 8 Enterprise Dark Data -- Abstract -- 1 Introduction -- 2 Data Classification in Enterprises -- 2.1 Data Visibility -- 2.2 Data Quality -- 2.3 Data Availability -- 3 Dark Data Definitions-Literature Overview -- 4 Propositions and Results -- 4.1 Location of Dark Data in Enterprise -- 5 Conclusions -- References -- 9 The Significance of Medical Science Issues in Research Papers Published in the Field of Economics -- Abstract. 1 Introduction -- 2 Interaction of Economic and Medical Sciences -- 3 Description of Classifications -- 4 Research Methodology -- 4.1 Research Scope and Goals -- 4.2 Identification of Topics Occurring in Abstracts and Related to Main Subareas of Economics and Medical Science -- 4.3 Projection of Identified Topics into Main Concepts from JEL and MeSH Ontologies -- 4.4 Analysis of Relationships Between Concepts Related to Economics and Medical Science -- 5 The Analysis of the Contribution of Medical Science Issues in Research Papers Published in the Field of Economics -- 6 Conclusions -- Acknowledgements -- References -- 10 Application of Duration Analysis Methods in the Study of the Exit of a Real Estate Sale Offer from the Offer Database System -- Abstract -- 1 Introduction -- 2 Data Used in the Study -- 3 Time on the Market-Censored Data -- 4 Duration Analysis of the Real Estate Offer -- 5 Empirical Research -- 6 Conclusions -- References -- 11 Is Society Ready for Long-Term Investments?-Profiles of Electricity Users in Silesia -- Abstract -- 1 Introduction -- 2 Study of Energy Consumers' Behaviours and Their Impact on Shaping Pro-ecological Attitudes -- 3 Characteristics of the Surveyed Electricity Users and Description of the Methods Applied in the Study -- 4 Results and Discussion -- 4.1 Characteristics of the Short-Term and Long-Term Investor Classes -- 4.2 Profiling of the Short-Term and Long-Term Investor Classes -- 5 Conclusions -- Acknowledgments -- References -- 12 The Use of the Spatial Taxonomic Measure of Development to Assess the Tourist Attractiveness of Districts of the Lesser Poland Province -- Abstract -- 1 Introduction -- 2 Methods -- 2.1 Linear Ordering -- 2.2 Hellwig's Method -- 2.3 Spatial Taxonomy Measure -- 3 Dataset and Results -- 3.1 Dataset -- 3.2 Empirical Study -- 4 Conclusions -- References. Application in Social Issues -- 13 Models of Competing Events in Assessing the Effects of the Transition of Unemployed People Between the States of Registration and De-Registration -- Abstract -- 1 Introduction -- 2 Literature Review -- 3 Research Methodology -- 4 Data Used in the Study -- 5 Empirical Results -- 6 Conclusions -- References -- 14 Direct Adjusted Survival Probabilities in the Analysis of Finding a Job by the Unemployed Depending on Their Individual Characteristics -- Abstract -- 1 Introduction -- 2 Research Method -- 3 Empirical Data and the Estimation of the Models -- 4 Conclusions -- References -- 15 Europe 2020 Strategy-Objective Evaluation of Realization and Subjective Assessment by Seniors as Beneficiaries of Social Assumptions -- Abstract -- 1 Introduction -- 2 Research Background and Literature Review -- 3 Data and Methods -- 4 Taxonomic Measure of Good Oldness -- 5 Europe 2020 Strategy in the Seniors' Opinion -- 6 Conclusions and Discussion -- References -- 16 Do Seniors Get to the Disco by Bike or in a Taxi?-Classification of Seniors According to Their Preferred Means of Transport -- Abstract -- 1 Introduction -- 2 Literature Review: Seniors and Their Transport Needs. Attempts at Segmentation -- 3 Methodology: Segmentations Rationale and Data Collection -- 3.1 Expert Segmentation -- 3.2 Segmentation Using Taxonomic Methodology -- 4 Results and Discussion -- 4.1 Main Findings of the Expert Segmentation -- 4.2 Main Findings of the Segmentation Using Taxonomic Methodology -- 4.3 Comparison of the Two Segmentations -- 5 Conclusions -- References -- Application with COVID-19 Data -- 17 The Impact of the COVID-19 Pandemic on the Economies of European Countries in the Period January-September 2020 Based on Economic Indicators -- Abstract -- 1 Introduction -- 2 SARS-CoV-2 and Economies -- 3 Literature Review -- 4 Economic Indicators. 