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Publications

by members of

Instytut Organizacji i Zarządzania
Politechnika Wrocławska
Wrocław, Poland

(Institute of Organization and Management, Wroclaw University of Technology))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles | Books | Software components |

Working papers

2014

  1. Rafal Weron, 2014. "A review of electricity price forecasting: The past, the present and the future," HSC Research Reports HSC/14/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron, 2014. "Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach," HSC Research Reports HSC/14/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Jakub Nowotarski & Rafal Weron, 2014. "Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices," HSC Research Reports HSC/14/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Rafal Weron & Michal Zator, 2014. "A note on using the Hodrick-Prescott filter in electricity markets," HSC Research Reports HSC/14/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron, 2014. "Modeling consumer opinions towards dynamic pricing: An agent-based approach," HSC Research Reports HSC/14/06, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Rafal Weron, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," HSC Research Reports HSC/14/07, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron, 2014. "Modelling price spikes in electricity markets - the impact of load, weather and capacity," HSC Research Reports HSC/14/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  8. Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014. "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," HSC Research Reports HSC/14/09, Hugo Steinhaus Center, Wroclaw University of Technology.
  9. Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014. "Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts," HSC Research Reports HSC/14/10, Hugo Steinhaus Center, Wroclaw University of Technology.
  10. Katarzyna Maciejowska, 2014. "Fundamental and speculative shocks, what drives electricity prices?," HSC Research Reports HSC/14/05, Hugo Steinhaus Center, Wroclaw University of Technology.

2013

  1. Katarzyna Maciejowska & Rafal Weron, 2013. "Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market," HSC Research Reports HSC/13/01, Hugo Steinhaus Center, Wroclaw University of Technology, revised 15 Apr 2013.
  2. Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2013. "Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices," HSC Research Reports HSC/13/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Piotr Przybyla & Katarzyna Sznajd-Weron & Rafal Weron, 2013. "Diffusion of innovation within an agent-based model: Spinsons, independence and advertising," HSC Research Reports HSC/13/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron, 2013. "Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs," HSC Research Reports HSC/13/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron, 2013. "An empirical comparison of alternate schemes for combining electricity spot price forecasts," HSC Research Reports HSC/13/07, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Rafal Weron & Michal Zator, 2013. "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," HSC Research Reports HSC/13/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Katarzyna Sznajd-Weron & Janusz Szwabinski & Rafal Weron & Tomasz Weron, 2013. "Rewiring the network. What helps an innovation to diffuse?," HSC Research Reports HSC/13/09, Hugo Steinhaus Center, Wroclaw University of Technology.
  8. Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Karol Suszczynski & Rafal Weron, 2013. "Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs," HSC Research Reports HSC/13/10, Hugo Steinhaus Center, Wroclaw University of Technology.
  9. Katarzyna Maciejowska & Rafal Weron, 2013. "Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships," HSC Research Reports HSC/13/11, Hugo Steinhaus Center, Wroclaw University of Technology.
  10. Jakub Nowotarski & Rafal Weron, 2013. "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," HSC Research Reports HSC/13/12, Hugo Steinhaus Center, Wroclaw University of Technology.
  11. Chodak, Grzegorz & Suchacka, Grażyna, 2013. "Practical Aspects of Log File Analysis for E-Commerce," MPRA Paper 48131, University Library of Munich, Germany.
  12. Grzegorz, Chodak, 2013. "Dostępność towaru w magazynie a czas realizacji zamówienia w sklepie internetowym – wyniki badań
    [Availability of Goods in Stock and Delivery Time - Results of Research]
    ," MPRA Paper 53276, University Library of Munich, Germany, revised Aug 2013.
  13. Chodak, Grzegorz, 2013. "Metody dostarczania towarów przez polskie sklepy internetowe – wyniki badań
    [Methods of Order Deliveries in Polish E-shops - Results of Research]
    ," MPRA Paper 53288, University Library of Munich, Germany, revised May 2013.
  14. Maciejowska, Katarzyna, 2013. "Assessing the number of components in a normal mixture: an alternative approach," MPRA Paper 50303, University Library of Munich, Germany.
  15. Kulhanek, Lumir, 2013. "Akciové trhy zemí eurozóny s nejvyšším veřejným zadlužením
    [Stock markets in eurozone countries with highest oublic debt]
    ," MPRA Paper 48404, University Library of Munich, Germany.
  16. Anna Kowalska-Pyzalska, 2013. "A review of optimization methods for evaluation of placement of distributed generation into distribution networks (Przegląd metod optymalizacji przyłączenia rozproszonych źródeł energii do sieci," HSC Research Reports HSC/13/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  17. Michal Zator, 2013. "Relationship between spot and futures prices in electricity markets: Pitfalls of regression analysis," HSC Research Reports HSC/13/06, Hugo Steinhaus Center, Wroclaw University of Technology.

