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Publications

by members of

Politechnika Wrocławska → Katedra Badań Operacyjnych i Inteligencji Biznesowej

Wroclaw University of Science and Technology → Department of Operations Research and Business Intelligence

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. 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 | Chapters | Software components |

Working papers

2026

  1. Katarzyna Chec & Bartosz Uniejewski & Rafal Weron, 2026, "From biased point forecasts of electricity demand to accurate predictive distributions: Using LASSO and GAMLSS," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/26/01.

2025

  1. Yash Chawla & Katarzyna Chojnacka & Michal Paca & Anna Pudelko & Rafal Weron & Przemyslaw Zaleski, 2025, "Cost-benefit analysis of a municipal waste management project: Using a survey of professional forecasters to provide reliable projections until 2035," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/01.
  2. Katarzyna Maciejowska & Arkadiusz Lipiecki & Bartosz Uniejewski, 2025, "Statistical and economic evaluation of forecasts in electricity markets: beyond RMSE and MAE," Papers, arXiv.org, number 2511.13616, Nov, revised Mar 2026.
  3. Arkadiusz Lipiecki & Rafal Weron, 2025, "PostForecasts.jl: A Julia package for probabilistic forecasting by postprocessing point predictions," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/02.
  4. Jieyu Chen & Sebastian Lerch & Melanie Schienle & Tomasz Serafin & Rafal Weron, 2025, "Probabilistic intraday electricity price forecasting using generative machine learning," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/05.
  5. Arkadiusz Lipiecki & Kaja Bilinska & Nikolaos Kourentzes & Rafal Weron, 2025, "Stealing accuracy: Predicting day-ahead electricity prices with Temporal Hierarchy Forecasting (THieF)," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/06.

2024

  1. Katarzyna Maciejowska & Weronika Nitka, 2024, "Multiple split approach -- multidimensional probabilistic forecasting of electricity markets," Papers, arXiv.org, number 2407.07795, Jul.
  2. Katarzyna Chec & Bartosz Uniejewski & Rafal Weron, 2024, "Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/24/04.
  3. Arkadiusz Lipiecki & Bartosz Uniejewski & Rafa{l} Weron, 2024, "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Papers, arXiv.org, number 2404.02270, Apr, revised Oct 2024.
  4. Bartosz Uniejewski, 2024, "Regularization for electricity price forecasting," Papers, arXiv.org, number 2404.03968, Apr.
  5. Tomasz Serafin & Bartosz Uniejewski, 2024, "Ranking probabilistic forecasting models with different loss functions," Papers, arXiv.org, number 2411.17743, Nov.
  6. Tomasz Serafin & Rafal Weron, 2024, "Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/24/03.

2023

  1. Katarzyna Maciejowska & Tomasz Serafin & Bartosz Uniejewski, 2023, "Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading," Papers, arXiv.org, number 2303.08565, Mar, revised Nov 2024.
  2. Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2023, "Trading on short-term path forecasts of intraday electricity prices. Part II -- Distributional Deep Neural Networks," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/23/01.
  3. Weronika Nitka & Rafa{l} Weron, 2023, "Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?," Papers, arXiv.org, number 2308.15443, Aug.
  4. Bartosz Uniejewski, 2023, "Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices," Papers, arXiv.org, number 2302.00411, Feb, revised Nov 2024.

2022

  1. Arkadiusz Jędrzejewski & Katarzyna Sznajd-Weron & Jakub Pawłowski & Anna Kowalska-Pyzalska, 2022, "Purchasing decisions on alternative fuel vehicles within the agent-based model," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/22/01.
  2. Katarzyna Maciejowska & Bartosz Uniejewski & Rafa{l} Weron, 2022, "Forecasting Electricity Prices," Papers, arXiv.org, number 2204.11735, Apr.
  3. Katarzyna Maciejowska, 2022, "A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets," Papers, arXiv.org, number 2205.00975, Apr.
  4. Bartosz Uniejewski & Katarzyna Maciejowska, 2022, "LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling," Papers, arXiv.org, number 2207.04794, Jul.
  5. Arkadiusz Jk{e}drzejewski & Jesus Lago & Grzegorz Marcjasz & Rafa{l} Weron, 2022, "Electricity Price Forecasting: The Dawn of Machine Learning," Papers, arXiv.org, number 2204.00883, Apr.
  6. Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022, "Distributional neural networks for electricity price forecasting," Papers, arXiv.org, number 2207.02832, Jul, revised Dec 2022.
  7. Julia Nasiadka & Weronika Nitka & Rafa{l} Weron, 2022, "Calibration window selection based on change-point detection for forecasting electricity prices," Papers, arXiv.org, number 2204.00872, Apr.

2021

  1. Yash Chawla & Agnieszka Radziwon & Laurent Scaringella & Ewa Lazarczyk Carlson & Marco Greco & Paulo Duarte Silveira & Eduardo Pestana de Aguiar & Qing Yang Shen & Markus Will & Anna Kowalska-Pyzalska, 2021, "Predictors and outcomes of individual knowledge on early-stage pandemic: Social media, information credibility, public opinion, and behaviour in a large-scale global study," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/01, Jan.
  2. Dušan Mladenović & Kamil Koštiál & Nikolina Ljepava & Ondřej Částek & Yash Chawla, 2021, "Emojis to conversion on social media: Insights into online consumer engagement and reactions," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/13, Nov.
  3. Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021, "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/04, Mar.
  4. Anna Kowalska-Pyzalska & Rafał Michalski & Marek Kott & Anna Skowrońska-Szmer & Joanna Kott, 2021, "Consumer preferences towards alternative fuel vehicles. Results from the conjoint analysis," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/02, Feb.
  5. Kin G. Olivares & Cristian Challu & Grzegorz Marcjasz & Rafal Weron & Artur Dubrawski, 2021, "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/07, Apr.
  6. Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafal Weron, 2021, "Erratum to 'Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark' [Appl. Energy 293 (2021) 116983]," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/12, Jul.
  7. Weronika Nitka & Tomasz Serafin & Dimitrios Sotiros, 2021, "Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/06, Apr.
  8. Tomasz Antczak & Bartosz Skorupa & Mikolaj Szurlej & Rafal Weron & Jacek Zabawa, 2021, "Simulation modeling of epidemic risk in supermarkets: Investigating the impact of social distancing and checkout zone design," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/05, Mar.

2020

  1. Yash Chawla & Grzegorz Chodak, 2020, "Social Media Marketing for Businesses: Organic Promotions of Web-Links on Facebook," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/03, Feb.
  2. Anna Kowalska-Pyzalska & Marek Kott & Joanna Kott, 2020, "How much Polish consumers know about alternative fuel vehicles?," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/14, Aug.
  3. Anna Kowalska-Pyzalska & Joanna Kott & Marek Kott, 2020, "Why Polish market of alternative fuel vehicles (AFVs) is the smallest in Europe? SWOT analysis of opportunities and threats," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/04, Mar.
  4. Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020, "PCA forecast averaging - predicting day-ahead and intraday electricity prices," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/02, Feb.
  5. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2020, "Beating the naive: Combining LASSO with naive intraday electricity price forecasts," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/01, Feb.
  6. Tomasz Serafin & Grzegorz Marcjasz & Rafal Weron, 2020, "Trading on short-term path forecasts of intraday electricity prices," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/17, Dec.
  7. Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafa{l} Weron, 2020, "Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark," Papers, arXiv.org, number 2008.08004, Aug, revised Dec 2020.
  8. Grzegorz Marcjasz & Jesus Lago & Rafa{l} Weron, 2020, "Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs," Papers, arXiv.org, number 2008.08006, Aug.
  9. Ewa Pralat, 2020, "The use of ICT tools in the communication between students and academic teachers," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/05, May.
  10. Ewa Pralat, 2020, "Internet in purchase processes of Polish SMEs," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/06, May.
  11. Przybyla, Katarzyna & Kachniarz, Marian & Ramsey, David, 2020, "The investment activity of cities in the context of their administrative status: A case study from Poland," MPRA Paper, University Library of Munich, Germany, number 100230, Feb.
  12. Zbigniew Palmowski & Tomasz Serafin, 2020, "Note on simulation pricing of $\pi$-options," Papers, arXiv.org, number 2007.02076, Jul, revised Aug 2020.
  13. Tao Hong & Pierre Pinson & Yi Wang & Rafal Weron & Dazhi Yang & Hamidreza Zareipour, 2020, "Energy forecasting: A review and outlook," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/08, May.
  14. Tomasz Antczak & Rafal Weron & Jacek Zabawa, 2020, "Data-driven simulation modeling of the checkout process in supermarkets: Insights for decision support in retail operations," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/16, Aug.

2019

  1. Yash Chawla & Anna Kowalska-Pyzalska & Anna Skowronska-Szmer, 2019, "Perspectives of smart meters' roll-out in India: an empirical analysis of consumers' awareness and preferences," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/03, Sep.
  2. Yash Chawla & Anna Kowalska-Pyzalska & Paulo Duarte Silveira, 2019, "Marketing and communications channels for diffusion of smart meters in Portugal," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/05, Dec.
  3. Yash Chawla & Anna Kowalska-Pyzalska & Burcu Oralhan, 2019, "Attitudes and Opinions of Social Media Users Towards Smart Meters' Rollout in Turkey," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/06, Dec.
  4. Romain Guillaume & Adam Kasperski & Pawel Zielinski, 2019, "Production planning under demand uncertainty: a budgeted uncertainty approach," Post-Print, HAL, number hal-03012578, Sep, DOI: 10.1007/978-3-030-48439-2_52.
  5. Jagoda Mrzyglocka-Chojnacka & Joanna Kott & Marek Kott, 2019, "Communication management model- case study in the project of energy efficiency improvement using the RASCI matrix," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/19/05, May.
  6. Joanna Kott & Jagoda Mrzyglocka-Chojnacka & Marek Kott, 2019, "Model of the impact of legal regulations on management processes in power companies," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/19/06, Jun.
  7. Katarzyna Maciejowska & Rafal Weron, 2019, "Electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/01, Feb.
  8. Katarzyna Maciejowska, 2019, "Assessing the impact of renewable energy sources on the electricity price level and variability - a Quantile Regression approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/02, Jul.
  9. Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019, "Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/08, Dec.
  10. Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019, "Balancing RES generation: Profitability of an energy trader," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/07, Dec.
  11. Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019, "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/19/08, Jun, revised 06 Jul 2019.
  12. Bartosz Uniejewski & Rafal Weron, 2019, "Regularized Quantile Regression Averaging for probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/04, Nov.

