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Wyszukujesz frazę "factor model" wg kryterium: Temat


Tytuł:
Wielka Piątka - stare problemy, nowe wątpliwości
The Big-Five: Old problems and new concerns
Autorzy:
Szarota, Piotr
Powiązania:
https://bibliotekanauki.pl/articles/2128670.pdf
Data publikacji:
2019-03-28
Wydawca:
Katolicki Uniwersytet Lubelski Jana Pawła II. Towarzystwo Naukowe KUL
Tematy:
Five-Factor Model
personality
personality assessment
Opis:
Artykuł dotyczy obecnego statusu pięcioczynnikowego modelu osobowości, zwanego Wielką Piątką. Nakreślona została krótka historia podejścia oraz przybliżone niektóre z pojawiających się w literaturze psychologicznej zarzutów i wątpliwości, m.in. problem kulturowej uniwersalności modelu, kwestia optymalnej liczby czynników i wykorzystania modelu w diagnostyce psychologicznej.
The article discusses the present status of the five-factor model of personality. A brief history of the Big Five research has been outlined and the main controversies and problems presented. The article focuses on cultural universality of the model, controversies pointing to the number and interpretation of factors, and the diagnostic utility of the model.
Źródło:
Roczniki Psychologiczne; 2008, 11, 1; 127-138
1507-7888
Pojawia się w:
Roczniki Psychologiczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Porównanie jakości prognozowania polskiego PKB dynamicznymi modelami czynnikowymi oraz czynnikowymi modelami MIDAS
Comparison of Polish GDP forecasting quality with dynamic factor models and midas embedded with factor structure
Autorzy:
Łupiński, Marcin
Powiązania:
https://bibliotekanauki.pl/articles/424831.pdf
Data publikacji:
2013
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
dynamic factor model
MIDAS
Polish GDP forecasts
Opis:
The article is a continuation of the previous author’s papers (2007, 2009, 2012) devoted to the optimal methods of forecasting Polish macroeconomic variables, with the sample of GDP. The research was aimed at a comparison of the quality of nowcasts (”fore-casts” of the present time) and forecasts prepared with a dynamic factor model with mixed frequency and data gaps handling (MFDG-DFM) proposed by Mariano and Murasawa [2003] and MIDAS model augmented with factor structure (DFM-MIDAS), described for the first time in the paper of Marcellino and Schumacher [2008]. Mathematical backgrounds of both models were presented and a combination of Kalman filter and Maximum likelihood estimation was hinted as the estimation framework for both of them. The gained results show an advantage of Mariano and Murasawa approach in the field of the forecasts (approx-imately 15% more adequate forecasts for 2 and more quarters ahead) but this model is less adequate than the competitor for one quarter ahead forecasts and nowcasts.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2013, 4(42); 85-102
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Immunization and convex interest rate shifts
Autorzy:
Barber, J. R.
Powiązania:
https://bibliotekanauki.pl/articles/206488.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
immunization
yield curve
linear factor model
convexity
Opis:
An important issue in immunization theory is the form of the interest rate process under which immunization is feasible. This paper generalizes Fisher and Weil immunization result to convex interest rate shifts, and examines the practical significance of this generalization. We examine the features of a linear factor model that are consistent with a convex shift. In particular, we show that a specific two factor linear model is sufficient and necessary for a convex shift. This two factor specification allows parallel and damped yield curve shifts, which in combination can twist the yield curie.
Źródło:
Control and Cybernetics; 2013, 42, 1; 259-266
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Disinflation and Reliability of Underlying Inflation Measures
Autorzy:
Deryugina, Elena
Ponomarenko, Alexey
Powiązania:
https://bibliotekanauki.pl/articles/2075645.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
underlying inflation
non-stationary dynamic factor model
Russia
Opis:
We estimated a non-Stationary dynamic factor model and used it to generate artificial episodes of disinflation (permanent changes in the mean inflation rate). These datasets were used to test the forecasting abilities of alternative underlying inflation indicators (i.e. measures that capture sustained movements in inflation extracted from information in a disaggregated set of price data). We found that the out of sample forecast errors of the benchmark underlying inflation measures (based on unobserved trend extraction) are more severely affected by disinflation than the alternative simpler methods (based on exclusion or re-weighting approaches). We also show that a non-stationary dynamic factor model may be employed for the extraction of the unobserved trend to be used as an underlying inflation measure.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2020, 1; 91-111
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Współpraca menedżera z podwładnymi poprzez coachingowy styl kierowania w kontekście uwarunkowań osobowościowych
Coaching leadership style in manager’s cooperation with subordinates in the context of personality predispositions
Autorzy:
Kraczla, Magdalena
Powiązania:
https://bibliotekanauki.pl/articles/485830.pdf
Data publikacji:
2017
Wydawca:
Instytut Studiów Międzynarodowych i Edukacji Humanum
Tematy:
personality,
The Five-Factor Model,
manager,
coaching,
coach
Opis:
Contemporary market offers diverse development opportunities. One of them is coaching defined as a method of triggering promptly one’s personal potential resources. Coaching methodology is more and more commonly appreciated by managers. The purpose of the article is to show the idea of functioning of a manager as a coach who, by means of a coaching interview, enables their subordinates to perform better thanks to reinforcing their awareness of both situational conditioning of problems and their personal possibilities and constraints. To provide a manager with a possibility of effective application of coaching tools, it is worth taking into account the context of their own personality potential. Such considerations are conducted based on the subject literature and case studies involving analysis and psychological interpretation.