2012

  1. Janczura, Joanna & Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2012. "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," MPRA Paper 39277, University Library of Munich, Germany.
  2. Joanna Janczura & Rafal Weron, 2012. "Inference for Markov-regime switching models of electricity spot prices," HSC Research Reports HSC/12/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Pawel Bienkowski & Krzysztof Burnecki & Joanna Janczura & Rafal Weron & Bartlomiej Zubrzak, 2012. "A new method for automated noise cancellation in electromagnetic field measurement," HSC Research Reports HSC/12/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Stefan Trück & Wolfgang Härdle & Rafal Weron, 2012. "The relationship between spot and futures CO2 emission allowance prices in the EU-ETS," HSC Research Reports HSC/12/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2012. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," HSC Research Reports HSC/12/06, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Chodak, Grzegorz & Suchacka, Grażyna, 2012. "Cost-oriented recommendation model for e-commerce," MPRA Paper 39542, University Library of Munich, Germany.
  7. Chodak, Grzegorz & Latus, Łukasz, 2012. "Sprzedaż zagraniczna prowadzona przez polskie sklepy internetowe – wyniki badań
    [International Trade in Polish E-shops - Results of Research]
    ," MPRA Paper 39783, University Library of Munich, Germany.
  8. Grzegorz, Chodak & Łukasz, Latus, 2012. "Bariery utrudniające ekspansję polskich sklepów internetowych na rynki zagraniczne
    [Expansion barriers of the Polish e-stores on foreign markets]
    ," MPRA Paper 50484, University Library of Munich, Germany, revised Feb 2012.
  9. Grzegorz, Chodak & Katarzyna, Kudryńska, 2012. "Czy handel elektroniczny wydłuża czas życia produktu?
    [Can e-commerce extend the product life cycle?]
    ," MPRA Paper 50485, University Library of Munich, Germany, revised Mar 2012.
  10. Kulhánek, Lumír, 2012. "Real convergence in Central and Eastern European EU member states," MPRA Paper 39822, University Library of Munich, Germany.
  11. Anna Kowalska-Pyzalska, 2012. "Optimal placement of distributed generation in the distribution network: Assessment of economic and technical effectiveness of investments," HSC Research Reports HSC/12/07, Hugo Steinhaus Center, Wroclaw University of Technology.

2011

  1. Janczura, Joanna & Weron, Rafal, 2011. "Black swans or dragon kings? A simple test for deviations from the power law," MPRA Paper 28959, University Library of Munich, Germany.
  2. Chodak, Grzegorz & Kowal, Krzysztof, 2011. "Degree of Economic Freedom and Relationship to Economic Growth and Human Development," MPRA Paper 36712, University Library of Munich, Germany.
  3. Chodak, Grzegorz & Latus, Łukasz, 2011. "Analiza metod dostarczania towarów przez polskie sklepy internetowe – wyniki badań
    [Analysis of Products Deliveries Methods Applyied in Polish Internet Shops – Results of Research]
    ," MPRA Paper 36714, University Library of Munich, Germany.
  4. Chodak, Grzegorz & Latus, Łukasz, 2011. "Metody prognozowania popytu i zarządzanie gospodarką magazynową w polskich sklepach internetowych – wyniki badań
    [Methods of Demand Forecasting and Inventory Management in Polish Internet Sho
    ," MPRA Paper 36713, University Library of Munich, Germany.
  5. Anna Kowalska-Pyzalska, 2011. "Usage of metaheuristic methods of optimization of distributed generation placement into the distribution network (Możliwości zastosowania algorytmów metaheurystycznych do optymalizacji przyłączen," HSC Research Reports HSC/11/07, Hugo Steinhaus Center, Wroclaw University of Technology.

2010

  1. Janczura, Joanna & Weron, Rafal, 2010. "An empirical comparison of alternate regime-switching models or electricity spot prices," MPRA Paper 20546, University Library of Munich, Germany.
  2. Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal, 2010. "Loss Distributions," MPRA Paper 22163, University Library of Munich, Germany.
  3. Janczura, Joanna & Weron, Rafal, 2010. "Goodness-of-fit testing for regime-switching models," MPRA Paper 22871, University Library of Munich, Germany.
  4. Janczura, Joanna & Weron, Rafal, 2010. "Modeling electricity spot prices: Regime switching models with price-capped spike distributions," MPRA Paper 23296, University Library of Munich, Germany.
  5. Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal, 2010. "Building Loss Models," MPRA Paper 25492, University Library of Munich, Germany.
  6. Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010. "Models for Heavy-tailed Asset Returns," MPRA Paper 25494, University Library of Munich, Germany.
  7. Janek, Agnieszka & Kluge, Tino & Weron, Rafal & Wystup, Uwe, 2010. "FX Smile in the Heston Model," MPRA Paper 25491, University Library of Munich, Germany.
  8. Burnecki, Krzysztof & Weron, Rafal, 2010. "Simulation of Risk Processes," MPRA Paper 25444, University Library of Munich, Germany.
    • Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał, 2004. "Simulation of risk processes," Papers 2004,01, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE).
  9. Weron, Rafal & Janczura, Joanna, 2010. "Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices," MPRA Paper 26628, University Library of Munich, Germany.
  10. Adam Misiorek & Rafal Weron, 2010. "Heavy-tailed distributions in VaR calculations," HSC Research Reports HSC/10/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  11. Chodak, Grzegorz, 2010. "ABC Analysis in an Internet Shop: A New Set of Criteria," MPRA Paper 26280, University Library of Munich, Germany.
  12. Chodak, Grzegorz, 2010. "Internet jako dodatkowy kanał dystrybucji – efekt synergii czy kanibalizm?
    [Internet as Additional Distribution Channel - Synergy or Cannibalism]
    ," MPRA Paper 34180, University Library of Munich, Germany.
  13. Chodak, Grzegorz, 2010. "E-commerce narzędziem globalizacji handlu
    [E-commerce - The Way of Market Globalization]
    ," MPRA Paper 34181, University Library of Munich, Germany.
  14. Chodak, Grzegorz & Latus, Łukasz & Prałat, Ewa, 2010. "Analiza współpracy sklepów internetowych z przedsiębiorstwami kurierskimi i Pocztą Polską – wyniki badań
    [Analysis of Cooperation between Internet Shops and Courier Companies as well as Na
    ," MPRA Paper 34702, University Library of Munich, Germany.
  15. Chodak, Grzegorz & Latus, Łukasz & Prałat, Ewa, 2010. "Analiza dystrybucji w sklepach internetowych
    [Analysis of Distribution in Internet Shops]
    ," MPRA Paper 34701, University Library of Munich, Germany.
  16. Chodak, Grzegorz & Latus, Łukasz & Prałat, Ewa, 2010. "Gospodarka magazynowa, prognozowanie popytu i wysyłka w sklepach internetowych – wyniki badań
    [Inventory Control, Demand Forecasting and shipping in internet shops - results of survey research]
    ," MPRA Paper 34699, University Library of Munich, Germany.
  17. Katarzyna Maciejowska, 2010. "Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis," Economics Working Papers ECO2010/27, European University Institute.
  18. Katarzyna Maciejowska, 2010. "Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory," Economics Working Papers ECO2010/28, European University Institute.
  19. Anna Kowalska-Pyzalska, 2010. "Smart grid as a chance for distributed generation (Koncepcja smart grid szansą dla rozwoju generacji rozproszonej)," HSC Research Reports HSC/10/07, Hugo Steinhaus Center, Wroclaw University of Technology.

