Temat: 88.05.Gh - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Application of Data Envelopment Analysis to Calculating Probability of Default for High Rated Portfolio
Autorzy:: Grzybowska, U.
Karwański, M.
Powiązania:: https://bibliotekanauki.pl/articles/1388506.pdf
Data publikacji:: 2015-03
Wydawca:: Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:: 89.65.Gh
88.05.Lg
Opis:: The aim of our research is to propose a method of rating companies which is based on efficiency measure given by Data Envelopment Analysis (DEA). Proper rating of borrowers is an essential requirement of PD estimation. The difficulty in DEA application is the selection of input and output from the set of indicators describing evaluated objects, which is usually based on expert knowledge. Therefore we apply random forests and gradient boosting to select financial indicators used by the DEA approach and to obtain a ranking of companies needed for PD estimation.
Źródło:: Acta Physica Polonica A; 2015, 127, 3A; A-66-A-69
0587-4246
1898-794X
Pojawia się w:: Acta Physica Polonica A
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Numerical Analysis of Two Coupled Kaldor-Kalecki Models with Delay
Autorzy:: Jackowska-Zduniak, B.
Grzybowska, U.
Orłowski, A.
Powiązania:: https://bibliotekanauki.pl/articles/1388508.pdf
Data publikacji:: 2015-03
Wydawca:: Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:: 89.65.Gh
88.05.Lg
05.45.-a
02.60.Lj
05.45.Xt
Opis:: This paper is concerned with two coupled Kaldor-Kalecki models of business cycles with delays in both the gross product and the capital stock. We consider two types of investment functions that lead to different behavior of the system. We introduce the model with unidirectional coupling to investigate the influence of a global economy (like the European Union) on a local economy (like Poland). We present detailed results of numerical analysis.
Źródło:: Acta Physica Polonica A; 2015, 127, 3A; A-70-A-74
0587-4246
1898-794X
Pojawia się w:: Acta Physica Polonica A
Dostawca treści:: Biblioteka Nauki

Artykuł

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