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Content
2025
- 2025-16 Estimating causal effects of extended school closures on non-cognitive factors: evidence from TIMSS and PISA
by Marzena Binkiewicz & Artur Pokropek - 2025-15 Beyond Usual Suspects: Revisiting Barriers to Childbearing Decisions in a Low Fertility Setting
by Anna Kurowska & Anna Matysiak & Magdalena Grabowska - 2025-14 Can Artificial Intelligence Trade the Stock Market?
by Jędrzej Maskiewicz & Paweł Sakowski - 2025-13 Automation, the changing task content of jobs, and marital plans in Czechia
by Dominika Perdoch Sladká & Anna Matysiak - 2025-12 The Short-Term Fertility Impact of Abortion Law Restrictions: A Research Note
by Anna Matysiak & Lucas van der Velde - 2025-11 Breaking New Ground in Heritage Valuation: A Comprehensive Use of Discrete Choice Experiments
by Mikołaj Czajkowski & Bartosz Jusypenko & Ben White - 2025-10 Valuing theater performances through benefit transfer: Accuracy of transfers over space
by Ewa Zawojska & Bartosz Jusypenko & Aleksandra Wiśniewska - 2025-09 The End of an Era. The Vanishing Negative Effect of Women’s Employment on Fertility
by Anna Matysiak & Daniele Vignoli - 2025-08 Monetary-fiscal interactions during large-scale asset purchase programs
by Marcin Kolasa & Małgorzata Walerych & Grzegorz Wesołowski - 2025-07 The Impact of Railway on the Regional Economic Development and Social Mobility in the Congress Kingdom of Poland
by Piotr Koryś & Marcin Wroński - 2025-06 US macroeconomic shocks and international business cycle
by Grzegorz Wesołowski & Oleg Gurshev - 2025-05 International spillovers of fiscal news shocks
by Mehmet Burak Turgut & Grzegorz Wesołowski - 2025-04 Disruptive innovation: Incumbent’s response to innovation threat
by Marcin Penconek & Stefano Pagliarani - 2025-03 The Economic Growth and Regional Convergence in Interwar Poland: Detailed Historical National Accounts
by Maciej Bukowski & Michał Kowalski & Marcin Wroński - 2025-02 Agriculture in interwar Poland: development in a turbulent time
by Maciej Bukowski & Michał Kowalski & Marcin Wroński - 2025-01 Industrial robots and workers’ well-being in Europe
by Honorata Bogusz & Daniela Bellani
2024
- 2024-27 The article investigates the usage of Informer architecture for building automated trading strategies for high frequency Bitcoin data. Three strategies using Informer model with different loss functions: Root Mean Squared Error (RMSE), Generalized Mean Absolute Directional Loss (GMADL) and Quantile loss, are proposed and evaluated against the Buy and Hold benchmark and two benchmark strategies based on technical indicators. The evaluation is conducted using data of various frequencies: 5 minute, 15 minute, and 30 minute intervals, over the 6 different periods. Although the Informer-based model with Quantile loss did not outperform the benchmark, two other models achieved better results. The performance of the model using RMSE loss worsens when used with higher frequency data while the model that uses novel GMADL loss function is benefiting from higher frequency data and when trained on 5 minute interval it beat all the other strategies on most of the testing periods. The primary contribution of this study is the application and assessment of the RMSE, GMADL and Quantile loss functions with the Informer model to forecast future returns, subsequently using these forecasts to develop automated trading strategies. The research provides evidence that employing an Informer model trained with the GMADL loss function can result in superior trading outcomes compared to the buy-and-hold approach
by Filip Stefaniuk & Robert Ślepaczuk - 2024-26 Carbon taxes in Europe do not hurt the poor
by Michał Brzeziński & Monika Kaczan - 2024-25 Awareness and Impact of Energy Labels on Purchases of Household Appliances in the EU
