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    Wyświetlanie 1-10 z 10
    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:
    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:
    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:
    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:
    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:
    Genetic Algorithms Approach to Community Detection
    Autorzy:
    Mazur, P.
    Zmarzłowski, K.
    Orłowski, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/1538569.pdf
    Data publikacji:
    2010-04
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.Gh
    89.65.Ef
    02.50.-r
    89.75.Fb
    Opis:
    The so-called community detection problem is investigated within a framework of graph theory. Genetic algorithms approach is applied to the task of identifying possible communities. Results obtained for two different fitness functions are presented and compared to each other.
    Źródło:
    Acta Physica Polonica A; 2010, 117, 4; 703-705
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Dynamics of a Polish Internet-Based Social Network
    Autorzy:
    Zmarzłowski, K.
    Mazur, P.
    Orłowski, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/1538567.pdf
    Data publikacji:
    2010-04
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.Gh
    89.65.Ef
    89.20.Hh
    02.50.-r
    Opis:
    Dynamics of a number of new users registering for the first time to a Polish internet-base social network http://Grono.net is investigated via various regression models. Trends are estimated and the statistical significance of their forecasting is tested.
    Źródło:
    Acta Physica Polonica A; 2010, 117, 4; 700-702
    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:
    Numerical Analysis of Modified Kaldor-Kalecki Model with Couplings and Delays
    Autorzy:
    Jackowska-Zduniak, B.
    Orłowski, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/1398889.pdf
    Data publikacji:
    2016-05
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.Gh
    88.05.Lg
    05.45.-a
    02.60.Lj
    05.45.Xt
    Opis:
    Modified Kaldor-Kalecki-type model of business cycles with delays are considered. Unidirectional and bidirectional couplings are introduced to investigate relationships between three "global" markets and two "local" markets. Selected results of an extensive numerical analysis are presented.
    Źródło:
    Acta Physica Polonica A; 2016, 129, 5; 1008-1010
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    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
      Wyświetlanie 1-10 z 10

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