2018

  1. Anna Kowalska-Pyzalska, 2018, "An empirical analysis of green energy adoption among residential consumers in Poland," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/01, Apr.
  2. Anna Kowalska-Pyzalska & David Ramsey, 2018, "Household willingness to pay for green electricity in Poland," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/04, Jul.
  3. Katarzyna Hubicka & Grzegorz Marcjasz & Rafal Weron, 2018, "A note on averaging day-ahead electricity price forecasts across calibration windows," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/03, Jul.
  4. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2018, "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/05, Jul.
  5. Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2018, "Selection of calibration windows for day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/06, Aug.
  6. Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2018, "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/07, Aug.
  7. Bartosz Uniejewski & Rafal Weron, 2018, "Efficient forecasting of electricity spot prices with expert and LASSO models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/02, Jun.
  8. Florian Ziel & Rafal Weron, 2018, "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Papers, arXiv.org, number 1805.06649, May.

2017

  1. Tomasz Weron & Anna Kowalska-Pyzalska & Rafal Weron, 2017, "The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/04, Nov.
  2. Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2017, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/02, May.
  3. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2017, "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/03, Jul.
  4. Bartosz Uniejewski & Rafal Weron & Florian Ziel, 2017, "Variance stabilizing transformations for electricity spot price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/01, Feb.
  5. Pawel Maryniak & Rafal Weron, 2017, "Habitat momentum," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/05, Dec.

2016

  1. Anna Kowalska-Pyzalska & Karolina Cwik & Arkadiusz Jedrzejewski & Katarzyna Sznajd-Weron, 2016, "Linking consumer opinions with reservation prices in an agent-based model of innovation diffusion," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/03, Mar.
  2. Katarzyna Maciejowska & Arkadiusz Jedrzejewski & Anna Kowalska-Pyzalska & Rafal Weron, 2016, "Impact of social interactions on demand curves for innovative products," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/04, Mar.
  3. Małgorzata Rutkowska & Anna Kowalska-Pyzalska & Nina Szczygieł, 2016, "Eco-innovative Sustainable Investments and a Potential of Environmental Insurance," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/16/01, Jan.
  4. Anna Kowalska-Pyzalska, 2016, "What makes consumers adopt to innovative energy services in the energy market?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/09, Oct.
  5. Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2016, "Automated variable selection and shrinkage for day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/06, Jul.
  6. Jakub Nowotarski & Rafal Weron, 2016, "To combine or not to combine? Recent trends in electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/01, Jan.
  7. Jakub Nowotarski & Rafal Weron, 2016, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/05, Mar.
  8. Jakub Nowotarski & Rafal Weron, 2016, "Recent advances in electricity price forecasting: A review of probabilistic forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/07, Sep.
  9. Florian Ziel & Rafal Weron, 2016, "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/08, Oct.
  10. Pawel Maryniak & Stefan Trueck & Rafal Weron, 2016, "Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/10, Nov.

2015

  1. Katarzyna Maciejowska & Arkadiusz Jedrzejewski & Anna Kowalska-Pyzalska & Katarzyna Sznajd-Weron & Rafal Weron, 2015, "Two faces of word-of-mouth: Understanding the impact of social interactions on demand curves for innovative products," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/09, Oct.
  2. Katarzyna Byrka & Arkadiusz Jedrzejewski & Katarzyna Sznajd-Weron & Rafal Weron, 2015, "Difficulty is critical: Psychological factors in modeling diffusion of green products and practices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/10, Oct.
  3. Anna Kowalska-Pyzalska, 2015, "Social acceptance of green energy and dynamic electricity tariffs - a short review," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/07, Jul.
  4. Katarzyna Maciejowska & Rafal Weron, 2015, "Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/04.
  5. Katarzyna Maciejowska & Jakub Nowotarski, 2015, "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/06, May.
  6. Jerzy Grobelny & Rafal Michalski & Rafal Weron, 2015, "Is Human Visual Activity in Simple Human-Computer Interaction Search Tasks a Lévy Flight?," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/15/04, Apr.
  7. Bidong Liu & Jakub Nowotarski & Tao Hong & Rafal Weron, 2015, "Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/01, Feb.
  8. Stefan Trück & Rafal Weron, 2015, "Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/03.
  9. Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong, 2015, "Improving short term load forecast accuracy via combining sister forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/05, May.

2014

  1. 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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/01, Jan.
  2. Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron, 2014, "Modeling consumer opinions towards dynamic pricing: An agent-based approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/06, Apr.
  3. Katarzyna Maciejowska, 2014, "Fundamental and speculative shocks, what drives electricity prices?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/05, Apr.
  4. Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014, "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/09, Jun.
  5. Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014, "Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/10, Jul.
  6. Rafal Weron, 2014, "A review of electricity price forecasting: The past, the present and the future," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/02, Mar.
  7. 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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/03, Apr.
  8. Rafal Weron & Michal Zator, 2014, "A note on using the Hodrick-Prescott filter in electricity markets," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/04, Mar.
  9. Rafal Weron, 2014, "Electricity price forecasting: A review of the state-of-the-art with a look into the future," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/07, May, DOI: 10.1016/j.ijforecast.2014.08.008.
  10. 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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/08, May.
  11. Pawel Maryniak & Rafal Weron, 2014, "Forecasting the occurrence of electricity price spikes in the UK power market," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/11, Aug.
  12. Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic, 2014, "Evaluating the performance of VaR models in energy markets," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/12, Oct.

2013

  1. 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 elektroenergetycznej)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/03, Feb.
  2. 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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/05, May.
  3. 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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/10, Nov.
  4. Maciejowska, Katarzyna, 2013, "Assessing the number of components in a normal mixture: an alternative approach," MPRA Paper, University Library of Munich, Germany, number 50303, Oct.
  5. 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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/01, Feb, revised 15 Apr 2013.
  6. Katarzyna Maciejowska & Rafal Weron, 2013, "Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/11, Dec.
  7. 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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/02, Feb.
  8. Piotr Przybyla & Katarzyna Sznajd-Weron & Rafal Weron, 2013, "Diffusion of innovation within an agent-based model: Spinsons, independence and advertising," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/04, Mar.
  9. Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron, 2013, "An empirical comparison of alternate schemes for combining electricity spot price forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/07, Aug.
  10. Rafal Weron & Michal Zator, 2013, "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/08, Oct.
  11. Katarzyna Sznajd-Weron & Janusz Szwabinski & Rafal Weron & Tomasz Weron, 2013, "Rewiring the network. What helps an innovation to diffuse?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/09, Oct.
  12. Jakub Nowotarski & Rafal Weron, 2013, "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/12, Dec.

2012

  1. Anna Kowalska-Pyzalska, 2012, "Optimal placement of distributed generation in the distribution network: Assessment of economic and technical effectiveness of investments," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/07.
  2. Despotis, Dimitrs & Koronakos, Gregory & Sotiros, Dimitris, 2012, "Additive decomposition in two-stage DEA: An alternative approach," MPRA Paper, University Library of Munich, Germany, number 41724, Jul.
  3. 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, University Library of Munich, Germany, number 39277, Jun.
  4. Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafal, 2012, "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," MPRA Paper, University Library of Munich, Germany, number 42563, Nov.
  5. Joanna Janczura & Rafal Weron, 2012, "Inference for Markov-regime switching models of electricity spot prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/01.
  6. Stefan Trück & Wolfgang Härdle & Rafal Weron, 2012, "The relationship between spot and futures CO2 emission allowance prices in the EU-ETS," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/02.
  7. Pawe³ Bieñkowski & Krzysztof Burnecki & Joanna Janczura & Rafal Weron & Bart³omiej Zubrzak, 2012, "A new method for automated noise cancellation in electromagnetic field measurement," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/05.

2011

  1. Anna Kowalska-Pyzalska, 2011, "Usage of metaheuristic methods of optimization of distributed generation placement into the distribution network (Możliwości zastosowania algorytmów metaheurystycznych do optymalizacji przyłączenia rozprosznych źródeł energii do sieci elektroenergety," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/11/07.
  2. Stephen Kinsella & David M. Ramsey, 2011, "A Model of Partnership Formation with Friction and Multiple Criteria," Working Papers, Geary Institute, University College Dublin, number 201119, Sep.
  3. Joanna Janczura & Rafal Weron, 2011, "Black swans or dragon kings? A simple test for deviations from the power law," Papers, arXiv.org, number 1102.3712, Feb.