5 Methodology -- 6 Economic Situation in European Countries and COVID-19 -- 6.1 First Quarter -- 6.2 Second Quarter -- 6.3 Third Quarter -- 6.4 January-September 2020 -- 7 Conclusions -- References -- 18 Modelling the Risk of Foreign Divestment in the Visegrad Group Countries During the COVID-19 Pandemic -- Abstract -- 1 Introduction -- 2 Review of Literature -- 3 Research Methodology -- 4 Results of Empirical Research -- 4.1 Modelling of the Risk of Insignificant Foreign Divestment -- 4.2 Modelling of the Risk of Moderate Foreign Divestment -- 4.3 Modelling of the Risk of Considerable Foreign Divestment -- 5 Conclusions -- Acknowledgements -- References -- 19 Analysis of COVID-19 Dynamics in EU Countries Using the Dynamic Time Warping Method and ARIMA Models -- Abstract -- 1 Introduction -- 2 Research Methodology -- 3 Empirical Data -- 4 The Results of the DTW Method -- 5 The Results of the ARIMA Modeling -- 6 Conclusions -- References. |
| Record Nr. | UNISA-996466397503316 |
| Cham, Switzerland : , : Springer, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Data analysis and classification : methods and applications / / edited by Krzysztof Jajuga, Krzysztof Najman, and Marek Walesiak
| Data analysis and classification : methods and applications / / edited by Krzysztof Jajuga, Krzysztof Najman, and Marek Walesiak |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (346 pages) |
| Disciplina | 330.015195 |
| Collana | Studies in Classification, Data Analysis, and Knowledge Organization |
| Soggetto topico |
Economics - Statistical methods
Statistics - Data processing Economia Estadística Processament de dades |
| Soggetto genere / forma |
Congressos
Llibres electrònics |
| ISBN | 3-030-75190-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- About the Editors -- Methodology -- 1 Evaluation of Two-Step Spectral Clustering Algorithm for Large Untypical Data Sets -- Abstract -- 1 Introduction -- 2 Limitations of Large Data Sets Classification -- 3 Proposal of New Algorithm -- 4 Simulation Experiment Results -- 5 Final Remarks and Conclusions -- References -- 2 Determining the Number of Groups in Cluster Analysis Using Classical Indexes and Stability Measures-Comparison of Results -- Abstract -- 1 Introduction -- 2 Measures of Cluster Stability -- 2.1 Ben-Hur and Guyon Stability Measure -- 2.2 Brock, Pihur, Datta, and Datta Stability Measure -- 2.3 Fang and Wang Stability Measure -- 3 A Data Set and the Scheme of Research -- 4 Empirical Results -- 4.1 Results for the Social Domain -- 4.2 Results for the Economic Domain -- 4.3 Results for the Environmental Domain -- 4.4 Results for the Institutional and Political Domain -- 5 Conclusions -- References -- 3 Identification of the Words Most Frequently Used by Different Generations of Twitter Users -- Abstract -- 1 Theory of Generations -- 2 Analysis of the Textual Data from the Social Network -- 2.1 Preparation of Text Data -- 2.2 Word Frequency Analysis -- 2.3 N-Gram Analysis -- 2.4 Agglomeration Methods of Hierarchical Clustering and Quality Assessment of Group Structure -- 3 Applications and Results -- 3.1 Twitter User Analysis -- 3.2 Analysis of the Words Occurring Most Commonly -- 3.3 Bigrams and Trigrams -- 4 Conclusion -- References -- 4 Classification Algorithms Applications for Information Security on the Internet: A Review -- Abstract -- 1 Introduction -- 2 Information Security -- 2.1 Cybersecurity Incidents Classification Taxonomy -- 2.2 Application on the Real Data -- 3 Methodology -- 4 Application of Classification Algorithms to Information Security -- 4.1 Popular Classification Algorithms.
