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Wyszukujesz frazę "89.90.+n" wg kryterium: Temat


Wyświetlanie 1-4 z 4
Tytuł:
Physicalistic Reasoning in Management Science
Autorzy:
Gospodarek, T.
Powiązania:
https://bibliotekanauki.pl/articles/1538514.pdf
Data publikacji:
2010-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.65.Gh
89.75.Fb
89.90.+n
Opis:
The main goal of this paper is to show a link between physicalistic reasoning and management problems, as well as to prove their usefulness for the quantization and computational support of decision-making under the conditions of uncertainty. The study lists a number of management-science topics juxtaposed with models derived from physics and formal descriptions of selected physical phenomena. The descriptions can be used in building models based on analogies with certain issues in management, especially related to the quantitative approach, where the definitions of measure are not well established. The most valuable contribution to management science derived from physical reasoning seems to be the introduction of a widely accepted definition of the managed system from an external and internal observer's viewpoint, and the definition of the state of the system at a given moment in time. The most promising results of the paper include the epistemological ordering, with an acceptable definition of the measure resulting from it. The physical approach offers a possibility of building an epistemological framework for management science, based on the logic of scientific discovery and combining similar results obtained from complementary disciplines, particularly psychology and social sciences.
Źródło:
Acta Physica Polonica A; 2010, 117, 4; 658-668
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
New Results on Gain-Loss Asymmetry for Stock Markets Time Series
Autorzy:
Grudziecki, M.
Gnatowska, E.
Karpio, K.
Orłowski, A.
Załuska-Kotur, M.
Powiązania:
https://bibliotekanauki.pl/articles/1812227.pdf
Data publikacji:
2008-09
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.65.Gh
02.50.r
89.90.+n
Opis:
A method called investment horizon approach was successfully used to analyze stock markets of many different countries. Here we apply a version of this method to study characteristics of the Polish Pioneer mutual funds. We decided to analyze Pioneer because of its longest involvement in investing on the Polish market. Moreover, it apparently manages the biggest amount of money among all similar institutions in Poland. We compare various types of Pioneer mutual funds, characterized by different financial instruments they invest in. Previously, investment horizon approach produced different characteristics of emerging markets as opposed to mature ones, providing a possible way to quantify stock market maturity. Here we generalize the above mentioned results for mutual funds of various types.
Źródło:
Acta Physica Polonica A; 2008, 114, 3; 569-574
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modern Rheology on a Stock Market: Fractional Dynamics of Indices
Autorzy:
Kozłowska, M.
Kutner, R.
Powiązania:
https://bibliotekanauki.pl/articles/1535822.pdf
Data publikacji:
2010-10
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.20.-a
89.65.-s
89.65.Gh
89.90.+n
Opis:
This paper presents an exactly solvable (by applying the fractional calculus) the rheological model of fractional dynamics of financial market conformed to the principle of no arbitrage present on financial market. The rheological model of fractional dynamics of financial market describes some singular, empirical, speculative daily peaks of stock market indices, which define crashes as a kind of phase transition. In the frame of the model the plastic market hypothesis and financial uncertainty principle were formulated, which proposed possible scenarios of some market crashes. The brief presentation of the model was made in our earlier work (and references therein). The rheological model of fractional dynamics of financial market is a deterministic model and it is complementary to already existing other ones; together with them it offers possibility for thorough and widespread technical analysis of crashes. The constitutive, fractional integral equation of the model is an analogy of the corresponding one, which defines the fractional Zener model of plastic material. The fractional Zener model is the canonical one for modern rheology, polymer physics and biophysics concerning non-Debye relaxation of viscoelastic biopolymers. The useful approximate solution of the constitutive equation of the rheological model of fractional dynamics of financial market consists of two parts: (i) the first one connected with long-term memory present in the system, which is proportional to the generalized exponential function defined by the Mittag-Leffler function and (ii) the second one describing oscillations (e.g. beats or oscillations having two slightly shifted frequences). The shape exponent leading the Mittag-Leffler function, defines here the order of the phase transition between bullish and bearish states of the financial market, in particular, for recent hossa and bessa on some small, middle and large stock markets. It happened that this solution also successfully estimated some long-term price dynamics on the hypothetical market in United States.
Źródło:
Acta Physica Polonica A; 2010, 118, 4; 677-687
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Spectral Analysis of Capital Markets
Autorzy:
Dyka, A.
Dudojć, P.
Garus, J.
Powiązania:
https://bibliotekanauki.pl/articles/1400167.pdf
Data publikacji:
2013-03
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.65.Gh
02.30.Nw
02.60.Ed
89.90.+n
Opis:
In this paper the problem of cycles existence in capital markets is addressed. A spectral analysis algorithm, which reduces signal-to-noise ratio, is proposed to derive cycle periodograms for the yield function of DJIA, WIG 20, and NIKKEI 225 indices. Peaks of the the periodograms provide premises to postulate the existence of some possible cycles. The 3.5 year periodicity in all 3 indices, which can be related to the Kitchin cycle is found to be the most distinctive one.
Źródło:
Acta Physica Polonica A; 2013, 123, 3; 518-521
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-4 z 4

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