2010

  1. Anna Kowalska-Pyzalska, 2010, "Smart grid as a chance for distributed generation (Koncepcja smart grid szansą dla rozwoju generacji rozproszonej)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/10/07.
  2. Katarzyna Maciejowska, 2010, "Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis," Economics Working Papers, European University Institute, number ECO2010/27.
  3. Katarzyna Maciejowska, 2010, "Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory," Economics Working Papers, European University Institute, number ECO2010/28.
  4. 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, University Library of Munich, Germany, number 34699, Apr.
  5. Chodak, Grzegorz & Latus, Łukasz & Prałat, Ewa, 2010, "Analiza dystrybucji w sklepach internetowych
    [Analysis of Distribution in Internet Shops]    ," MPRA Paper, University Library of Munich, Germany, number 34701, May.
  6. 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 National Post – Results of Survey Research]    ," MPRA Paper, University Library of Munich, Germany, number 34702, Jun.
  7. Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup, 2010, "FX Smile in the Heston Model," Papers, arXiv.org, number 1010.1617, Oct.
  8. Janczura, Joanna & Weron, Rafal, 2010, "An empirical comparison of alternate regime-switching models or electricity spot prices," MPRA Paper, University Library of Munich, Germany, number 20546, Feb.
  9. Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal, 2010, "Loss Distributions," MPRA Paper, University Library of Munich, Germany, number 22163.
    • Krzysztof Burnecki & Adam Misiorek & Rafał Weron, 2005, "Loss Distributions," Springer Books, Springer, chapter 13, "Statistical Tools for Finance and Insurance", DOI: 10.1007/3-540-27395-6_13.
  10. Janczura, Joanna & Weron, Rafal, 2010, "Goodness-of-fit testing for regime-switching models," MPRA Paper, University Library of Munich, Germany, number 22871, May.
  11. Janczura, Joanna & Weron, Rafal, 2010, "Modeling electricity spot prices: Regime switching models with price-capped spike distributions," MPRA Paper, University Library of Munich, Germany, number 23296, Jun.
  12. Burnecki, Krzysztof & Weron, Rafal, 2010, "Simulation of Risk Processes," MPRA Paper, University Library of Munich, Germany, number 25444.
    • Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał, 2004, "Simulation of risk processes," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,01.
  13. Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal, 2010, "Building Loss Models," MPRA Paper, University Library of Munich, Germany, number 25492, Sep.
    • Krzysztof Burnecki & Joanna Janczura & Rafał Weron, 2011, "Building loss models," Springer Books, Springer, chapter 9, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_9.
    • Krzysztof Burnecki & Joanna Janczura & Rafal Weron, 2010, "Building Loss Models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/10/03.
    • Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafał, 2010, "Building loss models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-048.
  14. Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010, "Models for Heavy-tailed Asset Returns," MPRA Paper, University Library of Munich, Germany, number 25494, Sep.
  15. Weron, Rafal & Janczura, Joanna, 2010, "Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices," MPRA Paper, University Library of Munich, Germany, number 26628, Nov.
  16. Adam Misiorek & Rafal Weron, 2010, "Heavy-tailed distributions in VaR calculations," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/10/05.

2009

  1. 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 sieci elektroenergetycznej z wykorzystaniem programowani," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/09/03.
  2. 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 energii do sieci elektroenergetycznej z wykorzystaniem opt," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/09/04.
  3. Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska, 2009, "Structural Vector Autoregressions with Markov Switching," Economics Working Papers, European University Institute, number ECO2009/06.
  4. Janczura, Joanna & Weron, Rafal, 2009, "Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions," MPRA Paper, University Library of Munich, Germany, number 18784, Apr.
  5. Weron, Rafal, 2009, "Forecasting wholesale electricity prices: A review of time series models," MPRA Paper, University Library of Munich, Germany, number 21299.
      Unknown
  6. Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron, 2009, "Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/09/01.

2008

  1. Katarzyna Sznajd-Weron & Rafa{l} Weron & Maja W{l}oszczowska, 2008, "Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland," Papers, arXiv.org, number 0809.1534, Sep.
  2. Borak, Szymon & Weron, Rafal, 2008, "A semiparametric factor model for electricity forward curve dynamics," MPRA Paper, University Library of Munich, Germany, number 10421, Jul.
  3. Weron, Rafal, 2008, "Heavy-tails and regime-switching in electricity prices," MPRA Paper, University Library of Munich, Germany, number 10424, May.
  4. Weron, Rafal & Misiorek, Adam, 2008, "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," MPRA Paper, University Library of Munich, Germany, number 10428, Jun.
  5. Weron, Rafal, 2008, "Bezpieczeństwo elektroenergetyczne: Ryzyko > Zarządzanie ryzykiem > Bezpieczeństwo
    [Power security: Risk > Risk management > Security]    ," MPRA Paper, University Library of Munich, Germany, number 18786, revised 2008.

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, University Library of Munich, Germany, number 2292, Mar, revised Oct 2007.
  2. Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2007, "Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices," MPRA Paper, University Library of Munich, Germany, number 4711, Aug.

2006

  1. Weron, Rafal & Misiorek, Adam, 2006, "Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market," MPRA Paper, University Library of Munich, Germany, number 1363.
  2. Rafal Weron & Adam Misiorek, 2006, "Short-term electricity price forecasting with time series models: A review and evaluation," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/06/01.
  3. Adam Misiorek & Rafal Weron, 2006, "Interval forecasting of spot electricity prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/06/05.
  4. Krzysztof Burnecki & Rafal Weron, 2006, "Visualization tools for insurance risk processes," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/06/06.
  5. Borak, Szymon & Härdle, Wolfgang Karl & Trück, Stefan & Weron, Rafał, 2006, "Convenience yields for CO₂ emission allowance futures contracts," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-076.

2005

  1. Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal, 2005, "Modelling catastrophe claims with left-truncated severity distributions (extended version)," MPRA Paper, University Library of Munich, Germany, number 10423.
  2. Rafal Weron, 2005, "Market price of risk implied by Asian-style electricity options," Econometrics, University Library of Munich, Germany, number 0502003, Feb.
  3. Rafal Weron & Adam Misiorek, 2005, "Modeling and forecasting electricity loads: A comparison," Econometrics, University Library of Munich, Germany, number 0502004, Feb.
  4. Michael Bierbrauer & Stefan Trueck & Rafal Weron, 2005, "Modeling electricity prices with regime switching models," Econometrics, University Library of Munich, Germany, number 0502005, Feb.
  5. Ewa Broszkiewicz-Suwaj & Andrzej Makagon & Rafal Weron & Agnieszka Wylomanska, 2005, "On detecting and modeling periodic correlation in financial data," Econometrics, University Library of Munich, Germany, number 0502006, Feb.
  6. Rafal Weron & Adam Misiorek, 2005, "Forecasting Spot Electricity Prices With Time Series Models," Econometrics, University Library of Munich, Germany, number 0504001, Apr.
  7. Krzysztof Burnecki & Rafal Weron, 2005, "Modeling the risk process in the XploRe computing environment," Risk and Insurance, University Library of Munich, Germany, number 0502001, Feb.
  8. Rafal Weron & Ingve Simonsen, 2005, "Blackouts, risk, and fat-tailed distributions," Risk and Insurance, University Library of Munich, Germany, number 0510001, Oct.
  9. Rafal Weron, 2005, "Heavy tails and electricity prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/05/02.
  10. Borak, Szymon & Härdle, Wolfgang Karl & Weron, Rafał, 2005, "Stable distributions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-008.
    • Szymon Borak & Wolfgang Härdle & Rafał Weron, 2005, "Stable Distributions," Springer Books, Springer, chapter 1, "Statistical Tools for Finance and Insurance", DOI: 10.1007/3-540-27395-6_1.

2004

  1. Ramsey, David M. & Szajowski, Krzysztof, 2004, "Correlated equilibria in competitive staff selection problem," MPRA Paper, University Library of Munich, Germany, number 19870, Sep, revised 2006.
  2. Simonsen, Ingve & Weron, Rafal & Mo, Birger, 2004, "Structure and stylized facts of a deregulated power market," MPRA Paper, University Library of Munich, Germany, number 1443.
  3. Rafal Weron, 2004, "Power markets in Poland and worldwide (Rynki energii elektrycznej w Polsce i na swiecie)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/04/02.
  4. Rafal Weron & Slawomir Wojcik, 2004, "Principal Components Analysis in implied volatility modeling (Analiza skladowych glownych w modelowaniu implikowanej zmiennosci)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/04/03.
  5. Weron, Rafał, 2004, "Computationally intensive Value at Risk calculations," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,32.

2003

  1. Rafal Weron & Ingve Simonsen & Piotr Wilman, 2003, "Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market," Econometrics, University Library of Munich, Germany, number 0303007, Mar.
  2. Rafal Weron, 2003, "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," Econometrics, University Library of Munich, Germany, number 0305003, May.
  3. Rafal Weron & Michael Bierbrauer & Stefan Trück, 2003, "Modeling electricity prices: jump diffusion and regime switching," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/03/01, DOI: doi:10.1016/j.physa.2004.01.008.
  4. Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron, 2003, "An introduction to simulation of risk processes," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/03/04.

2002

  1. K. Sznajd-Weron & R. Weron, 2002, "How effective is advertising in duopoly markets?," Papers, arXiv.org, number cond-mat/0211058, Nov, revised Dec 2002.
  2. Mercik, Szymon & Weron, Rafal, 2002, "Origins of scaling in FX markets," MPRA Paper, University Library of Munich, Germany, number 2294, Jul.
  3. Joanna Nowicka-Zagrajek & Rafal Weron, 2002, "Modeling electricity loads in California: ARMA models with hyperbolic noise," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/02/02, DOI: doi:10.1016/S0165-1684(02)00318-3.
  4. Rafal Weron, 2002, "Pricing European options on instruments with a constant dividend yield: The randomized discrete-time approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/02/04.

2001

  1. Rafal Weron, 2001, "Measuring long-range dependence in electricity prices," Papers, arXiv.org, number cond-mat/0103621, Mar.
  2. Rafal Weron, 2001, "Estimating long range dependence: finite sample properties and confidence intervals," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/01/03, DOI: 10.1016/S0378-4371(02)00961-5.

2000

  1. David M., Ramsey & Krzysztof, Szajowski, 2000, "Bilateral Approach to the Secretary Problem," MPRA Paper, University Library of Munich, Germany, number 19888, revised 2003.
  2. K. Sznajd-Weron & R. Weron, 2000, "A simple model of price formation," Papers, arXiv.org, number cond-mat/0101001, Dec, revised Nov 2001.
  3. Rafal Weron & Beata Przybylowicz, 2000, "Hurst analysis of electricity price dynamics," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/00/01.
  4. Rafal Weron, 2000, "Energy price risk management," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/00/02.
  5. Krzysztof Burnecki & Grzegorz Kukla & Rafal Weron, 2000, "Property insurance loss distributions," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/00/03.

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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/99/01.

1998

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

1997

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

1996

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

1995

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

Journal articles

2025

  1. Dimitrios Sotiros & Gregory Koronakos & Julia Żołądkiewicz, 2025, "A generalized composition approach in Network Data Envelopment Analysis for complex structures: An application of higher education institutions in Poland," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 35, issue 1, pages 108-139, DOI: 10.37190/ord250105.
  2. Serafin, Tomasz & Weron, Rafał, 2025, "Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108596.
  3. Chȩć, Katarzyna & Uniejewski, Bartosz & Weron, Rafał, 2025, "Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market," Journal of Commodity Markets, Elsevier, volume 37, issue C, DOI: 10.1016/j.jcomm.2024.100449.