Źródło:
Humanum. Międzynarodowe Studia Społeczno-Humanistyczne; 2017, 3(26); 137-150
1898-8431
Pojawia się w:
Humanum. Międzynarodowe Studia Społeczno-Humanistyczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Personality traits and two dimensions of forgivingness
Autorzy:
Kaleta, Kinga
Mróz, Justyna
Powiązania:
https://bibliotekanauki.pl/articles/2126601.pdf
Data publikacji:
2019-04-08
Wydawca:
Katolicki Uniwersytet Lubelski Jana Pawła II. Towarzystwo Naukowe KUL
Tematy:
personality
five-factor model
forgivingness
forgiveness
overcoming unforgiveness
Opis:
Although personality characteristics have been conceptualized as influencing individuals’ propensity to forgive, the findings in this field are inconsistent and require further studies. The five-factor model has been explored most frequently, and personality traits, especially agreeableness and neuroticism, have been found to be related to forgiveness. This study investigated the relationships between five personality domains and different aspects of dispositional forgiveness, termed forgivingness, namely positive and negative dimensions of forgivingness of oneself, other people, and situations beyond anyone’s control. Data were collected from 153 adults aged from 20 to 55 years. The participants completed the NEO-FFI Personality Inventory and the Heartland Forgiveness Scale (HFS). Correlation and regression analyses were performed. The results demonstrated that personality traits explained variance in most HFS subscales. Neuroticism, agreeableness and extraversion were significant predictors of different dimensions of forgivingness. Neuroticism negatively predicted the overall level of forgivingness and overcoming unforgiveness of self, others, and situations. Extraversion along with neuroticism also negatively predicted total forgivingness as well as overcoming unforgiveness in general and towards others. Agreeableness was significantly related to positive forgivingness in general and towards others.
Źródło:
Roczniki Psychologiczne; 2018, 21, 2; 147-162
1507-7888
Pojawia się w:
Roczniki Psychologiczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
GLOBALISATION EFFECT MEASURE VIA HIERARCHICAL DYNAMIC FACTOR MODELLING
Autorzy:
Reklaitė, Agnė
Powiązania:
https://bibliotekanauki.pl/articles/517170.pdf
Data publikacji:
2015
Wydawca:
Instytut Badań Gospodarczych
Tematy:
leading indicator
hierarchical dynamic factor model
globalisation
economic growth
Opis:
In this paper the issue of globalisation and deteriorating precision of domestically oriented frameworks is addressed. A hypothesis that the effect of international trends on the growth of economy is increasing over time is formed. In order to validate this, a method of composing foreign series with local indicators in a hierarchical dynamic factor model is presented. The novelty of this approach is that globalisation effect is measured focusing on prediction rather than similarity. This way the measure presents the country's sensitivity to global shocks and reveals how much focal country's economy is intertwined with global economy. The application was performed on the basis of Lithuanian data and the hypothesis was validated. The results indicate that globalisation effect has an increasing effect over time.