2009

  1. Janczura, Joanna & Weron, Rafal, 2009. "Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions," MPRA Paper 18784, University Library of Munich, Germany.
  2. Weron, Rafal, 2009. "Forecasting wholesale electricity prices: A review of time series models," MPRA Paper 21299, University Library of Munich, Germany.
  3. Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron, 2009. "Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)," HSC Research Reports HSC/09/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Chodak, Grzegorz, 2009. "Genetic algorithms in forecasting of Internet shops demand," MPRA Paper 34034, University Library of Munich, Germany, revised 2009.
  5. Chodak, Grzegorz, 2009. "Analysis of on-line services," MPRA Paper 34097, University Library of Munich, Germany.
  6. Chodak, Grzegorz, 2009. "Internetowe serwisy porównywania cen – droga do konkurencji doskonałej?
    [Internet Price Comparison Services - the Way to Perfect Competition?]
    ," MPRA Paper 35067, University Library of Munich, Germany.
  7. Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska, 2009. "Structural Vector Autoregressions with Markov Switching," Economics Working Papers ECO2009/06, European University Institute.
  8. Anna Kowalska-Pyzalska, 2009. "Optimization of the decision on the integration of distributed generation with the electrical grid using optimization of coordinates (Optymalizacja decyzji o przyłączeniu rozproszonych źródeł ene," HSC Research Reports HSC/09/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  9. Anna Kowalska-Pyzalska, 2009. "Optimization of the decision on the integration of distributed generation with the electrical grid using linear programming (Optymalizacja decyzji o przyłączeniu rozproszonych źródeł energii do s," HSC Research Reports HSC/09/03, Hugo Steinhaus Center, Wroclaw University of Technology.

2008

  1. Weron, Rafal, 2008. "Heavy-tails and regime-switching in electricity prices," MPRA Paper 10424, University Library of Munich, Germany.
  2. Weron, Rafal & Misiorek, Adam, 2008. "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," MPRA Paper 10428, University Library of Munich, Germany.
  3. Borak, Szymon & Weron, Rafal, 2008. "A semiparametric factor model for electricity forward curve dynamics," MPRA Paper 10421, University Library of Munich, Germany.
  4. Sznajd-Weron, Katarzyna & Weron, Rafal & Wloszczowska, Maja, 2008. "Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland," MPRA Paper 10422, University Library of Munich, Germany.
  5. Weron, Rafal, 2008. "Bezpieczeństwo elektroenergetyczne: Ryzyko > Zarządzanie ryzykiem > Bezpieczeństwo
    [Power security: Risk > Risk management > Security]
    ," MPRA Paper 18786, University Library of Munich, Germany, revised 2008.
  6. Adam Misiorek, 2008. "Short-term forecasting of electricity prices: Do we need a different model for each hour?," HSC Research Reports HSC/08/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Chodak, Grzegorz, 2008. "Evolution of polish E-commerce - main trends and perspectives," MPRA Paper 34098, University Library of Munich, Germany.
  8. Chodak, Grzegorz, 2008. "Model dropshippingu w sklepie internetowym
    [Dropshipping Model in Internet Shop]
    ," MPRA Paper 35066, University Library of Munich, Germany.

2007

  1. Weron, Rafal & Misiorek, Adam, 2007. "Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?," MPRA Paper 2292, University Library of Munich, Germany, revised Oct 2007.
  2. Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2007. "Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices," MPRA Paper 4711, University Library of Munich, Germany.

2006

  1. Szymon Borak & Wolfgang Härdle & Stefan Trück & Rafal Weron, 2006. "Convenience Yields for CO2 Emission Allowance Futures Contracts," SFB 649 Discussion Papers SFB649DP2006-076, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Weron, Rafal & Misiorek, Adam, 2006. "Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market," MPRA Paper 1363, University Library of Munich, Germany.
  3. Rafal Weron & Adam Misiorek, 2006. "Short-term electricity price forecasting with time series models: A review and evaluation," HSC Research Reports HSC/06/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Krzysztof Burnecki & Rafal Weron, 2006. "Visualization tools for insurance risk processes," HSC Research Reports HSC/06/06, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Adam Misiorek & Rafal Weron, 2006. "Interval forecasting of spot electricity prices," HSC Research Reports HSC/06/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Chodak, Grzegorz, 2006. "Propozycja kryteriów służących ocenie konkurencyjności sklepów internetowych
    [Set of Criteria Proposal for E-Shops Comparison]
    ," MPRA Paper 34933, University Library of Munich, Germany.