2024

  1. Fotios Petropoulos & Gilbert Laporte & Emel Aktas & Sibel A. Alumur & Claudia Archetti & Hayriye Ayhan & Maria Battarra & Julia A. Bennell & Jean-Marie Bourjolly & John E. Boylan & Michèle Breton & Da, 2024, "Operational Research: methods and applications," Journal of the Operational Research Society, Taylor & Francis Journals, volume 75, issue 3, pages 423-617, March, DOI: 10.1080/01605682.2023.2253852.
  2. Lipiecki, Arkadiusz & Uniejewski, Bartosz & Weron, Rafał, 2024, "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107934.
  3. Bartosz Uniejewski, 2024, "Regularization for electricity price forecasting," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 34, issue 3, pages 267-286, DOI: 10.37190/ord240314.

2023

  1. Marek Nowacki & Joanna Kowalczyk-Anioł & Yash Chawla, 2023, "Gen Z’s Attitude towards Green Image Destinations, Green Tourism and Behavioural Intention Regarding Green Holiday Destination Choice: A Study in Poland and India," Sustainability, MDPI, volume 15, issue 10, pages 1-17, May.
  2. Uniejewski, Bartosz & Maciejowska, Katarzyna, 2023, "LASSO principal component averaging: A fully automated approach for point forecast pooling," International Journal of Forecasting, Elsevier, volume 39, issue 4, pages 1839-1852, DOI: 10.1016/j.ijforecast.2022.09.004.
  3. Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023, "Distributional neural networks for electricity price forecasting," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106843.
  4. Olivares, Kin G. & Challu, Cristian & Marcjasz, Grzegorz & Weron, Rafał & Dubrawski, Artur, 2023, "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 884-900, DOI: 10.1016/j.ijforecast.2022.03.001.
  5. Weronika Nitka & Rafał Weron, 2023, "Combining predictive distributions of electricity prices. Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 33, issue 3, pages 105-118, DOI: 10.37190/ord230307.
  6. Sebastian Klaudiusz Tomczak, 2023, "General bankruptcy prediction models for the Visegrád Group. The stability over time," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 33, issue 4, pages 171-187, DOI: 10.37190/ord2304010.

2022

  1. Kowalska-Pyzalska, Anna & Michalski, Rafał & Kott, Marek & Skowrońska-Szmer, Anna & Kott, Joanna, 2022, "Consumer preferences towards alternative fuel vehicles. Results from the conjoint analysis," Renewable and Sustainable Energy Reviews, Elsevier, volume 155, issue C, DOI: 10.1016/j.rser.2021.111776.
  2. Neska, Ewa & Kowalska-Pyzalska, Anna, 2022, "Conceptual design of energy market topologies for communities and their practical applications in EU: A comparison of three case studies," Renewable and Sustainable Energy Reviews, Elsevier, volume 169, issue C, DOI: 10.1016/j.rser.2022.112921.
  3. Katrzyna Maciejowska, 2022, "Portfolio management of a small RES utility with a structural vector autoregressive model of electricity markets in Germany," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 32, issue 4, pages 75-90, DOI: 10.37190/ord220405.
  4. Serafin, Tomasz & Marcjasz, Grzegorz & Weron, Rafał, 2022, "Trading on short-term path forecasts of intraday electricity prices," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106125.
  5. Sotiros, Dimitrios & Rodrigues, Vasco & Silva, Maria Conceição, 2022, "Analysing the export potentials of the Portuguese footwear industry by data envelopment analysis," Omega, Elsevier, volume 108, issue C, DOI: 10.1016/j.omega.2021.102560.
  6. Koronakos, Gregory & Sotiros, Dimitris & Despotis, Dimitris K. & Kritikos, Manolis N., 2022, "Fair efficiency decomposition in network DEA: A compromise programming approach," Socio-Economic Planning Sciences, Elsevier, volume 79, issue C, DOI: 10.1016/j.seps.2021.101100.

2021

  1. Chawla, Yash & Chodak, Grzegorz, 2021, "Social media marketing for businesses: Organic promotions of web-links on Facebook," Journal of Business Research, Elsevier, volume 135, issue C, pages 49-65, DOI: 10.1016/j.jbusres.2021.06.020.
  2. Marek Nowacki & Yash Chawla & Joanna Kowalczyk-Anioł, 2021, "What Drives the Eco-Friendly Tourist Destination Choice? The Indian Perspective," Energies, MDPI, volume 14, issue 19, pages 1-16, September.
  3. Arkadiusz Jędrzejewski & Grzegorz Marcjasz & Rafał Weron, 2021, "Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO," Energies, MDPI, volume 14, issue 11, pages 1-17, June.
  4. Marc Goerigk & Adam Kasperski & Paweł Zieliński, 2021, "Combinatorial two-stage minmax regret problems under interval uncertainty," Annals of Operations Research, Springer, volume 300, issue 1, pages 23-50, May, DOI: 10.1007/s10479-020-03863-7.
  5. Anna Kowalska-Pyzalska & Marek Kott & Joanna Kott, 2021, "How Much Polish Consumers Know about Alternative Fuel Vehicles? Impact of Knowledge on the Willingness to Buy," Energies, MDPI, volume 14, issue 5, pages 1-19, March.
  6. Anna Skowrońska-Szmer & Anna Kowalska-Pyzalska, 2021, "Key Factors of Development of Electromobility AMONG Microentrepreneurs: A Case Study from Poland," Energies, MDPI, volume 14, issue 3, pages 1-25, February.
  7. Maciejowska, Katarzyna & Nitka, Weronika & Weron, Tomasz, 2021, "Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105273.
  8. Lago, Jesus & Marcjasz, Grzegorz & De Schutter, Bart & Weron, Rafał, 2021, "Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark," Applied Energy, Elsevier, volume 293, issue C, DOI: 10.1016/j.apenergy.2021.116983.
  9. Mielczarek, Bożena & Zabawa, Jacek, 2021, "Modelling demographic changes using simulation: Supportive analyses for socioeconomic studies," Socio-Economic Planning Sciences, Elsevier, volume 74, issue C, DOI: 10.1016/j.seps.2020.100938.
  10. Sebastian Klaudiusz Tomczak & Anna Skowrońska-Szmer & Jan Jakub Szczygielski, 2021, "Is It Possible to Make Money on Investing in Companies Manufacturing Solar Components? A Panel Data Approach," Energies, MDPI, volume 14, issue 12, pages 1-20, June.
  11. Sebastian Klaudiusz Tomczak, 2021, "Ratio Selection between Six Sectors in the Visegrad Group Using Parametric and Nonparametric ANOVA," Energies, MDPI, volume 14, issue 21, pages 1-20, November.
  12. Uniejewski, Bartosz & Weron, Rafał, 2021, "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105121.
  13. Sznajd-Weron, Katarzyna & Sznajd, Józef & Weron, Tomasz, 2021, "A review on the Sznajd model — 20 years after," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 565, issue C, DOI: 10.1016/j.physa.2020.125537.

2020

  1. Chawla, Yash & Kowalska-Pyzalska, Anna & Skowrońska-Szmer, Anna, 2020, "Perspectives of smart meters’ roll-out in India: An empirical analysis of consumers’ awareness and preferences," Energy Policy, Elsevier, volume 146, issue C, DOI: 10.1016/j.enpol.2020.111798.
  2. Przemysław Zaleski & Yash Chawla, 2020, "Circular Economy in Poland: Profitability Analysis for Two Methods of Waste Processing in Small Municipalities," Energies, MDPI, volume 13, issue 19, pages 1-26, October.
  3. Yash Chawla & Anna Kowalska-Pyzalska & Burcu Oralhan, 2020, "Attitudes and Opinions of Social Media Users Towards Smart Meters’ Rollout in Turkey," Energies, MDPI, volume 13, issue 3, pages 1-27, February.
  4. Chassein, André & Goerigk, Marc & Kasperski, Adam & Zieliński, Paweł, 2020, "Approximating combinatorial optimization problems with the ordered weighted averaging criterion," European Journal of Operational Research, Elsevier, volume 286, issue 3, pages 828-838, DOI: 10.1016/j.ejor.2020.04.018.
  5. Kowalska-Pyzalska, Anna & Kott, Joanna & Kott, Marek, 2020, "Why Polish market of alternative fuel vehicles (AFVs) is the smallest in Europe? SWOT analysis of opportunities and threats," Renewable and Sustainable Energy Reviews, Elsevier, volume 133, issue C, DOI: 10.1016/j.rser.2020.110076.
  6. Anna Kowalska-Pyzalska & Katarzyna Byrka & Jakub Serek, 2020, "How to Foster the Adoption of Electricity Smart Meters? A Longitudinal Field Study of Residential Consumers," Energies, MDPI, volume 13, issue 18, pages 1-19, September.
  7. Maciejowska, Katarzyna, 2020, "Assessing the impact of renewable energy sources on the electricity price level and variability – A quantile regression approach," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104532.
  8. Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020, "PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices," Energies, MDPI, volume 13, issue 14, pages 1-19, July.
  9. Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2020, "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," International Journal of Forecasting, Elsevier, volume 36, issue 2, pages 466-479, DOI: 10.1016/j.ijforecast.2019.07.002.
  10. Grzegorz Marcjasz, 2020, "Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme," Energies, MDPI, volume 13, issue 18, pages 1-18, September.
  11. Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020, "Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts," Energies, MDPI, volume 13, issue 7, pages 1-16, April.
  12. Maria Hajłasz & Bożena Mielczarek, 2020, "Simulation modelling for predicting hospital admissions and bed utilisation," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 30, issue 3, pages 5-27, DOI: 10.37190/ord200201.
  13. Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemysław Zaleski & Rafał Weron, 2020, "Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader," Energies, MDPI, volume 13, issue 1, pages 1-15, January.
  14. Zbigniew Palmowski & Tomasz Serafin, 2020, "A Note on Simulation Pricing of π -Options," Risks, MDPI, volume 8, issue 3, pages 1-19, August.
  15. Koronakos, Gregory & Smirlis, Yiannis & Sotiros, Dimitris & Despotis, Dimitris K., 2020, "Assessment of OECD Better Life Index by incorporating public opinion," Socio-Economic Planning Sciences, Elsevier, volume 70, issue C, DOI: 10.1016/j.seps.2019.03.005.
  16. Sebastian Klaudiusz Tomczak & Anna Skowrońska-Szmer & Jan Jakub Szczygielski, 2020, "Is Investing in Companies Manufacturing Solar Components a Lucrative Business? A Decision Tree Based Analysis," Energies, MDPI, volume 13, issue 2, pages 1-27, January.
  17. Sebastian Klaudiusz Tomczak & Piotr Staszkiewicz, 2020, "Cross-Country Application of Manufacturing Failure Models," JRFM, MDPI, volume 13, issue 2, pages 1-10, February.