4.2 Classification Algorithms Used Per Study -- 4.3 Cybersecurity Incidents Examined -- 4.4 Highly Cited Studies -- 4.5 Challenges in Classification Algorithms Application to the Information Security -- 5 Conclusions and Future Research Directions -- References -- 5 Outlier Detection with the Use of Isolation Forests -- Abstract -- 1 The Essence of Outliers in Cluster Analysis -- 2 Introduction to Isolation Forests and Extended Isolation Forests -- 3 The Impact of Algorithm Parameters on the method's Effectiveness -- 4 The Impact of Dataset Characteristics on the Anomaly Score Values -- 5 Discussion of the Empirical Research Results -- 6 Final Conclusions -- References -- Application in Finance -- 6 Propositions of Transformations of Asymmetrical Nominants into Stimulants on the Example of Chosen Financial Ratios -- Abstract -- 1 Introduction -- 2 Previous Proposition of Modification of Minimum and Maximum -- 3 Proposals of Nonlinear Transformation of Nominant into Stimulants Normalized in the Range [0 -- 1] -- 4 Data and Empirical Results -- 5 Conclusions -- References -- 7 Gini Regression in the Capital Investment Risk Assessment-Sensitivity Risk Measures in Portfolio Analysis -- Abstract -- 1 Introduction -- 2 Systematic Risk-Estimation Beta -- 3 Gini Regression-Multiple Regressions Model -- 4 Application of Gini Regression in Portfolio Analysis -- 5 Discussion and Conclusion -- References -- Application in Economics -- 8 Enterprise Dark Data -- Abstract -- 1 Introduction -- 2 Data Classification in Enterprises -- 2.1 Data Visibility -- 2.2 Data Quality -- 2.3 Data Availability -- 3 Dark Data Definitions-Literature Overview -- 4 Propositions and Results -- 4.1 Location of Dark Data in Enterprise -- 5 Conclusions -- References -- 9 The Significance of Medical Science Issues in Research Papers Published in the Field of Economics -- Abstract. 1 Introduction -- 2 Interaction of Economic and Medical Sciences -- 3 Description of Classifications -- 4 Research Methodology -- 4.1 Research Scope and Goals -- 4.2 Identification of Topics Occurring in Abstracts and Related to Main Subareas of Economics and Medical Science -- 4.3 Projection of Identified Topics into Main Concepts from JEL and MeSH Ontologies -- 4.4 Analysis of Relationships Between Concepts Related to Economics and Medical Science -- 5 The Analysis of the Contribution of Medical Science Issues in Research Papers Published in the Field of Economics -- 6 Conclusions -- Acknowledgements -- References -- 10 Application of Duration Analysis Methods in the Study of the Exit of a Real Estate Sale Offer from the Offer Database System -- Abstract -- 1 Introduction -- 2 Data Used in the Study -- 3 Time on the Market-Censored Data -- 4 Duration Analysis of the Real Estate Offer -- 5 Empirical Research -- 6 Conclusions -- References -- 11 Is Society Ready for Long-Term Investments?-Profiles of Electricity Users in Silesia -- Abstract -- 1 Introduction -- 2 Study of Energy Consumers' Behaviours and Their Impact on Shaping Pro-ecological Attitudes -- 3 Characteristics of the Surveyed Electricity Users and Description of the Methods Applied in the Study -- 4 Results and Discussion -- 4.1 Characteristics of the Short-Term and Long-Term Investor Classes -- 4.2 Profiling of the Short-Term and Long-Term Investor Classes -- 5 Conclusions -- Acknowledgments -- References -- 12 The Use of the Spatial Taxonomic Measure of Development to Assess the Tourist Attractiveness of Districts of the Lesser Poland Province -- Abstract -- 1 Introduction -- 2 Methods -- 2.1 Linear Ordering -- 2.2 Hellwig's Method -- 2.3 Spatial Taxonomy Measure -- 3 Dataset and Results -- 3.1 Dataset -- 3.2 Empirical Study -- 4 Conclusions -- References. Application in Social Issues -- 13 Models of Competing Events in Assessing the Effects of the Transition of Unemployed People Between the States of Registration and De-Registration -- Abstract -- 1 Introduction -- 2 Literature