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Wyszukujesz frazę "Orlowski, K. A." wg kryterium: Autor

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    Wyświetlanie 1-8 z 8
    Tytuł:
    First Evidence of Interdependences between Incomes of Family Members
    Autorzy:
    Łukasiewicz, P.
    Karpio, K.
    Orłowski, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/1029572.pdf
    Data publikacji:
    2018-06
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.Gh
    88.05.Lg
    Opis:
    In this paper we study the relations between personal incomes and incomes of families with two adults in USA. We describe family income distributions using the simple two-parametric model. Assuming incomes of spouses are statistically independent of each other we obtain theoretical exponential income distributions for males and females. We show that these distributions are not coincident with distributions constructed based on the personal data. Obtained results indicate on statistical dependence between incomes of males and females in the families. We track changes and trends in data for years from 2001 to 2016.
    Źródło:
    Acta Physica Polonica A; 2018, 133, 6; 1441-1444
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The Models of Personal Incomes in USA
    Autorzy:
    Łukasiewicz, P.
    Karpio, K.
    Orłowski, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/1409048.pdf
    Data publikacji:
    2012-02
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.-s
    89.65.Cd
    Opis:
    The shapes of distributions of personal incomes in USA have been investigated based on the data for 1993 to 2008. Comparisons between four models utilizing various number of parameters have been performed. The studies showed that the empirical data is described the best by the three-parameter Dagum model. Values of the models parameters indicate that the distribution of personal incomes can be regarded as zero-modal one. However, one-parameter exponential model shows a good agreement with data and can be treated as a good approximation of empirical distribution with the exception of the region with very high incomes. The high-income region is characterized by the relatively great number of events and is described much better by the Dagum distribution.
    Źródło:
    Acta Physica Polonica A; 2012, 121, 2B; B-82-B-85
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Stock Indices for Emerging Markets
    Autorzy:
    Karpio, K.
    Orłowski, A.
    Łukasiewicz, P.
    Powiązania:
    https://bibliotekanauki.pl/articles/1538490.pdf
    Data publikacji:
    2010-04
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.Gh
    02.30.Nw
    Opis:
    Indices of selected financial markets from various parts of world, different sizes and levels of development are investigated. The local Hurst exponent is globally compared to log-prices. Periodic changes in correlation coefficient are quantified via discrete Fourier transform. Local Hurst exponents spectra are discussed for investigated markets.
    Źródło:
    Acta Physica Polonica A; 2010, 117, 4; 619-622
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Price-Volume Relationship in Polish Stock Market
    Autorzy:
    Karpio, K.
    Łukasiewicz, P.
    Orłowski, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/1409003.pdf
    Data publikacji:
    2012-02
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.-s
    89.65.Gh
    02.30.Nw
    Opis:
    A relationship between daily prices of Polish WIG index and trading volumes is investigated. By introducing variables related to a number of last prices and volumes, a history of values in a certain period of time (which could be regarded as an investor memory) is taken into account. Different characteristics of autocorrelations for prices and trading volumes are observed. By studying mutual correlations between the variables, a local maximum at about 100 trading days is discovered. The Granger causality test is performed, indicating very strong influence of prices on volumes. This property can be considered as a sign of markets maturity.
    Źródło:
    Acta Physica Polonica A; 2012, 121, 2B; B-61-B-66
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Q-Entropy Approach to Selecting High Income Households
    Autorzy:
    Gajowniczek, K.
    Karpio, K.
    Łukasiewicz, P.
    Orłowski, A.
    Ząbkowski, T.
    Powiązania:
    https://bibliotekanauki.pl/articles/1388367.pdf
    Data publikacji:
    2015-03
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    05.45.Tp
    05.40.Ca
    07.05.Kf
    07.05.Mh
    Opis:
    A generalized algorithm for building classification trees, based on Tsallis q-entropy, is proposed and applied to classification of Polish households with respect to their incomes. Data for 2008 are used. Quality measures for obtained trees are compared for different values of q parameter. A method of choosing the optimum tree is elaborated.
    Źródło:
    Acta Physica Polonica A; 2015, 127, 3A; A-38-A-44
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Mining Associations on the Warsaw Stock Exchange
    Autorzy:
    Karpio, K.
    Łukasiewicz, P.
    Orłowski, A.
    Ząbkowski, T.
    Powiązania:
    https://bibliotekanauki.pl/articles/1400174.pdf
    Data publikacji:
    2013-03
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.Gh
    07.05.Kf
    07.05.Rm
    Opis:
    Identification of patterns in stock markets has been an important subject for many years. In the past, numerous techniques, both technical and econometric, were used to predict changes in stock markets, but dependences among all the companies listed on a stock market were considered in a limited extent. Numerous studies confirm that larger stocks items appear to influence smaller ones and that, on a global level, most of the world's stock markets are integrated. Therefore, this study implements the association rules using a data mining approach to explore the co-movement between stock items listed on the Warsaw Stock Exchange. We believe that in order to describe and to understand market's behavior, data mining techniques are more flexible in use than for instance pricing models based on a finance theory. The former seems to be more effective for explaining market behavior without making particular assumptions.
    Źródło:
    Acta Physica Polonica A; 2013, 123, 3; 553-559
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The quantile decomposition of personal income distributions in the USA
    Autorzy:
    Karpio, K.
    Landmesser, J.
    Łukasiewicz, P.
    Orłowski, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/1075455.pdf
    Data publikacji:
    2016-05
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.Gh
    88.05.Lg
    Opis:
    In this study we compared incomes distributions in the USA for two subgroups (defined according to sex or race). We utilized the quantile decomposition method to describe differences between the two distributions as a function of their quantiles. The analyzed objects are characterized by the set of attributes (education, age, etc.). We evaluate strength of the influence of the attributes onto the various parts of the incomes distributions. In such a way we evaluate income inequalities and their causes in two subgroups of people.
    Źródło:
    Acta Physica Polonica A; 2016, 129, 5; 965-970
    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
      Wyświetlanie 1-8 z 8

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