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Wyświetlanie 1-6 z 6
Tytuł:
The day-of-the-week effect on the example of 82 cryptocurrencies
Autorzy:
Borowski, Krzysztof
Matusewicz, Michał
Powiązania:
https://bibliotekanauki.pl/articles/2077401.pdf
Data publikacji:
2019-09-30
Wydawca:
Wyższa Szkoła Finansów i Zarządzania w Białymstoku
Tematy:
the day-of-the-week effect
cryptocurrencies
Opis:
The problem of the effectiveness of financial markets has been the subject of interest of scientists for many years. Recently, along with the development of the cryptocurrency market, research on the effectiveness of this fragment of the financial market has begun. In the article, the occurrence of the day of the week was analyzed on the example of logarithmic rates of return of 82 cryptocurrencies vs. USD. Not only Close-Close return rates were analyzed, but also Overnight, Open-Open and Open-Close. The distribution of logarithmic rates of return was not normal for most of the cryptocurrencies analyzed. That why in the statistical analysis the Kruskal-Wallis parametric test was implemented. For individual cryptocurrencies, the occurrence of inefficiency was found for different days of the week and different types of return rates (C-C, Ov, O-C and O-O). The largest number of rejections of the null hypothesis took place for the following cryptocurrencies (the least effective cryptocurrencies): Aelf, Aeternity and Aion. No example of ineffectiveness was discovered in the case of cryptocurrencies:Ark, Basic Attention, Bitcoin, Bitcoin Gold, Cindicator, Dash, Denta Coin, Digixdao, Dogecoin, Electroneum, Enigma, EOS, Ethereum, Gas, Gnosis, Golem, Kucoin, Kyber Network, Lisk, Litecoin, Maidsafecoin, Monacoin, Neblio, OmiseGo, Tron, Wax.
Źródło:
Przedsiębiorstwo & Finanse; 2019, 3; 31-50
2084-1361
Pojawia się w:
Przedsiębiorstwo & Finanse
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Hip joint arthroscopy in professionally active patients with osteoarthritis
Autorzy:
Drobniewski, Marek
Synder, Marek
Skrzypek, Michał
Pstrągowski, Kajetan
Polguj, Michał
Borowski, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/2161984.pdf
Data publikacji:
2019-02-27
Wydawca:
Instytut Medycyny Pracy im. prof. dra Jerzego Nofera w Łodzi
Tematy:
degenerative disease
return to work
arthroscopy
hip joint
WOMAC
Harris Hip Score
Opis:
Objectives The primary endpoints of the study were to assess the effectiveness of hip joint arthroscopy in the treatment of femoroacetabular impingement (FAI) in patients with joint gap stenosis and to determine if and how quickly patients were able to return to work and physical activity. Material and Methods The prospective study of patients undergoing hip joint arthroscopy due to pain in FAI has been conducted. They were divided into 2 groups depending on the degree of the radiological examination. The criterion was the width of the joint gap. The study group involved 47 patients with hip joint gap of 2–3 mm, identified by means of the standardized X-ray examination. The control group consisted of 45 patients with hip joint gap > 3 mm. The post-operative follow-up period of the patients lasted at least 2 years. In addition, the Western Ontario McMaster Universities Osteoarthritis Index (WOMAC) questionnaire together with Harris Hip Score (HHS) were applied. The patients were also evaluated for the post-operative time period enabling return to work. Results All the patients after hip joint arthroscopy returned to normal physical activity within 12 weeks after operation, enabling their return to work. However, it should be noted that during the post-operative follow-up, pain sensations either recurred or did not regress in 37 patients in the study group and 12 patients in the control group after treatment. The nearly equal results of the WOMAC questionnaire and HHS before operation significantly vary between both groups in the last follow up. In the study group they did not change expressively. Conclusions Despite the little invasiveness, hip joint arthroscopy in patients with joint gap stenosis brings about the far from satisfactory results. This procedure is not worth considering. Despite unsatisfactory pain relief, patients decided to returned to work, due to their occupational position and for fear of losing the job due to long absenteeism. Int J Occup Med Environ Health. 2019;32(1):115–20
Źródło:
International Journal of Occupational Medicine and Environmental Health; 2019, 32, 1; 115-120
1232-1087
1896-494X
Pojawia się w:
International Journal of Occupational Medicine and Environmental Health
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Calculating Hurst Exponent with the Use of the Siroky Method in Developed and Emerging Markets
Autorzy:
Borowski, Krzysztof
Matusewicz, Michał
Powiązania:
https://bibliotekanauki.pl/articles/1022839.pdf
Data publikacji:
2020-09-30
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
Hurst exponent
market efficiency
developed countries
Opis:
The purpose of the article This paper analysis Hurst exponents calculated with the use of the Siroky method in two time intervals of 625 (H625) and 1250 (H1260) sessions for the following assets: (the number of assets for a given group in brackets): Stock indices (74), currency pairs divided into segments: USD exchange rate in relation to 42 other currencies (USDXXX), EURO exchange rate in relation to 41 other currencies (EURXXX), JPY exchange rate in relation to 40 other currencies (JPYXXX) and other currency pairs (12). In total, 209 financial instruments were analyzed. Methodology: Hurst coefficient calculation with the use of the following methods; Siroky, Detrended Moving Average (DMA) and Detrended Fluctuation Analysis (DFA). Results of the research: The Hurst coefficient values calculated with the use of Siroky method are similar to the results obtained using DFA and DMA methods. The second main conclusion that was drawn from the research may be formulated as follows: exchange rates calculated for the developed-developed country currencies are more effective than in the case of the developed-emerging countries group.