2019

  1. Yash Chawla & Anna Kowalska-Pyzalska, 2019, "Public Awareness and Consumer Acceptance of Smart Meters among Polish Social Media Users," Energies, MDPI, volume 12, issue 14, pages 1-27, July.
  2. Yash Chawla & Anna Kowalska-Pyzalska & Widayat Widayat, 2019, "Consumer Willingness and Acceptance of Smart Meters in Indonesia," Resources, MDPI, volume 8, issue 4, pages 1-23, November.
  3. Hradovich, Mikita & Kasperski, Adam & Zieliński, Paweł, 2019, "Robust recoverable 0–1 optimization problems under polyhedral uncertainty," European Journal of Operational Research, Elsevier, volume 278, issue 1, pages 136-148, DOI: 10.1016/j.ejor.2019.04.017.
  4. Adam Kasperski & Paweł Zieliński, 2019, "Risk-averse single machine scheduling: complexity and approximation," Journal of Scheduling, Springer, volume 22, issue 5, pages 567-580, October, DOI: 10.1007/s10951-019-00599-6.
  5. Joanna Kott & Marek Kott, 2019, "Generic Ontology of Energy Consumption Households," Energies, MDPI, volume 12, issue 19, pages 1-19, September.
  6. Anna Kowalska-Pyzalska & Katarzyna Byrka, 2019, "Determinants of the Willingness to Energy Monitoring by Residential Consumers: A Case Study in the City of Wroclaw in Poland," Energies, MDPI, volume 12, issue 5, pages 1-20, March.
  7. Anna Kowalska-Pyzalska, 2019, "Do Consumers Want to Pay for Green Electricity? A Case Study from Poland," Sustainability, MDPI, volume 11, issue 5, pages 1-20, March.
  8. Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019, "Day-Ahead vs. Intraday—Forecasting the Price Spread to Maximize Economic Benefits," Energies, MDPI, volume 12, issue 4, pages 1-15, February.
  9. Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting," Energy Economics, Elsevier, volume 79, issue C, pages 171-182, DOI: 10.1016/j.eneco.2018.02.007.
  10. Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2019, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1520-1532, DOI: 10.1016/j.ijforecast.2017.11.009.
  11. Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019, "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1533-1547, DOI: 10.1016/j.ijforecast.2019.02.001.
  12. Nitka, Weronika & Burnecki, Krzysztof, 2019, "Impact of solar activity on precipitation in the United States," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 527, issue C, DOI: 10.1016/j.physa.2019.121387.
  13. Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019, "Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 12, issue 13, pages 1-12, July.
  14. Koronakos, Gregory & Sotiros, Dimitris & Despotis, Dimitris K., 2019, "Reformulation of Network Data Envelopment Analysis models using a common modelling framework," European Journal of Operational Research, Elsevier, volume 278, issue 2, pages 472-480, DOI: 10.1016/j.ejor.2018.04.004.
  15. Sotiros, Dimitris & Koronakos, Gregory & Despotis, Dimitris K., 2019, "Dominance at the divisional efficiencies level in network DEA: The case of two-stage processes," Omega, Elsevier, volume 85, issue C, pages 144-155, DOI: 10.1016/j.omega.2018.06.007.
  16. Leopold Szczurowski & Witold Rekuć, 2019, "Assumptions concerning a software supporting the primary intramural teaching subsidy distribution at the Wroclaw University of Science and Technology faculty," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 29, issue 2, pages 89-101, DOI: 10.37190/ord190206.
  17. Sebastian Klaudiusz Tomczak, 2019, "Comparison of the Financial Standing of Companies Generating Electricity from Renewable Sources and Fossil Fuels: A New Hybrid Approach," Energies, MDPI, volume 12, issue 20, pages 1-20, October.
  18. Maryniak, Paweł & Trück, Stefan & Weron, Rafał, 2019, "Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill," Energy Economics, Elsevier, volume 79, issue C, pages 45-58, DOI: 10.1016/j.eneco.2018.06.003.
  19. Tomasz Antczak & Rafał Weron, 2019, "Point of Sale (POS) Data from a Supermarket: Transactions and Cashier Operations," Data, MDPI, volume 4, issue 2, pages 1-4, May.

2018

  1. Jędrzejewski, Arkadiusz & Sznajd-Weron, Katarzyna, 2018, "Impact of memory on opinion dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 505, issue C, pages 306-315, DOI: 10.1016/j.physa.2018.03.077.
  2. Arkadiusz Jędrzejewski & Grzegorz Marcjasz & Paul R Nail & Katarzyna Sznajd-Weron, 2018, "Think then act or act then think?," PLOS ONE, Public Library of Science, volume 13, issue 11, pages 1-19, November, DOI: 10.1371/journal.pone.0206166.
  3. Chassein, André & Goerigk, Marc & Kasperski, Adam & Zieliński, Paweł, 2018, "On recoverable and two-stage robust selection problems with budgeted uncertainty," European Journal of Operational Research, Elsevier, volume 265, issue 2, pages 423-436, DOI: 10.1016/j.ejor.2017.08.013.
  4. Weron, Tomasz & Kowalska-Pyzalska, Anna & Weron, Rafał, 2018, "The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 505, issue C, pages 591-600, DOI: 10.1016/j.physa.2018.03.086.
  5. Kowalska-Pyzalska, Anna, 2018, "What makes consumers adopt to innovative energy services in the energy market? A review of incentives and barriers," Renewable and Sustainable Energy Reviews, Elsevier, volume 82, issue P3, pages 3570-3581, DOI: 10.1016/j.rser.2017.10.103.
  6. Anna Kowalska-Pyzalska, 2018, "An Empirical Analysis of Green Electricity Adoption Among Residential Consumers in Poland," Sustainability, MDPI, volume 10, issue 7, pages 1-17, July.
  7. Grzegorz Marcjasz & Tomasz Serafin & Rafał Weron, 2018, "Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 11, issue 9, pages 1-20, September.
  8. Urszula Markowska-Przybyła & David M. Ramsey, 2018, "Social Capital and Long-Term Regional Development within Poland in the Light of Experimental Economics and Data from a Questionnaire," Sustainability, MDPI, volume 10, issue 9, pages 1-26, August.
  9. Thanassoulis, E. & Sotiros, D. & Koronakos, G. & Despotis, D., 2018, "Assessing the cost-effectiveness of university academic recruitment and promotion policies," European Journal of Operational Research, Elsevier, volume 264, issue 2, pages 742-755, DOI: 10.1016/j.ejor.2017.06.046.
  10. Tomczak Sebastian Klaudiusz, 2018, "Statistics on Bankruptcy of Companies in Poland," Management Sciences. Nauki o Zarządzaniu, Paradigm, volume 23, issue 3, pages 39-50, September, DOI: 10.15611/ms.2018.3.05.
  11. Bartosz Uniejewski & Rafał Weron, 2018, "Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models," Energies, MDPI, volume 11, issue 8, pages 1-26, August.
  12. Ziel, Florian & Weron, Rafał, 2018, "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Energy Economics, Elsevier, volume 70, issue C, pages 396-420, DOI: 10.1016/j.eneco.2017.12.016.
  13. Nowotarski, Jakub & Weron, Rafał, 2018, "Recent advances in electricity price forecasting: A review of probabilistic forecasting," Renewable and Sustainable Energy Reviews, Elsevier, volume 81, issue P1, pages 1548-1568, DOI: 10.1016/j.rser.2017.05.234.

2017

  1. Mikita Hradovich & Adam Kasperski & Paweł Zieliński, 2017, "Recoverable robust spanning tree problem under interval uncertainty representations," Journal of Combinatorial Optimization, Springer, volume 34, issue 2, pages 554-573, August, DOI: 10.1007/s10878-016-0089-6.
  2. Robbert Fokkink & Ken Kikuta & David Ramsey, 2017, "The search value of a set," Annals of Operations Research, Springer, volume 256, issue 1, pages 63-73, September, DOI: 10.1007/s10479-016-2252-y.
  3. Sebastian Klaudiusz Tomczak, 2017, "Influence Of The Size Of Equity On Corporate Efficiency," Oeconomia Copernicana, Institute of Economic Research, volume 8, issue 2, pages 239-254, June, DOI: 10.24136/oc.v8i2.15.
  4. Sebastian Klaudiusz Tomczak & Edward Radosiński, 2017, "The effectiveness of discriminant models based on the example of the manufacturing sector," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 27, issue 3, pages 81-97, DOI: 10.5277/ord170306.