2005

  1. Rafal Weron & Adam Misiorek, 2005. "Modeling and forecasting electricity loads: A comparison," Econometrics 0502004, EconWPA.
  2. Ewa Broszkiewicz-Suwaj & Andrzej Makagon & Rafal Weron & Agnieszka Wylomanska, 2005. "On detecting and modeling periodic correlation in financial data," Econometrics 0502006, EconWPA.
  3. Krzysztof Burnecki & Rafal Weron, 2005. "Modeling the risk process in the XploRe computing environment," Risk and Insurance 0502001, EconWPA.
  4. Michael Bierbrauer & Stefan Trueck & Rafal Weron, 2005. "Modeling electricity prices with regime switching models," Econometrics 0502005, EconWPA.
  5. Rafal Weron, 2005. "Market price of risk implied by Asian-style electricity options," Econometrics 0502003, EconWPA.
  6. Rafal Weron & Adam Misiorek, 2005. "Forecasting Spot Electricity Prices With Time Series Models," Econometrics 0504001, EconWPA.
  7. Rafal Weron & Ingve Simonsen, 2005. "Blackouts, risk, and fat-tailed distributions," Risk and Insurance 0510001, EconWPA.
  8. Szymon Borak & Wolfgang Härdle & Rafal Weron, 2005. "Stable Distributions," SFB 649 Discussion Papers SFB649DP2005-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  9. Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal, 2005. "Modelling catastrophe claims with left-truncated severity distributions (extended version)," MPRA Paper 10423, University Library of Munich, Germany.
  10. Rafal Weron, 2005. "Heavy tails and electricity prices," HSC Research Reports HSC/05/02, Hugo Steinhaus Center, Wroclaw University of Technology.

2004

  1. Simonsen, Ingve & Weron, Rafal & Mo, Birger, 2004. "Structure and stylized facts of a deregulated power market," MPRA Paper 1443, University Library of Munich, Germany.
  2. Rafal Weron, 2004. "Power markets in Poland and worldwide (Rynki energii elektrycznej w Polsce i na swiecie)," HSC Research Reports HSC/04/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Rafal Weron & Slawomir Wojcik, 2004. "Principal Components Analysis in implied volatility modeling (Analiza skladowych glownych w modelowaniu implikowanej zmiennosci)," HSC Research Reports HSC/04/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Weron, Rafał, 2004. "Computationally intensive Value at Risk calculations," Papers 2004,32, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE).
  5. František Turnovec & Jacek W. Mercik & Mariusz Mazurkiewicz, 2004. "Power Indices: Shapley-Shubik OR Penrose-Banzhaf?," Working Papers IES 48, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2004.
  6. Chodak, Grzegorz, 2004. "Symulator obrotów magazynowych w sklepie internetowym - propozycja implementacji
    [Simulator of Inventory Turnover in Internet Shop - Proposal of Implementation]
    ," MPRA Paper 34918, University Library of Munich, Germany.

2003

  1. Rafal Weron & Ingve Simonsen & Piotr Wilman, 2003. "Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market," Econometrics 0303007, EconWPA.
  2. Rafal Weron, 2003. "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," Econometrics 0305003, EconWPA.
  3. Katarzyna Sznajd-Weron & Rafal Weron, 2003. "How effective is advertising in duopoly markets?," Public Economics 0306005, EconWPA.
  4. Rafal Weron & Michael Bierbrauer & Stefan Trück, 2003. "Modeling electricity prices: jump diffusion and regime switching," HSC Research Reports HSC/03/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron, 2003. "An introduction to simulation of risk processes," HSC Research Reports HSC/03/04, Hugo Steinhaus Center, Wroclaw University of Technology.

2002

  1. Mercik, Szymon & Weron, Rafal, 2002. "Origins of scaling in FX markets," MPRA Paper 2294, University Library of Munich, Germany.
  2. Rafal Weron, 2002. "Pricing European options on instruments with a constant dividend yield: The randomized discrete-time approach," HSC Research Reports HSC/02/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Joanna Nowicka-Zagrajek & Rafal Weron, 2002. "Modeling electricity loads in California: ARMA models with hyperbolic noise," HSC Research Reports HSC/02/02, Hugo Steinhaus Center, Wroclaw University of Technology.

2001

  1. Rafal Weron, 2001. "Measuring long-range dependence in electricity prices," Papers cond-mat/0103621, arXiv.org.
  2. Rafal Weron, 2001. "Estimating long range dependence: finite sample properties and confidence intervals," HSC Research Reports HSC/01/03, Hugo Steinhaus Center, Wroclaw University of Technology.

2000

  1. K. Sznajd-Weron & R. Weron, 2000. "A simple model of price formation," Papers cond-mat/0101001, arXiv.org, revised Nov 2001.
  2. Rafal Weron & Beata Przybylowicz, 2000. "Hurst analysis of electricity price dynamics," HSC Research Reports HSC/00/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Rafal Weron, 2000. "Energy price risk management," HSC Research Reports HSC/00/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Krzysztof Burnecki & Grzegorz Kukla & Rafal Weron, 2000. "Property insurance loss distributions," HSC Research Reports HSC/00/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Chodak, Grzegorz & Kwaśnicki, Witold, 2000. "Genetic algorithms in seasonal demand forecasting," MPRA Paper 34099, University Library of Munich, Germany.
  6. Frait, J. & Komarek, L. & Kulhanek, L., 2000. "P-Star-Model Based Analysis of Inflation Dynamic in the Czech Republic," The Warwick Economics Research Paper Series (TWERPS) 565, University of Warwick, Department of Economics.

1999

  1. Tomasz Garlinski & Rafal Weron, 1999. "A short history of the VOLAX - or how we tried to trade implied volatility (Krotka historia VOLAX-u - czyli jak probowano handlowac implikowana zmiennoscia)," HSC Research Reports HSC/99/01, Hugo Steinhaus Center, Wroclaw University of Technology.

1998

  1. Aleksander Weron & Szymon Mercik & Rafal Weron, 1998. "Origins of the scaling behaviour in the dynamics of financial data," HSC Research Reports HSC/98/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Szymon Mercik & Rafal Weron, 1998. "Scaling in currency exchange: A Conditionally Exponential Decay approach," HSC Research Reports HSC/98/02, Hugo Steinhaus Center, Wroclaw University of Technology.