Źródło:
Finanse i Prawo Finansowe; 2020, 3, 27; 25-61
2391-6478
2353-5601
Pojawia się w:
Finanse i Prawo Finansowe
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of the Hurst coefficient, calculated with the use of the Siroky method on financial markets
Autorzy:
Borowski, Krzysztof
Matusewicz, Michał
Powiązania:
https://bibliotekanauki.pl/articles/18104690.pdf
Data publikacji:
2021-12-28
Wydawca:
Szkoła Główna Handlowa w Warszawie. Kolegium Zarządzania i Finansów
Tematy:
Hurst exponent
market efficiency
developed countries
Opis:
The paper analyses the Hurst exponents calculated with the use of the Siroky method in two time intervals of 625 and 1250 sessions for the group of 570 financial instruments (Warsaw Stock Exchange equities – 320, equity indexes – 7, commodities – 41, and FX market – 135). The study also covers an analysis of the normality of the distribution of logarithmic rates of return, and the verification of statistical hypotheses with the use of the following statistical tests: Jarque-Bera (JB), Shapiro-Wilk (SW), and d’Agostino-Pearson (DA). In the second part of the paper, the change of the Hurst coefficient over time was analysed, while in the third part two linear regressions of the form H(t) = a + m ∙ t were performed for each of the analysed assets, as well as the determination factor R2. This part of the study aims to answer the question whether the slope of the regression line has a positive or negative value and what the quality of such a fit is with the use of linear regression. Such an analysis enables to observe changes in the fractal dimension, and thus the risk in financial markets over a long period of time. The main conclusion that was drawn from the research may be formulated as follows: the value of the H exponents decreased in the analysed time windows, which means an increase in the fractal dimension (d), and thus the investment risk in financial markets. The obtained results can be used in the process of constructing an investment portfolio in financial markets. The research is part of the ongoing discussion on the effectiveness of financial markets.
Źródło:
Journal of Management and Financial Sciences; 2021, 42; 39-75
1899-8968
Pojawia się w:
Journal of Management and Financial Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Ecologically and Economically Effective Methods of Coal Bed Methane Using
Efektywne ekologicznie i ekonomicznie metody wykorzystania metanu pokładów węgla
Autorzy:
Napieraj, Sebastian
Borowski, Marek
Karch, Michał
Powiązania:
https://bibliotekanauki.pl/articles/319210.pdf
Data publikacji:
2019
Wydawca:
Polskie Towarzystwo Przeróbki Kopalin
Tematy:
metan
odmetanowanie
ślad węglowy
ochrona środowiska
górnictwo
methane
gas drainage
carbon footprint
environmental protection
mining
Opis:
CBM are ecological fuel obtained by two ways: during coal mining or by specially made holes from surface to the virgin seam or abandoned coal mines. Increased demand for electricity and implementation of CO2 emissions get more profitable investing in modern technologies, especially local power plants fueled by CBM. Article presents possible main technologies for the use of CBM.CMM on the background of forecasting an increase in electricity prices and the cost of purchasing CO2 emission allowances.
Metan pokładów węgla jest ekologicznym paliwem pozyskiwanym dwoma drogami: podczas wydobywania węgla kamiennego lub za pomocą specjalnie wykonanych otworów z powierzchni do pokładów dziewiczych lub zlikwidowanych kopalń węgla. Zwiększone zapotrzebowanie na energię elektryczną oraz konieczność zmniejszenia emisji CO2 do atmosfery powodują, że coraz korzystniejsze jest inwestowanie w nowoczesne technologie, szczególnie lokalne moce wytwórcze oparte o paliwo jakim jest metan pokładów węgla. Artykuł przedstawia możliwe główne technologie wykorzystania metanu pokładów węgla na tle prognozy zwiększania ceny energii elektrycznej oraz kosztów zakupu uprawnień do emisji CO2.
Źródło:
Inżynieria Mineralna; 2019, 21, 1/2; 279-286
1640-4920
Pojawia się w:
Inżynieria Mineralna
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Surface Acoustic Wave Interaction with a Mixture of Oxygen and Nitrogen
Autorzy:
Pasternak, Mateusz
Jasek, Krzysztof
Grabka, Michał
Borowski, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/176628.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Czasopisma i Monografie PAN
Tematy:
surface acoustic wave sensors
oxygen detection
leaky Rayleigh waves
Opis:
Parameters of surface acoustic waves (SAW) are very sensible to change of physical conditions of a propagation medium. In the classical theory formulation, the waves are guided along the boundary of semi-infinity solid state and free space. A real situation is more complex and a medium commonly consists of two physical components: a solid substrate and a gaseous or liquid environment. In the case of stress-free substrate, the strongest impact on SAW properties have surface electrical and mechanical conditions determined by solids or liquids adhering to the boundary. This impact is utilised for constructing sensors for different gases and vapours e.g. (Jakubik et al., 2007; Hejczyk et al., 2011; Jasek et al., 2012). The influence of gaseous environment on the SAW properties is usually very weak and ignored. However, in certain condition it can be significant enough to be applied to sensor construction. In general, it concerns Rayleigh wave devices where energy leakage phenomenon is perceptible, especially when the gas being detected considerably changes the density of environment. The paper presents the results of experiments with oxygen-nitrogen mixture. Their primary aim was focused on finding the dependence of resonant frequency and attenuation in SAW resonator on parameters and concentrations of the gas in the environment.
Źródło:
Archives of Acoustics; 2020, 45, 3; 483-486
0137-5075
Pojawia się w:
Archives of Acoustics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-6 z 6

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