2016

  1. Jȩdrzejewski, Arkadiusz & Sznajd-Weron, Katarzyna & Szwabiński, Janusz, 2016, "Mapping the q-voter model: From a single chain to complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 446, issue C, pages 110-119, DOI: 10.1016/j.physa.2015.11.005.
  2. Byrka, Katarzyna & Jȩdrzejewski, Arkadiusz & Sznajd-Weron, Katarzyna & Weron, Rafał, 2016, "Difficulty is critical: The importance of social factors in modeling diffusion of green products and practices," Renewable and Sustainable Energy Reviews, Elsevier, volume 62, issue C, pages 723-735, DOI: 10.1016/j.rser.2016.04.063.
  3. Maciejowska, Katarzyna & Nowotarski, Jakub, 2016, "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 1051-1056, DOI: 10.1016/j.ijforecast.2015.11.008.
  4. Maciejowska, Katarzyna & Nowotarski, Jakub & Weron, Rafał, 2016, "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 957-965, DOI: 10.1016/j.ijforecast.2014.12.004.
  5. Rafał Apriasz & Tyll Krueger & Grzegorz Marcjasz & Katarzyna Sznajd-Weron, 2016, "The Hunt Opinion Model—An Agent Based Approach to Recurring Fashion Cycles," PLOS ONE, Public Library of Science, volume 11, issue 11, pages 1-19, November, DOI: 10.1371/journal.pone.0166323.
  6. Bożena Mielczarek, 2016, "Review of modelling approaches for healthcare simulation," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 26, issue 1, pages 55-72, DOI: 10.5277/ord160104.
  7. Despotis, Dimitris K. & Koronakos, Gregory & Sotiros, Dimitris, 2016, "The “weak-link” approach to network DEA for two-stage processes," European Journal of Operational Research, Elsevier, volume 254, issue 2, pages 481-492, DOI: 10.1016/j.ejor.2016.03.028.
  8. Despotis, Dimitris K. & Sotiros, Dimitris & Koronakos, Gregory, 2016, "A network DEA approach for series multi-stage processes," Omega, Elsevier, volume 61, issue C, pages 35-48, DOI: 10.1016/j.omega.2015.07.005.
  9. Dimitris Despotis & Gregory Koronakos & Dimitris Sotiros, 2016, "Composition versus decomposition in two-stage network DEA: a reverse approach," Journal of Productivity Analysis, Springer, volume 45, issue 1, pages 71-87, February, DOI: 10.1007/s11123-014-0415-x.
  10. Bartosz Uniejewski & Jakub Nowotarski & Rafał Weron, 2016, "Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 9, issue 8, pages 1-22, August.
  11. Nowotarski, Jakub & Weron, Rafał, 2016, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," Energy Economics, Elsevier, volume 57, issue C, pages 228-235, DOI: 10.1016/j.eneco.2016.05.009.
  12. Nowotarski, Jakub & Liu, Bidong & Weron, Rafał & Hong, Tao, 2016, "Improving short term load forecast accuracy via combining sister forecasts," Energy, Elsevier, volume 98, issue C, pages 40-49, DOI: 10.1016/j.energy.2015.12.142.
  13. Stefan Trück & Rafał Weron, 2016, "Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 6, pages 587-611, June.
  14. Patryk Siedlecki & Janusz Szwabiński & Tomasz Weron, 2016, "The Interplay Between Conformity and Anticonformity and its Polarizing Effect on Society," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, volume 19, issue 4, pages 1-9.

2015

  1. Katarzyna Maciejowska & Rafał Weron, 2015, "Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships," Computational Statistics, Springer, volume 30, issue 3, pages 805-819, September, DOI: 10.1007/s00180-014-0531-0.
  2. Urszula Markowska-Przybyła & David Ramsey, 2015, "A game theoretical study of generalised trust and reciprocation in Poland: II. A description of the study group," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 25, issue 2, pages 51-73, DOI: 10.5277/ord150204.
  3. Witold Rekuć & Leopold Szczurowski, 2015, "A simulator supporting the distribution of the primary subsidy in a faculty at Wroclaw University of Technology," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 25, issue 4, pages 35-49, DOI: 10.5277/ord150403.
  4. Weron, Rafał & Zator, Michał, 2015, "A note on using the Hodrick–Prescott filter in electricity markets," Energy Economics, Elsevier, volume 48, issue C, pages 1-6, DOI: 10.1016/j.eneco.2014.11.014.
  5. Jakub Nowotarski & Rafał Weron, 2015, "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," Computational Statistics, Springer, volume 30, issue 3, pages 791-803, September, DOI: 10.1007/s00180-014-0523-0.

2014

  1. 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, volume 72, issue C, pages 164-174, DOI: 10.1016/j.enpol.2014.04.021.
  2. Mielczarek, Bożena, 2014, "Simulation modelling for contracting hospital emergency services at the regional level," European Journal of Operational Research, Elsevier, volume 235, issue 1, pages 287-299, DOI: 10.1016/j.ejor.2013.10.061.
  3. Urszula Markowska-Przybyła & David Ramsey, 2014, "A game theoretical study of generalized trust and reciprocation in Poland. I. Theory and experimental design," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 24, issue 3, pages 59-76, DOI: 10.5277/ord140304.
  4. Mel Devine & James Gleeson & John Kinsella & David Ramsey, 2014, "A Rolling Optimisation Model of the UK Natural Gas Market," Networks and Spatial Economics, Springer, volume 14, issue 2, pages 209-244, June, DOI: 10.1007/s11067-013-9216-4.
  5. Alpern, Steve & Katrantzi, Ioanna & Ramsey, David, 2014, "Equilibrium population dynamics when mating is by mutual choice based on age," Theoretical Population Biology, Elsevier, volume 94, issue C, pages 63-72, DOI: 10.1016/j.tpb.2013.01.001.
  6. Dimitris K. Despotis & Dimitris Sotiros, 2014, "Value-based data envelopment analysis: a piece-wise linear programming approach," International Journal of Multicriteria Decision Making, Inderscience Enterprises Ltd, volume 4, issue 1, pages 47-68.
  7. Tomczak, Sebastian, 2014, "Comparative analysis of liquidity ratios of bankrupt manufacturing companies," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 10, issue 3, pages 1-14, DOI: 10.22004/ag.econ.246026.
  8. Sebastian Tomczak, 2014, "Comparative Analysis Of The Bankrupt Companies Of The Sector Of Animal Slaughtering And Processing," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 9, issue 3, pages 59-86, September, DOI: 10.12775/EQUIL.2014.018.
  9. Weron, Rafał & Zator, Michał, 2014, "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," Energy Economics, Elsevier, volume 44, issue C, pages 178-190, DOI: 10.1016/j.eneco.2014.03.007.
  10. Nowotarski, Jakub & Raviv, Eran & Trück, Stefan & Weron, Rafał, 2014, "An empirical comparison of alternative schemes for combining electricity spot price forecasts," Energy Economics, Elsevier, volume 46, issue C, pages 395-412, DOI: 10.1016/j.eneco.2014.07.014.
  11. Weron, Rafał, 2014, "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, volume 30, issue 4, pages 1030-1081, DOI: 10.1016/j.ijforecast.2014.08.008.
  12. Katarzyna Sznajd-Weron & Janusz Szwabiński & Rafał Weron, 2014, "Is the Person-Situation Debate Important for Agent-Based Modeling and Vice-Versa?," PLOS ONE, Public Library of Science, volume 9, issue 11, pages 1-7, November, DOI: 10.1371/journal.pone.0112203.
  13. 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., volume 17, issue 01, pages 1-22, DOI: 10.1142/S0219525914500040.

2013

  1. Mielczarek, Bożena, 2013, "Simulation model to forecast the consequences of changes introduced into the 2nd pillar of the Polish pension system," Economic Modelling, Elsevier, volume 30, issue C, pages 706-714, DOI: 10.1016/j.econmod.2012.09.053.
  2. Alpern, S. & Katrantzi, I. & Ramsey, D.M., 2013, "Partnership formation with age-dependent preferences," European Journal of Operational Research, Elsevier, volume 225, issue 1, pages 91-99, DOI: 10.1016/j.ejor.2012.09.012.
  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, volume 38, issue C, pages 96-110, DOI: 10.1016/j.eneco.2013.03.013.
  4. Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał, 2013, "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," Energy Economics, Elsevier, volume 39, issue C, pages 13-27, DOI: 10.1016/j.eneco.2013.04.004.
  5. 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;German Statistical Society, volume 97, issue 3, pages 239-270, July, DOI: 10.1007/s10182-012-0202-9.
  6. Rafał Weron & James Taylor, 2013, "Discussion on ‘Electrical load forecasting by exponential smoothing with covariates’," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 29, issue 6, pages 648-651, November, DOI: 10.1002/asmb.1996.

2012

  1. Kasperski, Adam & Kurpisz, Adam & Zieliński, Paweł, 2012, "Approximating a two-machine flow shop scheduling under discrete scenario uncertainty," European Journal of Operational Research, Elsevier, volume 217, issue 1, pages 36-43, DOI: 10.1016/j.ejor.2011.08.029.
  2. Bogusz Przybysławski & Adam Kasperski, 2012, "A computational study of approximation algorithms for a minmax resource allocation problem," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 22, issue 2, pages 35-43, DOI: 10.5277/ord120203.
  3. Ramsey, David M., 2012, "Partnership formation based on multiple traits," European Journal of Operational Research, Elsevier, volume 216, issue 3, pages 624-637, DOI: 10.1016/j.ejor.2011.08.013.
  4. Ramsey David M. & Futschik Andreas, 2012, "DNA Pooling and Statistical Tests for the Detection of Single Nucleotide Polymorphisms," Statistical Applications in Genetics and Molecular Biology, De Gruyter, volume 11, issue 5, pages 1-34, September, DOI: 10.1515/1544-6115.1763.
  5. Joanna Janczura & Rafał Weron, 2012, "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 96, issue 3, pages 385-407, July, DOI: 10.1007/s10182-011-0181-2.

2010

  1. 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, volume 200, issue 3, pages 680-687, February.
  2. Lanne, Markku & Lütkepohl, Helmut & Maciejowska, Katarzyna, 2010, "Structural vector autoregressions with Markov switching," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 2, pages 121-131, February.
  3. Katarzyna Maciejowska, 2010, "Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 4, pages 279-314, September.
  4. Janczura, Joanna & Weron, Rafal, 2010, "An empirical comparison of alternate regime-switching models for electricity spot prices," Energy Economics, Elsevier, volume 32, issue 5, pages 1059-1073, September.

2009

  1. Adam Kasperski & Paweł Zieliński, 2009, "A randomized algorithm for the min-max selecting items problem with uncertain weights," Annals of Operations Research, Springer, volume 172, issue 1, pages 221-230, November, DOI: 10.1007/s10479-009-0564-x.
  2. David Ramsey, 2009, "Large population evolutionary games played within a life history framework," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 19, issue 2, pages 51-74.
  3. David M. Ramsey, 2009, "A Large Population, Game Theoretic Model Of Job-Search With Discounting," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 03, pages 301-320, DOI: 10.1142/S0219198909002339.
  4. Rafał Weron, 2009, "Heavy-tails and regime-switching in electricity prices," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 69, issue 3, pages 457-473, July, DOI: 10.1007/s00186-008-0247-4.