1997

  1. Katarzyna Sznajd-Weron & Rafal Weron, 1997. "Evolution in a changing environment," HSC Research Reports HSC/97/01, Hugo Steinhaus Center, Wroclaw University of Technology.

1996

  1. Weron, Rafal, 1996. "Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables"," MPRA Paper 20761, University Library of Munich, Germany, revised 2010.

1995

  1. Wojtek Kowalczyk & Rafal Weron, 1995. "Analysis of ROBECO data by neural networks," HSC Research Reports HSC/95/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Rafal Weron, 1995. "Performance of the estimators of stable law parameters," HSC Research Reports HSC/95/01, Hugo Steinhaus Center, Wroclaw University of Technology.

Journal articles

2014

  1. Piotr Przybyła & Katarzyna Sznajd-Weron & Rafał Weron, 2014. "Diffusion Of Innovation Within An Agent-Based Model: Spinsons, Independence And Advertising," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 17(01), pages 1450004-1-1.
  2. Kowalska-Pyzalska, Anna & Maciejowska, Katarzyna & Suszczyński, Karol & Sznajd-Weron, Katarzyna & Weron, Rafał, 2014. "Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs," Energy Policy, Elsevier, vol. 72(C), pages 164-174.
  3. Mielczarek, Bożena, 2014. "Simulation modelling for contracting hospital emergency services at the regional level," European Journal of Operational Research, Elsevier, vol. 235(1), pages 287-299.

2013

  1. Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał, 2013. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," Energy Economics, Elsevier, vol. 39(C), pages 13-27.
  2. Joanna Janczura & Rafał Weron, 2013. "Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices," AStA Advances in Statistical Analysis, Springer, vol. 97(3), pages 239-270, July.
  3. Janczura, Joanna & Trück, Stefan & Weron, Rafał & Wolff, Rodney C., 2013. "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," Energy Economics, Elsevier, vol. 38(C), pages 96-110.
  4. Przemyslaw Dominiak & Jacek Mercik & Agata Szymanska, 2013. "A comparative analysis of methods of measuring a company's intellectual capital," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 1, pages 17-28.
  5. Mielczarek, Bożena, 2013. "Simulation model to forecast the consequences of changes introduced into the 2nd pillar of the Polish pension system," Economic Modelling, Elsevier, vol. 30(C), pages 706-714.

2012

  1. Dorota Kuchta, 2012. "Application of fuzzy numbers to the estimation of an ongoing project's completion time," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 4, pages 87-103.
  2. Joanna Janczura & Rafał Weron, 2012. "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," AStA Advances in Statistical Analysis, Springer, vol. 96(3), pages 385-407, July.
  3. Kasperski, Adam & Kurpisz, Adam & Zieliński, Paweł, 2012. "Approximating a two-machine flow shop scheduling under discrete scenario uncertainty," European Journal of Operational Research, Elsevier, vol. 217(1), pages 36-43.
  4. Bogusz Przybyslawski & Adam Kasperski, 2012. "A computational study of approximation algorithms for a minmax resource allocation problem," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 35-43.

2011

  1. Dorota Kuchta & Barbara Gladysz, 2011. "A method of variable selection for fuzzy regression – the possibility approach," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 5-15.
  2. Lumír Kulhánek, 2011. "Money, Stock Prices And Economic Activity In Selected European Countries," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 101-115, December.

2010

  1. Dorota Kuchta, 2010. "Generalization of the critical chain method supporting the management of projects with a high degree of uncertainty and imperfect information," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 77-90.
  2. Radosław Ryńca & Dorota Kuchta, 2010. "Teaching Process Effectiveness Model and Its Application at the University," Contemporary Economics, University of Finance and Management in Warsaw, vol. 4(4), December.
  3. Janczura, Joanna & Weron, Rafal, 2010. "An empirical comparison of alternate regime-switching models for electricity spot prices," Energy Economics, Elsevier, vol. 32(5), pages 1059-1073, September.
  4. Kasperski, Adam & Zielinski, Pawel, 2010. "Minmax regret approach and optimality evaluation in combinatorial optimization problems with interval and fuzzy weights," European Journal of Operational Research, Elsevier, vol. 200(3), pages 680-687, February.
  5. Barbara Gladysz, 2010. "Outliers detection method in fuzzy regression," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 25-40.
  6. Lanne, Markku & Lütkepohl, Helmut & Maciejowska, Katarzyna, 2010. "Structural vector autoregressions with Markov switching," Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 121-131, February.
  7. Katarzyna Maciejowska, 2010. "Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 2(4), pages 279-314, September.

2009

  1. Rafał Weron, 2009. "Heavy-tails and regime-switching in electricity prices," Computational Statistics, Springer, vol. 69(3), pages 457-473, July.
  2. Radosław Ryńca & Joanna Radomska, 2009. "Strategic Dilemmas of Universities," Contemporary Economics, University of Finance and Management in Warsaw, vol. 3(3), September.
  3. Radosław Ryńca, 2009. "The Model of Measuring the Process and Operating Effectiveness in Enterprises," Contemporary Economics, University of Finance and Management in Warsaw, vol. 3(4), December.
  4. Jacek Mercik, 2009. "A priori veto power of the president of Poland," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 4, pages 61-75.
  5. Barbara Gladysz, 2009. "Method of determining the value of an electrical energy contract," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 3, pages 19-26.