Review -- 3 Research Methodology -- 4 Data Used in the Study -- 5 Empirical Results -- 6 Conclusions -- References -- 14 Direct Adjusted Survival Probabilities in the Analysis of Finding a Job by the Unemployed Depending on Their Individual Characteristics -- Abstract -- 1 Introduction -- 2 Research Method -- 3 Empirical Data and the Estimation of the Models -- 4 Conclusions -- References -- 15 Europe 2020 Strategy-Objective Evaluation of Realization and Subjective Assessment by Seniors as Beneficiaries of Social Assumptions -- Abstract -- 1 Introduction -- 2 Research Background and Literature Review -- 3 Data and Methods -- 4 Taxonomic Measure of Good Oldness -- 5 Europe 2020 Strategy in the Seniors' Opinion -- 6 Conclusions and Discussion -- References -- 16 Do Seniors Get to the Disco by Bike or in a Taxi?-Classification of Seniors According to Their Preferred Means of Transport -- Abstract -- 1 Introduction -- 2 Literature Review: Seniors and Their Transport Needs. Attempts at Segmentation -- 3 Methodology: Segmentations Rationale and Data Collection -- 3.1 Expert Segmentation -- 3.2 Segmentation Using Taxonomic Methodology -- 4 Results and Discussion -- 4.1 Main Findings of the Expert Segmentation -- 4.2 Main Findings of the Segmentation Using Taxonomic Methodology -- 4.3 Comparison of the Two Segmentations -- 5 Conclusions -- References -- Application with COVID-19 Data -- 17 The Impact of the COVID-19 Pandemic on the Economies of European Countries in the Period January-September 2020 Based on Economic Indicators -- Abstract -- 1 Introduction -- 2 SARS-CoV-2 and Economies -- 3 Literature Review -- 4 Economic Indicators. 5 Methodology -- 6 Economic Situation in European Countries and COVID-19 -- 6.1 First Quarter -- 6.2 Second Quarter -- 6.3 Third Quarter -- 6.4 January-September 2020 -- 7 Conclusions -- References -- 18 Modelling the Risk of Foreign Divestment in the Visegrad Group Countries During the COVID-19 Pandemic -- Abstract -- 1 Introduction -- 2 Review of Literature -- 3 Research Methodology -- 4 Results of Empirical Research -- 4.1 Modelling of the Risk of Insignificant Foreign Divestment -- 4.2 Modelling of the Risk of Moderate Foreign Divestment -- 4.3 Modelling of the Risk of Considerable Foreign Divestment -- 5 Conclusions -- Acknowledgements -- References -- 19 Analysis of COVID-19 Dynamics in EU Countries Using the Dynamic Time Warping Method and ARIMA Models -- Abstract -- 1 Introduction -- 2 Research Methodology -- 3 Empirical Data -- 4 The Results of the DTW Method -- 5 The Results of the ARIMA Modeling -- 6 Conclusions -- References. |
| Record Nr. | UNINA-9910488712803321 |
| Cham, Switzerland : , : Springer, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modern classification and data analysis : methodology and applications to micro- and macroeconomic problems / / Krzysztof Jajuga, Grażyna Dehnel and Marek Walesiak, editors
| Modern classification and data analysis : methodology and applications to micro- and macroeconomic problems / / Krzysztof Jajuga, Grażyna Dehnel and Marek Walesiak, editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (381 pages) |
| Disciplina | 339 |
| Collana | Studies in classification, data analysis, and knowledge organization |
| Soggetto topico |
Macroeconomics
Microeconomics - Statistical methods Macroeconomics - Statistical methods Microeconomia Macroeconomia Estadística matemàtica Processament de dades |
| Soggetto genere / forma |
Congressos
Llibres electrònics |