Źródło:
Equilibrium. Quarterly Journal of Economics and Economic Policy; 2015, 10, 3; 139-149
1689-765X
2353-3293
Pojawia się w:
Equilibrium. Quarterly Journal of Economics and Economic Policy
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the (in)validity of the General Factor of Personality (GFP)
Autorzy:
Zawadzki, Bogdan
Strelau, Jan
Powiązania:
https://bibliotekanauki.pl/articles/2128174.pdf
Data publikacji:
2019-04-04
Wydawca:
Katolicki Uniwersytet Lubelski Jana Pawła II. Towarzystwo Naukowe KUL
Tematy:
General Factor of Personality (GFP)
Five-Factor Model of Personality (FFM)
Opis:
The paper presents research on the validity of the General Factor of Personality (GFP), extracted on the basis of NEO-FFI scores. Analysis was based on data obtained in four groups consisting, in total, of 1906 participants (878 women and 1028 men aged from 18 to 66 years). Scores on Five-Factor Model (FFM) scales and GFP scores were analyzed against 15 selected criterion variables: the intensity of PTSD symptoms, schizotypal personality symptoms, general self-efficacy, conflict management styles (integrating, dominating, avoiding, compromising, obliging), and behavioral risk factors of somatic diseases (CND and cancer): Type A, Type 1, Type 2, and Type 4 personality as well as depressiveness, hostility, and submissiveness. The results indicated the structural weakness of the GFP (low reliability, unacceptable fit of the one-factor model to the structure of NEOFFI scales) and a high diversity of GFP validity. Comparative analysis of criterion variables for which both FFM and GFP scores had high validity with cases of variables showing high validity of FFM scores and low validity of the GFP allowed to identify the causes of the diversity of GFP validity. It is a result of low intercorrelations among FFM scales, which frequently creates differences between the pattern of intercorrelations of FFM scales and the pattern of their correlations with criterion variables. In the discussion the limited theoretical and empirical meaning of the GFP was underlined, especially when compared to the general g factor, used in research on intelligence, extracted from highly intercorrelated ability tests or even personality scales, which are based on highly correlated lower level subdimensions.
Źródło:
Roczniki Psychologiczne; 2014, 17, 2; 275-290
1507-7888
Pojawia się w:
Roczniki Psychologiczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the Usefulness of Financial Variables Realised Volatility for Recession Forecasting and Business Cycles Turning Points Dating
Autorzy:
Łupińśki, Marcin
Powiązania:
https://bibliotekanauki.pl/articles/500632.pdf
Data publikacji:
2013-09-01
Wydawca:
Szkoła Główna Handlowa w Warszawie
Tematy:
realised volatility
Markov switching model
dynamic factor model
turning points detection
Opis:
The main goal of this paper was to check usefulness of introducing measures of the financial markets risk into multivariate forecasting and business cycle dating models to improve their predictive and turning points detection power. Realised volatility was selected as market risk synthetic measure and introduced into two recession dating algorithms: Harding & Pagan (2002) mechanical procedure and Markov Switching Dynamic Factor Model (MS-DFM) with mixed frequencies and missing data handling. In the theoretical part of the article mathematical background of the realised volatility concept and MS-DFM model were presented. It was also described how the output of the MS-DFM model can be used to date turning points. This approach to local maxima detection was compared with Harding and Pagan competitor algorithm. In the practical part of the paper recession detection improvements stemming from introduction of realised volatility measures into MS-DFM model/Harding & Pagan procedure were examined for US and four Western Europe countries (Germany, France, United Kingdom and Italy) in the time span of 20 years between 1990 and 2010.
Źródło:
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH; 2013, 93: Expectations and Forecasting; 29-44
0866-9503
Pojawia się w:
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The portfolio management: investigation of the Fama-French five- and six-factor asset pricing models
Zarządzanie portfelem: badanie modeli wyceny aktywów Fama-French
Autorzy:
Ben Mrad Douagi, Fatma Wyeme
Chaouachi, Olfa
Sow, Mory
Powiązania:
https://bibliotekanauki.pl/articles/2021115.pdf
Data publikacji:
2021
Wydawca:
Politechnika Częstochowska
Tematy:
Fama-French five-factor model
augmented Fama-French six-factor model
risk factors
OLS
GARCH
pięcioczynnikowy model Famy-Frencha
rozszerzony sześcioczynnikowy model Famy-French
czynniki ryzyka
model GARCH
Opis:
The novel contribution of this paper is to test if the Fama-French five- and six-factor models can explain the portfolio returns in the Regional Stock Exchange of Ivory Coast Securities (BRVM) between January 2007 and December 2018. For the Fama-French five-factor model, the results show that the only useful factors for describing the portfolio excess return are the market, value and profitability when the OLS and the GARCH techniques are used. For the augmented Fama French six-factor model, the results report that only the market, value, profitability and illiquidity factors played an eminent role in explaining the portfolio excess return. Moreover, using the OLS technique, it is found that the Fama-French five-factor model and the augmented Fama-French six-factor model can capture the portfolio returns. However, when the GARCH technique is used, the findings show that these models can fully explain the portfolio returns. The results found can help portfolio managers to identify extensive factors that have an impact on the equity returns and to estimate the required return on the stock. Moreover, traders can employ these factor models to control investment risk.
