Temat: R program - Katalog OPAC zbiorów

Tytuł:: Cząstkowy układ czynnikowy i jego implementacja w module CONJOINT programu R
Fractional factorial designand its implementation in CONJOINT package R program
Autorzy:: Bartłomowicz, Tomasz
Bąk, Andrzej
Powiązania:: https://bibliotekanauki.pl/articles/425042.pdf
Data publikacji:: 2013
Wydawca:: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:: fractional factorial design
conjoint analysis
R program
Opis:: The paper presents the development of R package for conjoint features: caFactorialDesign() function which allows to generate a complete or fractional factorial design and caEncodedDesign() function which allows to encode obtained experiments. The basis of both functions is the implementation of AlgDesign package functions in conjoint package. In the proposed solution, it is assumed that to obtain a relevant factorial design the number of variables and their levels with the names of variables should be enough.
Źródło:: Econometrics. Ekonometria. Advances in Applied Data Analytics; 2013, 2(40); 103-114
1507-3866
Pojawia się w:: Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:: Biblioteka Nauki

Artykuł

Zmień widok

na półce

Skocz do pozycji: 9.

Tytuł:: Assessment of changes in population aging of Polish provinces in 2002, 2010 and 2017 using the hybrid approach
Autorzy:: Walesiak, Marek
Dehnel, Grażyna
Powiązania:: https://bibliotekanauki.pl/articles/425239.pdf
Data publikacji:: 2019
Wydawca:: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:: ageing
multidimensional scaling
aggregate measures
R program
Opis:: The study investigates the variation in population ageing in Polish provinces in 2002, 2010 and 2017. Population ageing was assessed using the median age, proportion of elderly people, double ageing index, ageing index, and old-age dependency ratio. The authors took into account causes that explain changes occurring at the bottom and at the top of the population pyramid. By applying the hybrid approach combining multidimensional scaling with linear ordering (the two-step approach), the authors identified differences in the level of population ageing in a two-dimensional space. The paper applies a new method of automatic data collection from the Local Data Bank using the BDL package and the API interface (Application Programming Interface). The BDL API is a data-sharing service through webservice defining programming interfaces independent of the programming language, whereas the bdl package using this API enables webservice integration with the R statistical environment, eliminating the need for manual data extraction and enabling the automation of recurring activities.
Źródło:: Econometrics. Ekonometria. Advances in Applied Data Analytics; 2019, 23, 4; 1-15
1507-3866
Pojawia się w:: Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:: Biblioteka Nauki

Artykuł

Zmień widok

na półce

Skocz do pozycji: 10.

Tytuł:: Comparison of investment performance measures using the example of selected stock exchanges
Autorzy:: Potrykus, Marcin
Powiązania:: https://bibliotekanauki.pl/articles/949133.pdf
Data publikacji:: 2018
Wydawca:: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:: investment performance
investment portfolio
correlation
R program
Opis:: In this 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 stock indices were analysed during the period January 1997– December 2015, and the monthly logarithmic rates of return for these indices were calculated. For 14 out of the 16 measures analysed it was shown that the choice of effectiveness measure had no influence on the evaluation of individual investments; therefore it is not important whether the investor uses the Sharpe ratio or the Calmar ratio as an indicator of efficiency since both measures are almost identical in rank for a particular investment. This has not been confirmed for the Upside Potential ratio, which means that using this indicator may lead to different investment decisions in which the objective is to maximize efficiency. Moreover, based on the analysis it was found that the OMXC 20, DAX 30, and OMXS 30 indexes had the highest efficiency during the period January 1997–December 2015, while the AEX, WIG 20, and PSI 20 indexes were characterized with having the lowest levels of efficiency.
Źródło:: Financial Sciences. Nauki o Finansach; 2018, 23, 2; 30-46
2080-5993
2449-9811
Pojawia się w:: Financial Sciences. Nauki o Finansach
Dostawca treści:: Biblioteka Nauki