2008

  1. Dorota Kuchta, 2008. "A modification of a solution concept of the linear programming problem with interval coefficients in the constraints," Central European Journal of Operations Research, Springer, vol. 16(3), pages 307-316, September.
  2. Dorota Kuchta, 2008. "Robust choice of investment projects," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 4, pages 61-70.
  3. Barbara Gladysz & Dorota Kuchta, 2008. "Estimation of long-term project risk during project realization – combination of the earned value and present value methods," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 3, pages 5-15.
  4. Dorota Kuchta & Radoslaw Rynca, 2008. "Implementation of Balanced Scorecard for processes and activities," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 1, pages 47-59.
  5. Barbara Gladysz & Dorota Kuchta, 2008. "Application of regression trees in the analysis of electricity load," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 4, pages 19-28.
  6. Dorota Kuchta & Radoslaw Rynca, 2008. "Balanced Scorecard and Balanced Scorecard for processes and activities – case study of a car dealer," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 75-86.
  7. Weron, Rafal, 2008. "Market price of risk implied by Asian-style electricity options and futures," Energy Economics, Elsevier, vol. 30(3), pages 1098-1115, May.
  8. Weron, Rafal & Misiorek, Adam, 2008. "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," International Journal of Forecasting, Elsevier, vol. 24(4), pages 744-763.
  9. Adam Kasperski, 2008. "Making Robust Decisions in Discrete Optimization Problems as a Game against Nature," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 2(3), pages 237-250, December.

2007

  1. Kobylanski, Przemyslaw & Kuchta, Dorota, 2007. "A note on the paper by M. A. Al-Fawzan and M. Haouari about a bi-objective problem for robust resource-constrained project scheduling," International Journal of Production Economics, Elsevier, vol. 107(2), pages 496-501, June.
  2. Dorota Kuchta & Radoslaw Rynca, 2007. "Process approach in Polish companies," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 71-81.
  3. Dorota Kuchta & Radoslaw Rynca, 2007. "Balanced scorecard and balanced scorecard for processes and activities," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 3, pages 93-110.
  4. Agata Klaus & Radoslaw Rynca & Michal Kowalski, 2007. "Activity Based Costing: cost analysis of dean’s office at universities," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 1, pages 63-78.
  5. Jacek W. Mercik, 2007. "Econometric estimation of hidden factors in group decision making – their impacton power index estimation," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 3, pages 121-131.
  6. Kasperski, Adam & Zielinski, Pawel, 2007. "On combinatorial optimization problems on matroids with uncertain weights," European Journal of Operational Research, Elsevier, vol. 177(2), pages 851-864, March.

2006

  1. Michal Kowalski & Dorota Kuchta, 2006. "The use of time consecrated to the realization of individual activities as a parameter to allocate resources cost to activities in Activity Based Costing," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 63-71.
  2. Dorota Kuchta & Radoslaw Rynca, 2006. "Balanced activity scorecard – combination of activity based costing and activity based management with balanced scorecard," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 1, pages 85-103.
  3. Anna Chernobai & Krzysztof Burnecki & Svetlozar Rachev & Stefan Trück & Rafał Weron, 2006. "Modelling catastrophe claims with left-truncated severity distributions," Computational Statistics, Springer, vol. 21(3), pages 537-555, December.
  4. Misiorek Adam & Trueck Stefan & Weron Rafal, 2006. "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-36, September.

2005

  1. Dorota Kuchta, 2005. "Fuzzy solution of the linear programming problem with interval coefficients in the constraints," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 3, pages 35-42.
  2. Mariusz Mazurkiewicz & Jacek Mercik, 2005. "Modified Shapley – Shubik power index for parliamentary coalitions," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 43-52.

2004

  1. Dorota Kuchta & Michal Kowalski, 2004. "Implementation of Activity Based Costing method in commercial company – case study," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 3, pages 33-51.
  2. Dorota Kuchta, 2004. "The critical chain method in project management – a formal description," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 1, pages 37-51.
  3. Weron, R & Bierbrauer, M & Trück, S, 2004. "Modeling electricity prices: jump diffusion and regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 39-48.
  4. Broszkiewicz-Suwaj, E & Makagon, A & Weron, R & Wyłomańska, A, 2004. "On detecting and modeling periodic correlation in financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 196-205.
  5. Jacek W. Mercik, 2004. "Single equivalent of double majority voting system," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 3, pages 53-66.

2003

  1. Triantis, Konstantinos & Sarangi, Sudipta & Kuchta, Dorota, 2003. "Fuzzy pair-wise dominance and fuzzy indices: An evaluation of productive performance," European Journal of Operational Research, Elsevier, vol. 144(2), pages 412-428, January.
  2. Gladysz B. & Kuchta D., 2003. "Minimalizacja oczekiwanej liczby opoznionych zadan w systemach obslugi z jedna maszyna z rozmytymi czasami obslugi terminami dyrektywnymi," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 4, pages 4.
  3. Gladysz B. & Kuchta D., 2003. "Otwarty dwumaszynowy problem szeregowania z rozmytymi czasami obrobki," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 4, pages 3.
  4. Kuchta D., 2003. "Uogolnienie pewnej koncepcji rozwiazania zadania programowania liniowego z przedzialowymi wspolczynnikami," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 4, pages 10.
  5. Sznajd-Weron, K. & Weron, R., 2003. "How effective is advertising in duopoly markets?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 437-444.
  6. Chanas, Stefan & Kasperski, Adam, 2003. "On two single machine scheduling problems with fuzzy processing times and fuzzy due dates," European Journal of Operational Research, Elsevier, vol. 147(2), pages 281-296, June.
  7. Kasperski A., 2003. "Analiza wrazliwosci w problemach kolejnosciowych," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 4, pages 8.

2002

  1. Weron, Rafał, 2002. "Estimating long-range dependence: finite sample properties and confidence intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(1), pages 285-299.

2001

  1. Sznajd-Weron, K. & Weron, Rafał, 2001. "A new model of mass extinctions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 293(3), pages 559-565.
  2. Weron, R. & Kozłowska, B. & Nowicka-Zagrajek, J., 2001. "Modeling electricity loads in California: a continuous-time approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 344-350.