Nowatorskim wkładem tego artykułu jest sprawdzenie, czy pięcioi sześcioczynnikowe modele Famy-French mogą wyjaśnić zwroty portfelowe na Regionalnej Giełdzie Papierów Wartościowych Wybrzeża Kości Słoniowej (BRVM) w okresie od stycznia 2007 r. do grudnia 2018 r. Dla Famy -Francuski model pięcioczynnikowy, wyniki pokazują, że jedynymi użytecznymi czynnikami do opisania nadwyżki zwrotu portfela są rynek, wartość i rentowność, gdy stosuje się techniki OLS i GARCH. W przypadku rozszerzonego sześcioczynnikowego modelu Famy French, wyniki wskazują, że tylko czynniki rynkowe, wartości, rentowności i braku płynności odegrały znaczącą rolę w wyjaśnieniu nadwyżki zwrotu z portfela. Ponadto, stosując technikę OLS, stwierdzono, że pięcioczynnikowy model Famy-Frencha i rozszerzony sześcioczynnikowy model Famy-Frencha mogą uchwycić zwroty portfela. Jednak w przypadku zastosowania techniki GARCH wyniki pokazują, że modele te mogą w pełni wyjaśnić zwroty z portfela. Osiągnięte wyniki mogą pomóc zarządzającym portfelami zidentyfikować rozległe czynniki, które mają wpływ na zwroty z akcji i oszacować wymagany zwrot z akcji. Co więcej, handlowcy mogą stosować te modele czynnikowe do kontrolowania ryzyka inwestycyjnego.
Źródło:
Polish Journal of Management Studies; 2021, 23, 1; 106-118
2081-7452
Pojawia się w:
Polish Journal of Management Studies
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Relationships between personality traits, general self-efficacy, self-esteem, subjective well-being, and entrepreneurial activity
Autorzy:
Zięba, Mariusz
Surawska, Monika
Zalewska, Anna Maria
Powiązania:
https://bibliotekanauki.pl/articles/2127372.pdf
Data publikacji:
2018
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
well-being
Five Factor Model of personality
beliefs
characteristic adaptations
Opis:
The present study focused on relationships between personality traits, self-efficacy, self-esteem and basic trust, and well-being in context of entrepreneurial activity. Participants were 301 unemployed people, 157 of whom had received a grant from an employment agency to start their own business. Participants completed measures of personality traits, self-efficacy, self-esteem, basic trust, satisfaction with life, positive and negative affect. To verify if beliefs about the self and about the world mediated relationships between personality traits and well-being we conducted a multiple-sample SEM. The study results confirm that the beliefs mediate relationships between personality traits and well-being. They also show that different types of beliefs serve a different function, depending on an individual’s circumstances. Among grant acceptors, self-efficacy did not impact well-being, while self-esteem and basic trust had similar functions in both groups.
Źródło:
Polish Psychological Bulletin; 2018, 49, 2; 131-140
0079-2993
Pojawia się w:
Polish Psychological Bulletin
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Pathological Big Five: An attempt to build a bridge between the psychiatric classification of personality disorders and the trait model of normal personality
Autorzy:
Strus, Włodzimierz
Rowiński, Tomasz
Cieciuch, Jan
Kowalska-Dąbrowska, Monika
Czuma, Iwona
Żechowski, Cezary
Powiązania:
https://bibliotekanauki.pl/articles/2127584.pdf
Data publikacji:
2019-04-08
Wydawca:
Katolicki Uniwersytet Lubelski Jana Pawła II. Towarzystwo Naukowe KUL
Tematy:
personality disorders
DSM-5 model
personality traits
PID-5
Five-Factor Model
Opis:
The fifth edition of the DSM diagnostic manual has presented a hybrid system of personality disorder diagnosis, which integrates categorical and dimensional approach to diagnosis, building a kind of bridge between psychiatric classifications of disorders and psychological research on the structure of normal personality. The key element of this system is a new dimensional model of pathological personality traits. This article presents the results of the empirical verification of this model in Poland. The participants in the study were 754 individuals from the nonclinical population, aged 16–86 (M = 36.45, SD = 16.65), including 52% women. Normal personality traits were measured by means of the Revised NEO Personality Inventory (NEO-PI-R), and pathological personality traits – by means of the Personality Inventory for DSM-5 (PID-5); the risk of personality disorders was determined on the basis of SCID-II (Structured Clinical Interview for DSM-IV Axis II) questionnaire scores. The obtained results proved to be consistent with the expectations: (1) on the level of the five broad traits, the pathological DSM-5 model strongly corresponds to the Five-Factor Model of normal personality; (2) the DSM-5 model predicts the categories of disorders better than the Five-Factor Model does.