| ISBN | 3-031-10190-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- About the Editors -- Methods -- Fuzzy Cognitive Maps as a Toll for Structuring New Research Problems -- 1 Introduction -- 2 Factors Decisive in the Choice and Development of Smart Specialisations-a Literature Review -- 3 Stages of Structuring the Research Problem with the Use of Fuzzy Cognitive Maps -- 4 Research Results -- 5 Discussion and Conclusions -- References -- Identification of Key Concerns and Sentiments Towards Data Quality and Data Strategy Challenges Using Sentiment Analysis and Topic Modeling -- 1 Introduction -- 2 Literature Study -- 3 Experiments Description -- 3.1 Data Extraction -- 3.2 Texts' Preprocessing -- 3.3 Sentiment Analysis and Topic Modelling -- 4 Results -- 5 Conclusion -- References -- Survival Trees and Direct Adjusted Survival Curves-Prediction of Survival Probabilities -- 1 Introduction -- 2 Theoretical Backgrounds -- 3 Empirical Examples -- 3.1 Data -- 3.2 Survival Trees -- 3.3 Survival Function Estimation -- 4 Summary and Conclusions -- References -- A Measure of Cluster Stability in Dynamic Cluster Analysis -- 1 Introduction -- 2 Method -- 3 Distribution of CS* -- 4 Examples -- 5 Conclusions -- References -- Outlier Identification for Symbolic Data with the Application of the DBSCAN Algorithm -- 1 Introduction -- 2 DBSCAN Ensemble for Symbolic Data -- 3 Simulations and Their Results -- 4 Final Remarks -- References -- An Optimized Selection of Statistical Disclosure Control Methods-A Case Study Involving Microdata from the Polish Survey of Accidents at Work -- 1 Introduction -- 2 Statistical Disclosure Control-Basic Concepts -- 3 The SDC Process in the Survey of Accidents at Work -- 4 Results of the SDC Process -- 5 Final Conclusions -- References -- Applications in Finance.
Comparison of Influence of Various Proposals of Transforming Nominants into Stimulants on Linear Ordering and Grouping of Listed Companies -- 1 Introduction -- 2 Applied Methods of Transformation of Symmetric Nominants with a Recommended Range of Values into Stimulants Normalised in the Range langle0,1rangle -- 3 Measures Used to Compare the Results Obtained -- 4 Data and Results -- 5 Conclusions -- References -- Attributes Affecting the Exposure Time of a Residential Property -- 1 Introduction -- 2 Methodology -- 3 Data-Censored Observations -- 4 Duration Analysis Time on Market -- 5 Summary -- References -- Determinants of the Real Estate Prices in Poland -- 1 Introduction -- 2 Review of Relevant Literature -- 3 Data -- 4 Analytical Considerations and Statistical Model -- 5 Results -- 6 Conclusions -- References -- Similarity of Open-Ended Mutual Funds During a Pandemic. Research for Equity and Bond Funds -- 1 Introduction -- 2 Literature Review -- 3 Research Methodology -- 4 Characteristics of the Selected Funds -- 5 Evaluation of Fund Performance and Similarity -- 6 Conclusions -- References -- Applications in Economics -- Application of Random Forests in the Study of Differences in Perception of the Neighbourhood of National Parks in the Euroregion Pomerania -- 1 Introduction -- 2 Euroregion Pomerania -- 3 Literature Review -- 4 Research Methodology -- 5 Empirical Results -- 6 Conclusions -- References -- Successes and Failures of Scientific Journals and Their Determinants -- 1 The Role of Scientific Journals in Publishing Research Result -- 2 Methods of Evaluating Scientific Journals -- 3 Research Methodology -- 3.1 Definition of Successes and Failures -- 3.2 The Overview of Potential Determinants of Journals' Successes and Failures -- 3.3 Identification and Evaluation of Determinants of Journals' Successes and Failures. 4 Analysis of Determinants of Journal Development Perspectives -- 4.1 The Scope of the Analysis and Sources of Data -- 4.2 The Analysis of Quantitative Potential Determinants -- 4.3 Qualitative Approach to the Analysis of Potential Determinants of Journal's Successes and Failures -- 4.4 The Evaluation of journal's Development Perspective Determinants with Random Forest Models -- 5 Conclusions -- References -- Spatial Effects in Regional Inequality Analysis of Own Income Potential Among Polish Communes -- 1 Introduction -- 2 Sources and Methods -- 2.1 Gini Index as a Non-spatial Measure of Inequality -- 2.2 Spatial Autocorrelation Measures -- 2.3 Rey and Smith's Spatial Inequality Measure and Its Proposed Modification -- 3 Results