2000

  1. Weron, Rafal, 2000. "Energy price risk management," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 285(1), pages 127-134.
  2. Weron, Rafal & Przybyłowicz, Beata, 2000. "Hurst analysis of electricity price dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(3), pages 462-468.
  3. Burnecki, Krzysztof & Kukla, Grzegorz & Weron, Rafał, 2000. "Property insurance loss distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(1), pages 269-278.
  4. Jacek W. Mercik, 2000. "Index of Power for Cabinet," Homo Oeconomicus, Institute of SocioEconomics, vol. 17, pages 125-136.
  5. Jan Frait & Luboš Komárek & Lumír Kulhánek & Andrew Yurkovsky, 2000. "An Analysis of Inflation in the Czech Republic Using the P* Model," Eastern European Economics, M.E. Sharpe, Inc., vol. 38(4), pages 54-72, August.

1999

  1. Weron, Rafal & Weron, Karina & Weron, Aleksander, 1999. "A conditionally exponential decay approach to scaling in finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 264(3), pages 551-561.
  2. Weron, Aleksander & Mercik, Szymon & Weron, Rafal, 1999. "Origins of the scaling behaviour in the dynamics of financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 264(3), pages 562-569.
  3. Mercik, Szymon & Weron, Rafal, 1999. "Scaling in currency exchange: a conditionally exponential decay approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 267(1), pages 239-250.

1998

  1. Jan Frait & Luboš Komárek & Lumír Kulhánek, 1998. "Analýza dynamiky inflace v ÈR pomocí P*-modelu (P-Star-Model-Based Analyses of Inflation Dynamics in the CR)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 48(11), pages 685-697, November.

1996

  1. Chanas, Stefan & Kuchta, Dorota, 1996. "Multiobjective programming in optimization of interval objective functions -- A generalized approach," European Journal of Operational Research, Elsevier, vol. 94(3), pages 594-598, November.
  2. Weron, Rafal, 1996. "On the Chambers-Mallows-Stuck method for simulating skewed stable random variables," Statistics & Probability Letters, Elsevier, vol. 28(2), pages 165-171, June.

1988

  1. Mercik, Jacek W., 1988. "Computer simulations of approval voting: Positional in one dimension candidates' characteristics," European Journal of Political Economy, Elsevier, vol. 4(4), pages 517-527.

1987

  1. Lubicz, Marek & Mielczarek, Bozena, 1987. "Simulation modelling of emergency medical services," European Journal of Operational Research, Elsevier, vol. 29(2), pages 178-185, May.

1986

  1. Mercik, Jacek W. & Kolodziejczyk, Waldemar, 1986. "Taxonomy approach to a cabinet formation problem," Mathematical Social Sciences, Elsevier, vol. 12(2), pages 159-167, October.

Books

2011

  1. Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2011. "Statistical Tools for Finance and Insurance (2nd edition)," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook1101.

2006

  1. Rafal Weron, 2006. "Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0601.

2005

  1. Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2005. "Statistical Tools for Finance and Insurance," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0501.

2000

  1. Aleksander Weron & Rafal Weron, 2000. "Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem)," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0001.

1998

  1. Aleksander Weron & Rafal Weron, 1998. "Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku)," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook9801.

Software components

2014

  1. Rafal Weron, 2014. "DESEASONALIZE: MATLAB function to remove short and long term seasonal components (new implementation)," HSC Software M013004, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Rafal Weron, 2014. "AWC_HURST: MATLAB function to compute the Hurst exponent using the Average Wavelet Coefficient (AWC) method," HSC Software M14002, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Jakub Nowotarski, 2014. "QRA: MATLAB function to compute interval forecasts using Quantile Regression Averaging (QRA)," HSC Software M14003, Hugo Steinhaus Center, Wroclaw University of Technology.

2013

  1. Piotr Przybyla & Katarzyna Sznajd-Weron & Rafal Weron, 2013. "The World According to Spinson (WAS): Standalone application for simulating agent-based models," HSC Software ZIP13001, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2013. "LTSCSIMPLE: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using simple methods," HSC Software M13001, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2013. "LTSCSIN: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using sine-based methods," HSC Software M13002, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2013. "LTSCWAVE: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using wavelet-based methods," HSC Software M13003, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Jakub Nowotarski & Rafal Weron, 2013. "LTSC_EXAMPLE: MATLAB example script and data for "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices"," HSC Software ZIP13002, Hugo Steinhaus Center, Wroclaw University of Technology.

2012

  1. Joanna Janczura & Rafal Weron, 2012. "CI_POWERTAIL: MATLAB function to test for 'dragon kings' vs. 'black swans'," HSC Software M12001, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Joanna Janczura & Rafal Weron, 2012. "CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails," HSC Software M12002, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Rafal Weron, 2012. "RUNNINGMEDIAN: MATLAB function to compute a running median of a time series," HSC Software M12006, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Joanna Janczura & Rafal Weron, 2012. "E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter," HSC Software M12005, Hugo Steinhaus Center, Wroclaw University of Technology.

2011

  1. Rafal Weron, 2011. "GPH: MATLAB function to estimate the Hurst exponent using the Geweke-Porter-Hudak (1983) spectral estimator (periodogram regression method)," HSC Software M11001, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Rafal Weron, 2011. "DFA: MATLAB function to compute the Hurst exponent using Detrended Fluctuation Analysis (DFA)," HSC Software M11002, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Rafal Weron, 2011. "HURST: MATLAB function to compute the Hurst exponent using R/S Analysis," HSC Software M11003, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Joanna Janczura & Rafal Weron, 2011. "MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes," HSC Software M11006, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Joanna Janczura & Rafal Weron, 2011. "MRS2IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 2 independent regimes," HSC Software M11005, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Joanna Janczura & Rafal Weron, 2011. "MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes," HSC Software M11004, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Joanna Janczura & Rafal Weron, 2011. "PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model," HSC Software M11007, Hugo Steinhaus Center, Wroclaw University of Technology.
  8. Joanna Janczura & Rafal Weron, 2011. "PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model," HSC Software M11008, Hugo Steinhaus Center, Wroclaw University of Technology.
  9. Joanna Janczura & Rafal Weron, 2011. "MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes," HSC Software M11009, Hugo Steinhaus Center, Wroclaw University of Technology.
  10. Joanna Janczura & Rafal Weron, 2011. "MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes," HSC Software M11010, Hugo Steinhaus Center, Wroclaw University of Technology.
  11. Joanna Janczura & Rafal Weron, 2011. "MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes," HSC Software M11011, Hugo Steinhaus Center, Wroclaw University of Technology.