Źródło:
Roczniki Psychologiczne; 2017, 20, 2; 451-472
1507-7888
Pojawia się w:
Roczniki Psychologiczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Monitoring of future managers’ research competence in higher education institution
Monitorowanie kształtowania się kompetencji badawczych przyszłych menedżerów szkolnictwa wyższego
Autorzy:
Bachieva, Larysa
Powiązania:
https://bibliotekanauki.pl/articles/38111245.pdf
Data publikacji:
2020
Wydawca:
Wyższa Szkoła Techniczna w Katowicach
Tematy:
research competence
monitoring
factor criteria model
Opis:
The paper presents the results of the work on monitoring research competence in teaching students of higher education institutions in the specialty of management. The system of monitoring research competence by means of qualimetric tools - factor-criteria model, makes it possible to achieve the following results: to determine the level of its formation at the initial stage; to track the dynamics of the formation and make adjustments to educational technology; to provide students with selfcontrol means at the final stage of studying the course. The model is built in accordance with the content of the stages of business practice research (business processes and management systems), which allows „equipping” students with the means of self-diagnostics of the competence quality and is an objective indicator of the achieved results of the educational process.
Źródło:
Zeszyty Naukowe Wyższej Szkoły Technicznej w Katowicach; 2020, 12; 7-19
2082-7016
2450-5552
Pojawia się w:
Zeszyty Naukowe Wyższej Szkoły Technicznej w Katowicach
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Does it pay to be good? An analysis of vice and virtue stock performance in the Eurozone
Autorzy:
Vide, Toni
Powiązania:
https://bibliotekanauki.pl/articles/482961.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Warszawski. Wydawnictwo Naukowe Wydziału Zarządzania
Tematy:
CAPM
Eurozone
Four factor model
Sharpe ratio
Virtue stocks
Vice stocks
Opis:
This paper provides a performance analysis of vice and virtue stocks in the Eurozone for the period between January 2005 and December 2014. In order to do so, a vice index is created consisting out of listed Eurozone companies, operating in selected vice industries and is subsequently matched with a corresponding virtue index, which for the purpose of this analysis is represented by the DJSI Eurzone. The tools used to conduct the performance evaluation are the Sharpe ratio, the Capital asset pricing model and the Carhart’s four-factor model. The analysis indicates, no consistent out- or under- performance of one or the other index, yet the realized performance over the whole period favours the vice index. Consequently one can conclude, that from a statistical point of view, there is no substantial advantage or disadvantage in being “good” when investing into stocks, as such it is a matter of investor preference, with the note that historical returns do favour vice stocks.
Źródło:
Faculty of Management Working Paper Series; 2016, WPS 1/2016; 1-18
2300-4371
Pojawia się w:
Faculty of Management Working Paper Series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Does it pay to be good? An analysis of vice and virtue stock performance in the Eurozone
Autorzy:
Vide, Toni
Powiązania:
https://bibliotekanauki.pl/articles/565650.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Warszawski. Wydawnictwo Naukowe Wydziału Zarządzania
Tematy:
CAPM
Eurozone
four-factor model
Sharpe ratio
virtue stocks
vice stocks
Opis:
This paper provides a performance analysis of vice and virtue stocks in the Eurozone for the period between January 2005 and December 2014. In order to do so, a vice index consisting of listed Eurozone companies operating in selected vice industries is created and subsequently matched with a corresponding virtue index, which for the purpose of this analysis is represented by the DJSI Eurozone. The tools used to conduct the performance evaluation are the Sharpe ratio, the capital asset pricing model and the Carhart four-factor model. The analysis indicates no consistent outperformance or underperformance of one or the other index, yet the realised performance over the whole period favours the vice index. Consequently, it can be concluded that from a statistical point of view, there is no substantial advantage or disadvantage in being “good” when investing into stocks, as such it is a matter of investor preference, with the note that historical returns do favour vice stocks.
Źródło:
Journal of Banking and Financial Economics; 2016, 2(6); 113-125
2353-6845
Pojawia się w:
Journal of Banking and Financial Economics
Dostawca treści:
Biblioteka Nauki
Artykuł

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