and Discussion -- 4 Summary and Conclusions -- References -- Evaluation of Quality of Neural Network Models and Discriminant Analysis in ROPO Forecasting -- 1 Deep Learning Methods -- 2 ROPO (Research Online, Purchase Offline) Behaviour of Tourists-Result of the Survey -- 3 Deep Learning Model -- 4 Final Remarks -- References -- The Application of Survival Analysis Methods in the Examination of Foreign Divestment in Poland -- 1 Introduction -- 2 Literature Review -- 3 Research Methodology -- 4 Results of Empirical Research -- 5 Conclusions -- References -- Longevity Risk Versus Longevity Dividend -- 1 Introduction -- 2 Longevity Risk -- 2.1 Demographic Dividend -- 2.2 Longevity Dividend -- 3 Methodology -- 4 Impact on Longevity Dividend-Empirical Result -- 5 Conclusion -- References -- Applications in Social Issues -- Application of the Intuitionistic Fuzzy Synthetic Measure in the Subjective Quality of Life Measurement Based on Survey Data -- 1 Introduction -- 2 Intuitionistic Fuzzy Synthetic Measure for Aggregated Ordinal Data. 3 The Subjective Quality of Life of the European Cities' Residents in the Light of the Measurement Results Using the IFSM -- 4 Conclusions -- References -- Measuring Subjective Poverty: Methodological and Application Aspects -- 1 Introduction -- 2 Construction Procedure for the Subjective Household Poverty Index -- 3 Results of the Empirical Research -- 4 Summary -- References -- Graphic Characters as Twitter Age Group Identifiers -- 1 Graphic Characters in Text -- 2 Data Gathering and Pre-Processing -- 3 Age Group Identification-the GNG Network -- 4 Results -- 5 Conclusions -- References -- Cluster Ensemble Stability in Clustering of EU Members in Terms of Sustainable Development Goals -- 1 Introduction -- 2 Consensus Clustering -- 3 PAC Stability Measure -- 4 Empirical Results -- 4.1 Decent Work and Economic Growth -- 4.2 Industry, Innovations and Infrastructure -- 4.3 Responsible Consumption and Production -- 5 Conclusions -- References -- Perception of Climate Change-Differences Between the Y and BB Generations -- 1 Introduction -- 2 Research Background and Literature Review -- 3 Data and Methods -- 4 Factors of Pro-climate Actions of Europeans -- 5 Climate Change Perception and Personal Responsibility -- 6 Conclusions -- References -- Applications with COVID-19 Data -- Cash and Non-cash Payments for In-Store Purchases During the COVID-19 Pandemic - Similarities and Differences Between Generation X and Generation Y Consumers. Case of Poland -- 1 Introduction -- 2 Determinants of the Use of Cashless Payment Systems -- 3 Use of Cashless Payments During the COVID-19 Pandemic -- 4 Data, Variables and Method of Analysis -- 5 Results-Consumer Typology -- 6 Conclusions -- References -- Regional Labour Markets as a Result of the Impact of the COVID-19 Pandemic-A Polish-German Borderland Case Study -- 1 Introduction. 2 Literature Review and Conceptual Background -- 2.1 Borderland Regions and Their Specificity -- 2.2 Unemployment and the COVID-19 Pandemic -- 3 Empirical Analysis -- 3.1 Model -- 3.2 Data -- 3.3 Regional Disparities -- 4 Concluding Remarks -- 4.1 Conclusions on the Method and Its Universality -- 4.2 Conclusions on the Results -- References -- The Labour Market Consequences of the COVID-19 Pandemic in the European Union Countries: Selected Issues -- 1 Introduction -- 2 Research Background -- 3 Data and Methodology -- 4 Results and Discussion -- 5 Conclusions -- References -- Analysis of the Excessive Number of Deaths Related to the COVID-19 Pandemic in European Countries -- 1 Introduction -- 2 Method -- 3 Results -- 3.1 Overall Results -- 3.2 The Period: 01-06.2020 -- 3.3 The Period: 07-12.2020 -- 3.4 The Period: 01-06.2021 -- 3.5 Correlation and Spatial Autocorrelation in Basic Epidemic Development Statistics -- 4 Conclusion and Discussion -- References. |
| Record Nr. | UNINA-9910617304703321 |
| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