2010

  1. Rafal Weron, 2010. "REMST: MATLAB function to remove trend and seasonal component using the moving average method," Statistical Software Components M429001, Boston College Department of Economics.
  2. Rafal Weron, 2010. "DESEASONALIZE: MATLAB function to remove short and long term seasonal components," Statistical Software Components M429002, Boston College Department of Economics.
  3. Rafal Weron, 2010. "STABLERND: MATLAB function to generate random numbers from the stable distribution," Statistical Software Components M429003, Boston College Department of Economics.
  4. Rafal Weron, 2010. "STABLEPDF_FFT: MATLAB function to compute the stable distribution probability density function (pdf) via FFT," Statistical Software Components M429004, Boston College Department of Economics.
  5. Szymon Borak & Rafal Weron, 2010. "STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis," Statistical Software Components M429005, Boston College Department of Economics.
  6. Szymon Borak & Rafal Weron, 2010. "STABLECULL: MATLAB function to estimate stable distribution parameters using the quantile method of McCulloch," Statistical Software Components M429004, Boston College Department of Economics.
  7. Szymon Borak & Rafal Weron, 2010. "STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams," Statistical Software Components M429004, Boston College Department of Economics.
  8. Rafal Weron, 2010. "MRJD_MLE: MATLAB function to estimate parameters of a Mean-Reverting Jump-Diffusion (MRJD) process using maximum likelihood," Statistical Software Components M429004, Boston College Department of Economics.
  9. Rafal Weron, 2010. "MRJD_PRED: MATLAB function to make a one-step ahead prediction of a Mean-Reverting Jump-Diffusion (MRJD) process," Statistical Software Components M429004, Boston College Department of Economics.
  10. Rafal Weron, 2010. "MRJD_SIM: MATLAB function to simulate trajectories of a Mean-Reverting Jump-Diffusion (MRJD) process," Statistical Software Components M429004, Boston College Department of Economics.
  11. Agnieszka Janek & Rafal Weron, 2010. "GARMANKOHLHAGEN: MATLAB function to evaluate European FX option prices in the Garman and Kohlhagen (1983) model," Statistical Software Components M430001, Boston College Department of Economics.
  12. Agnieszka Janek & Rafal Weron, 2010. "HESTONFFTVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the FFT approach of Carr and Madan (1999)," Statistical Software Components M430002, Boston College Department of Economics.
  13. Agnieszka Janek & Rafal Weron, 2010. "HESTONVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model," Statistical Software Components M430003, Boston College Department of Economics.
  14. Agnieszka Janek & Rafal Weron, 2010. "HESTONVANILLAFITSMILE: MATLAB function to fit the Heston (1993) option pricing model to the FX market implied volatility smile," Statistical Software Components M430004, Boston College Department of Economics.
  15. Agnieszka Janek & Rafal Weron, 2010. "HESTONVANILLALIPTON: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the approach of Lipton (2002)," Statistical Software Components M430005, Boston College Department of Economics.
  16. Agnieszka Janek & Rafal Weron, 2010. "HESTONVANILLASMILE: MATLAB function to compute the volatility smile implied by the Heston (1993) option pricing model," Statistical Software Components M430006, Boston College Department of Economics.
  17. Agnieszka Janek & Rafal Weron, 2010. "PDFHESTON: MATLAB function to evaluate the probability density function in the Heston (1993) model," Statistical Software Components M430007, Boston College Department of Economics.
  18. Rafal Weron, 2010. "SIMGBM: MATLAB function to simulate trajectories of Geometric Brownian Motion (GBM)," Statistical Software Components M430008, Boston College Department of Economics.
  19. Agnieszka Janek & Rafal Weron, 2010. "SIMHESTON: MATLAB function to simulate trajectories of the spot price and volatility processes in the Heston (1993) model," Statistical Software Components M430009, Boston College Department of Economics.
  20. Agnieszka Janek & Rafal Weron, 2010. "STF2HES_EX: MATLAB example scripts for "FX smile in the Heston model"," HSC Software ZIP10001, Hugo Steinhaus Center, Wroclaw University of Technology.
  21. Agnieszka Janek & Rafal Weron, 2010. "STF2HES: MATLAB functions for "FX smile in the Heston model"," HSC Software ZIP10002, Hugo Steinhaus Center, Wroclaw University of Technology.

2008

  1. Joanna Nowicka-Zagrajek & Rafal Weron, 2008. "COR: MATLAB function to compute the correlation coefficients," HSC Software M08001, Hugo Steinhaus Center, Wroclaw University of Technology.

2007

  1. Rafal Weron & Jakub Jurdziak & Adam Misiorek, 2007. "MFE Toolbox ver. 1.0.1 for MATLAB," HSC Software ZIP00001, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Rafal Weron, 2007. "CHRISTOF: MATLAB function to perform Christoffersen's (1998) tests of coverage," HSC Software M07001, Hugo Steinhaus Center, Wroclaw University of Technology.

2006

  1. Rafal Weron, 2006. "PERIODOG: MATLAB function to compute and plot the periodogram of a time series," HSC Software M06001, Hugo Steinhaus Center, Wroclaw University of Technology.