2008

  1. 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, volume 2, issue 3, pages 237-250, December.
  2. Ramsey, David M. & Szajowski, Krzysztof, 2008, "Selection of a correlated equilibrium in Markov stopping games," European Journal of Operational Research, Elsevier, volume 184, issue 1, pages 185-206, January.
  3. Ramsey, David M., 2008, "A large population job search game with discrete time," European Journal of Operational Research, Elsevier, volume 188, issue 2, pages 586-602, July.
  4. David Ramsey, 2008, "Power, Freedom and Voting. Essays in honour of Manfred J. Holler - book review," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 18, issue 2, pages 105-109.
  5. Weron, Rafal, 2008, "Market price of risk implied by Asian-style electricity options and futures," Energy Economics, Elsevier, volume 30, issue 3, pages 1098-1115, May.
  6. Weron, Rafal & Misiorek, Adam, 2008, "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," International Journal of Forecasting, Elsevier, volume 24, issue 4, pages 744-763.

2007

  1. Kasperski, Adam & Zielinski, Pawel, 2007, "On combinatorial optimization problems on matroids with uncertain weights," European Journal of Operational Research, Elsevier, volume 177, issue 2, pages 851-864, March.
  2. D. Ramsey, 2007, "A model of a 2-player stopping game with priority and asynchronous observation," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 66, issue 1, pages 149-164, August, DOI: 10.1007/s00186-006-0136-7.

2006

  1. Edmund J. Collins & John M. McNamara & David M. Ramsey, 2006, "Learning rules for optimal selection in a varying environment: mate choice revisited," Behavioral Ecology, International Society for Behavioral Ecology, volume 17, issue 5, pages 799-809, September.
  2. 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, volume 10, issue 3, pages 1-36, September, DOI: 10.2202/1558-3708.1362.
  3. Anna Chernobai & Krzysztof Burnecki & Svetlozar Rachev & Stefan Trück & Rafał Weron, 2006, "Modelling catastrophe claims with left-truncated severity distributions," Computational Statistics, Springer, volume 21, issue 3, pages 537-555, December, DOI: 10.1007/s00180-006-0011-2.

2005

  1. Edward Radosiński & Jacek Zabawa, 2005, "Simulation methods for production programming," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 15, issue 3-4, pages 43-62.

2004

  1. 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, volume 336, issue 1, pages 196-205, DOI: 10.1016/j.physa.2004.01.025.
  2. Weron, R & Bierbrauer, M & Trück, S, 2004, "Modeling electricity prices: jump diffusion and regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 336, issue 1, pages 39-48, DOI: 10.1016/j.physa.2004.01.008.

2003

  1. 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, volume 147, issue 2, pages 281-296, June.
  2. Adam Kasperski, 2003, "Sensitivity analysis in sequencing problems," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 13, issue 4, pages 85-96.
  3. Sznajd-Weron, K. & Weron, R., 2003, "How effective is advertising in duopoly markets?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 324, issue 1, pages 437-444, DOI: 10.1016/S0378-4371(02)01904-0.

2002

  1. Weron, Rafał, 2002, "Estimating long-range dependence: finite sample properties and confidence intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 312, issue 1, pages 285-299, DOI: 10.1016/S0378-4371(02)00961-5.
  2. K. Sznajd-Weron & R. Weron, 2002, "A Simple Model Of Price Formation," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 115-123, DOI: 10.1142/S0129183102003000.

2001

  1. Sznajd-Weron, K. & Weron, Rafał, 2001, "A new model of mass extinctions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 293, issue 3, pages 559-565, DOI: 10.1016/S0378-4371(01)00019-X.
  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, volume 299, issue 1, pages 344-350, DOI: 10.1016/S0378-4371(01)00315-6.
  3. Rafał Weron, 2001, "Levy-Stable Distributions Revisited: Tail Index> 2does Not Exclude The Levy-Stable Regime," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 209-223, DOI: 10.1142/S0129183101001614.

2000

  1. Weron, Rafal & Przybyłowicz, Beata, 2000, "Hurst analysis of electricity price dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 283, issue 3, pages 462-468, DOI: 10.1016/S0378-4371(00)00231-4.
  2. Weron, Rafal, 2000, "Energy price risk management," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 285, issue 1, pages 127-134, DOI: 10.1016/S0378-4371(00)00276-4.
  3. Burnecki, Krzysztof & Kukla, Grzegorz & Weron, Rafał, 2000, "Property insurance loss distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 287, issue 1, pages 269-278, DOI: 10.1016/S0378-4371(00)00453-2.

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, volume 264, issue 3, pages 551-561, DOI: 10.1016/S0378-4371(98)00547-0.
  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, volume 264, issue 3, pages 562-569, DOI: 10.1016/S0378-4371(98)00551-2.
  3. Mercik, Szymon & Weron, Rafal, 1999, "Scaling in currency exchange: a conditionally exponential decay approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 267, issue 1, pages 239-250, DOI: 10.1016/S0378-4371(99)00019-9.

1996

  1. Weron, Rafal, 1996, "On the Chambers-Mallows-Stuck method for simulating skewed stable random variables," Statistics & Probability Letters, Elsevier, volume 28, issue 2, pages 165-171, June.

1987

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

1984

  1. Lubicz, Marek, 1984, "Effectiveness and efficiency of product quality inspection processes," Engineering Costs and Production Economics, Elsevier, volume 8, issue 3, pages 215-222, December.

Books

2023

  1. Wieslaw Dobrowolski, 2023, "Spreadsheet and Word Processor: Selected Issues and Task Guidelines (Arkusz kalkulacyjny i edytor tekstów: Wybrane zagadnienia i wskazówki do zadań)," WORMS Books (WORking papers in Management Science Books), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/B/23/01, January.

2011

  1. Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), 2011, "Statistical Tools for Finance and Insurance," Springer Books, Springer, number 978-3-642-18062-0, ISBN: ARRAY(0x6f4d7f38), DOI: 10.1007/978-3-642-18062-0.
  2. Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2011, "Statistical Tools for Finance and Insurance (2nd edition)," HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and 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 Science and Technology, number hsbook0601.

2005

  1. Pavel Čížek & Rafał Weron & Wolfgang Härdle, 2005, "Statistical Tools for Finance and Insurance," Springer Books, Springer, number 978-3-540-27395-0, ISBN: ARRAY(0x6eba1d80), DOI: 10.1007/b139025.
  2. Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2005, "Statistical Tools for Finance and Insurance," HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and 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 Science and 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 Science and Technology, number hsbook9801.

Chapters

2022

  1. Gregory Koronakos & Yiannis Smirlis & Dimitris Sotiros & Dimitris K. Despotis, 2022, "The OECD Better Life Index: A Guide for Well-Being Based Economic Diplomacy," Springer Books, Springer, chapter 0, in: Vincent Charles & Ali Emrouznejad, "Modern Indices for International Economic Diplomacy", DOI: 10.1007/978-3-030-84535-3_2.

2020

  1. Marc Goerigk & Adam Kasperski & Paweł Zieliński, 2020, "Solving Robust Two-Stage Combinatorial Optimization Problems Under Convex Uncertainty," Operations Research Proceedings, Springer, in: Janis S. Neufeld & Udo Buscher & Rainer Lasch & Dominik Möst & Jörn Schönberger, "Operations Research Proceedings 2019", DOI: 10.1007/978-3-030-48439-2_51.
  2. Romain Guillaume & Adam Kasperski & Paweł Zieliński, 2020, "Production Planning Under Demand Uncertainty: A Budgeted Uncertainty Approach," Operations Research Proceedings, Springer, in: Janis S. Neufeld & Udo Buscher & Rainer Lasch & Dominik Möst & Jörn Schönberger, "Operations Research Proceedings 2019", DOI: 10.1007/978-3-030-48439-2_52.
  3. Paweł Maryniak & Rafał Weron, 2020, "What is the Probability of an Electricity Price Spike? Evidence from the UK Power Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".

2018

  1. Mikita Hradovich & Adam Kasperski & Paweł Zieliński, 2018, "Risk Averse Scheduling with Scenarios," Operations Research Proceedings, Springer, in: Natalia Kliewer & Jan Fabian Ehmke & Ralf Borndörfer, "Operations Research Proceedings 2017", DOI: 10.1007/978-3-319-89920-6_58.

2017

  1. Adam Kasperski & Paweł Zieliński, 2017, "Robust Two-Stage Network Problems," Operations Research Proceedings, Springer, in: Karl Franz Dörner & Ivana Ljubic & Georg Pflug & Gernot Tragler, "Operations Research Proceedings 2015", DOI: 10.1007/978-3-319-42902-1_5.

2016

  1. Adam Kasperski & Paweł Zieliński, 2016, "Robust Discrete Optimization Problems with the WOWA Criterion," Operations Research Proceedings, Springer, in: Marco Lübbecke & Arie Koster & Peter Letmathe & Reinhard Madlener & Britta Peis & Grit Walther, "Operations Research Proceedings 2014", DOI: 10.1007/978-3-319-28697-6_38.
  2. Adam Kasperski & Paweł Zieliński, 2016, "Robust Discrete Optimization Under Discrete and Interval Uncertainty: A Survey," International Series in Operations Research & Management Science, Springer, chapter 0, in: Michael Doumpos & Constantin Zopounidis & Evangelos Grigoroudis, "Robustness Analysis in Decision Aiding, Optimization, and Analytics", DOI: 10.1007/978-3-319-33121-8_6.
  3. Adam Kasperski & Paweł Zieliński, 2016, "Robust Single Machine Scheduling Problem with Weighted Number of Late Jobs Criterion," Operations Research Proceedings, Springer, in: Marco Lübbecke & Arie Koster & Peter Letmathe & Reinhard Madlener & Britta Peis & Grit Walther, "Operations Research Proceedings 2014", DOI: 10.1007/978-3-319-28697-6_39.

2014

  1. Adam Kasperski & Adam Kurpisz & Paweł Zieliński, 2014, "Recoverable Robust Combinatorial Optimization Problems," Operations Research Proceedings, Springer, in: Stefan Helber & Michael Breitner & Daniel Rösch & Cornelia Schön & Johann-Matthias Graf von der Schu, "Operations Research Proceedings 2012", DOI: 10.1007/978-3-319-00795-3_22.
  2. Adam Kasperski & Paweł Zieliński, 2014, "Sequencing Problems with Uncertain Parameters and the OWA Criterion," Operations Research Proceedings, Springer, in: Dennis Huisman & Ilse Louwerse & Albert P.M. Wagelmans, "Operations Research Proceedings 2013", DOI: 10.1007/978-3-319-07001-8_30.
  3. Adam Kasperski & Paweł Zieliński, 2014, "Approximating Combinatorial Optimization Problems with Uncertain Costs and the OWA Criterion," Operations Research Proceedings, Springer, in: Stefan Helber & Michael Breitner & Daniel Rösch & Cornelia Schön & Johann-Matthias Graf von der Schu, "Operations Research Proceedings 2012", DOI: 10.1007/978-3-319-00795-3_21.
  4. Dimitris Sotiros & Yannis G. Smirlis & Dimitris K. Despotis, 2014, "Incorporating Intra- and Inter-Input/Output Weight Restrictions in Piecewise Linear DEA: An Application to the Assessment of the Research Activity in Higher Education," International Series in Operations Research & Management Science, Springer, in: Ali Emrouznejad & Emilyn Cabanda, "Managing Service Productivity", DOI: 10.1007/978-3-662-43437-6_3.

2011

  1. Szymon Borak & Adam Misiorek & Rafał Weron, 2011, "Models for heavy-tailed asset returns," Springer Books, Springer, chapter 1, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_1.
  2. Agnieszka Janek & Tino Kluge & Rafał Weron & Uwe Wystup, 2011, "FX smile in the Heston model," Springer Books, Springer, chapter 4, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_4.
  3. Krzysztof Burnecki & Joanna Janczura & Rafał Weron, 2011, "Building loss models," Springer Books, Springer, chapter 9, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_9.

2006

  1. Rafał Weron & Ingve Simonsen, 2006, "Blackouts, risk, and fat-tailed distributions," Springer Books, Springer, in: Hideki Takayasu, "Practical Fruits of Econophysics", DOI: 10.1007/4-431-28915-1_39.

2005

  1. Szymon Borak & Wolfgang Härdle & Rafał Weron, 2005, "Stable Distributions," Springer Books, Springer, chapter 1, "Statistical Tools for Finance and Insurance", DOI: 10.1007/3-540-27395-6_1.
  2. Krzysztof Burnecki & Adam Misiorek & Rafał Weron, 2005, "Loss Distributions," Springer Books, Springer, chapter 13, "Statistical Tools for Finance and Insurance", DOI: 10.1007/3-540-27395-6_13.
    • Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal, 2010, "Loss Distributions," MPRA Paper, University Library of Munich, Germany, number 22163.
  3. Krzysztof Burnecki & Rafał Weron, 2005, "Modeling of the Risk Process," Springer Books, Springer, chapter 14, "Statistical Tools for Finance and Insurance", DOI: 10.1007/3-540-27395-6_14.
  4. Rafał Weron & Uwe Wystup, 2005, "Heston's Model and the Smile," Springer Books, Springer, chapter 7, "Statistical Tools for Finance and Insurance", DOI: 10.1007/3-540-27395-6_7.

Software components

2023

  1. Weronika Nitka & Rafal Weron, 2023, "ORD_33_103_R_Data: R notebook and data to replicate the results presented in Nitka and Weron (2023) Operations Research and Decisions 33(3), 105-118," WORMS Software (WORking papers in Management Science Software), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/C/23/01, revised .

2021

  1. Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021, "ENERGIES_14_3249_MATLAB: MATLAB codes for computing combinations of electricity spot price forecasts as utilized in Jedrzejewski et al. (2021) Energies 14, 3249," WORMS Software (WORking papers in Management Science Software), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/C/21/02, revised .
  2. Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021, "ENERGIES_14_3249_PYTHON: Market data and PYTHON codes for computing electricity spot price forecasts using LASSO-estimated AR (LEAR) models as utilized in Jedrzejewski et al. (2021) Energies 14, 3249," WORMS Software (WORking papers in Management Science Software), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/C/21/03, revised .
  3. Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafal Weron, 2021, "EPFTOOLBOX: The first open-access PYTHON library for driving research in electricity price forecasting (EPF)," WORMS Software (WORking papers in Management Science Software), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/C/21/01, revised .

2018

  1. Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2018, "ENERGIES_9_621_CODES: MATLAB codes for computing electricity spot price forecasts from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number ZIP18001, revised .
  2. Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2018, "ENERGIES_9_621_FIGS: MATLAB codes and data for plotting figures from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number ZIP18002, revised .

2017

  1. Rafal Weron, 2017, "HOLTWINTERS: MATLAB function to compute forecasts of the Holt-Winters exponential smoothing model," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M17001, revised .

2016

  1. Jakub Nowotarski & Rafal Weron, 2016, "SCAR: MATLAB function to compute day-ahead predictions of the electricity spot price using the Seasonal Component AutoRegressive (SCAR) model," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M16001, revised .
  2. Jakub Nowotarski & Rafal Weron, 2016, "SCAR_EXAMPLE: MATLAB codes and data for "On the importance of the long-term seasonal component in day-ahead electricity price forecasting"," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number ZIP16002, revised .

2014

  1. Rafal Weron, 2014, "DESEASONALIZE: MATLAB function to remove short and long term seasonal components (new implementation)," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M013004, revised .
  2. Rafal Weron, 2014, "AWC_HURST: MATLAB function to compute the Hurst exponent using the Average Wavelet Coefficient (AWC) method," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M14002, revised .

2013

  1. 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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M13001, revised .
  2. 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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M13002, revised .
  3. 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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M13003, revised .
  4. Piotr Przybyla & Katarzyna Sznajd-Weron & Rafal Weron, 2013, "The World According to Spinson (WAS): Standalone application for simulating agent-based models," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number ZIP13001, revised .
  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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number ZIP13002, revised .

2012

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

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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M11001, revised .
  2. Rafal Weron, 2011, "DFA: MATLAB function to compute the Hurst exponent using Detrended Fluctuation Analysis (DFA)," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M11002, revised .
  3. Rafal Weron, 2011, "HURST: MATLAB function to compute the Hurst exponent using R/S Analysis," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M11003, revised .
  4. 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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M11004, revised .
  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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M11005, revised .
  6. 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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M11006, revised .
  7. Joanna Janczura & Rafal Weron, 2011, "PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M11007, revised .
  8. Joanna Janczura & Rafal Weron, 2011, "PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M11008, revised .
  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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M11009, revised .
  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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M11010, revised .
  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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M11011, revised .

2010

  1. Rafal Weron, 2010, "REMST: MATLAB function to remove trend and seasonal component using the moving average method," Statistical Software Components, Boston College Department of Economics, number M429001, revised .
  2. Rafal Weron, 2010, "DESEASONALIZE: MATLAB function to remove short and long term seasonal components," Statistical Software Components, Boston College Department of Economics, number M429002, revised .
  3. Rafal Weron, 2010, "STABLERND: MATLAB function to generate random numbers from the stable distribution," Statistical Software Components, Boston College Department of Economics, number M429003, revised .
  4. Rafal Weron, 2010, "STABLEPDF_FFT: MATLAB function to compute the stable distribution probability density function (pdf) via FFT," Statistical Software Components, Boston College Department of Economics, number M429004, revised .
  5. Szymon Borak & Rafal Weron, 2010, "STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis," Statistical Software Components, Boston College Department of Economics, number M429005, revised .
  6. Szymon Borak & Rafal Weron, 2010, "STABLECULL: MATLAB function to estimate stable distribution parameters using the quantile method of McCulloch," Statistical Software Components, Boston College Department of Economics, number M429004, revised .
  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, Boston College Department of Economics, number M429004, revised .
  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, Boston College Department of Economics, number M429004, revised .
  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, Boston College Department of Economics, number M429004, revised .
  10. Rafal Weron, 2010, "MRJD_SIM: MATLAB function to simulate trajectories of a Mean-Reverting Jump-Diffusion (MRJD) process," Statistical Software Components, Boston College Department of Economics, number M429004, revised .
  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, Boston College Department of Economics, number M430001, revised .
  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, Boston College Department of Economics, number M430002, revised .
  13. Agnieszka Janek & Rafal Weron, 2010, "HESTONVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model," Statistical Software Components, Boston College Department of Economics, number M430003, revised .
  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, Boston College Department of Economics, number M430004, revised .
  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, Boston College Department of Economics, number M430005, revised .
  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, Boston College Department of Economics, number M430006, revised .
  17. Agnieszka Janek & Rafal Weron, 2010, "PDFHESTON: MATLAB function to evaluate the probability density function in the Heston (1993) model," Statistical Software Components, Boston College Department of Economics, number M430007, revised .
  18. Rafal Weron, 2010, "SIMGBM: MATLAB function to simulate trajectories of Geometric Brownian Motion (GBM)," Statistical Software Components, Boston College Department of Economics, number M430008, revised .
  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, Boston College Department of Economics, number M430009, revised .
  20. Agnieszka Janek & Rafal Weron, 2010, "STF2HES_EX: MATLAB example scripts for "FX smile in the Heston model"," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number ZIP10001, revised .
  21. Agnieszka Janek & Rafal Weron, 2010, "STF2HES: MATLAB functions for "FX smile in the Heston model"," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number ZIP10002, revised .

2008

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

2007

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

2006

  1. Rafal Weron, 2006, "PERIODOG: MATLAB function to compute and plot the periodogram of a time series," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number M06001, revised .
  2. Adam Misiorek & Stefan Trueck & Rafal Weron, 2006, "SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models"," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number ZIP06001, revised .

1998

  1. Rafal Weron, 1998, "Financial Engineering Toolbox (FET) ver. 2.5 for MATLAB," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number ZIP98001, revised .

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