by Monica Barahona-Varon & Toker Doganoglu & Lukasz Grzybowski - 2024-24 Explaining the Willingness to Pay Higher Prices and Taxes to Combat Climate Change
by Toker Doganoglu & Lukasz Grzybowski & Joanna Rachubik - 2024-23 Narrowing the ‘digital divide’: the role of fixed and mobile infrastructure
by Ryan Hawthorne & Lukasz Grzybowski - 2024-22 Interoperability between mobile money agents and choice of network operators: the case of Tanzania
by Lukasz Grzybowski & Valentin Lindlacher & Onkokame Mothobi - 2024-21 The Impact of Mobile Phones on Change in Employment Status in South Africa
by Lukasz Grzybowski & Zubair Maghmood Patel - 2024-20 Mobile money and financial inclusion in Sub-Saharan Africa
by Lukasz Grzybowski & Valentin Lindlacher & Onkokame Mothobi - 2024-19 The Effects of Emotions on Stated Preferences for Environmental Change: a re-examination
by Yilong Xu & Mikolaj Czajkowski & Nick Hanley & Leonhard Lades & Charles N. Noussair & Steven Tucker - 2024-18 This study investigates the impact of investor sentiment on stock returns and trading volume, challenging the efficient market hypothesis. Using CRSP data from May 1998 to March 2022, methods like Fama-MacBeth and quantile regression were applied to analyze sentiment indicators such as the VIX, AAII Investor Sentiment Survey, Consumer Confidence, and Baker-Wurgler Index. The findings reveal that investor sentiment significantly influences stock returns and trading volume, especially during uncertain times. Sentiment also affects financial metrics like SMB, HML, RMW, and CMA uniquely. This research provides new insights and practical implications for investors and analysts, emphasizing the importance of considering sentiment in investment strategies to better anticipate market movements and manage risks
by Szymon Lis & Robert Slepaczuk & Paweł Sakowski - 2024-17 Effects of Minimum Wage Changes on the Wage Distribution in Low-wage and High-wage Sectors
by Paweł Strawiński & Aleksandra Majchrowska - 2024-16 Enhancing literature review with NLP methods Algorithmic investment strategies case
by Stanisław Łaniewski & Robert Ślepaczuk - 2024-15 Assessing the Substitutability of Mobile and Fixed Internet: The Impact of 5G Services on Consumer Valuation and Price Elasticity
by Mikołaj Czajkowski & Wojciech Zawadzki & Grzegorz Bernatek & Maciej Sobolewski - 2024-14 Construction and Hedging of Equity Index Options Portfolios
by Maciej Wysocki & Robert Ślepaczuk - 2024-13 The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models
by Natalia Roszyk & Robert Ślepaczuk - 2024-12 Improving Realized LGD approximation: A Novel Framework with XGBoost for handling missing cash-flow data
by Zuzanna Kostecka & Robert Ślepaczuk - 2024-11 Measuring labour force participation during pandemics and methodological changes
by Katarzyna Saczuk & Olga Zajkowska - 2024-10 Predictive modeling of foreign exchange trading signals using machine learning techniques
by Sugarbayar Enkhbayar & Robert Ślepaczuk - 2024-09 Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
by Adam Korniejczuk & Robert Ślepaczuk - 2024-08 Work from Home and Perceptions of Career Prospects of Employees with Children
by Anna Kurowska & Agnieszka Kasperska - 2024-07 LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
by Kamil Kashif & Robert Ślepaczuk - 2024-06 Why the Happiest Moments in Life are Sometimes Short? The Role of Psychological Traits and Socio-Economic Circumstances
by Magdalena Grabowska & Agata Górny & Małgorzata Kalbarczyk - 2024-05 How stable and predictable are welfare estimates using recreation demand models?
by Patrick Lloyd-Smith & Ewa Zawojska - 2024-04 Welfare and economic implications of universal child benefits
by Aleksandra Kolasa - 2024-03 Supervised Autoencoder MLP for Financial Time Series Forecasting
by Bartosz Bieganowski & Robert Ślepaczuk - 2024-02 Two Sides of a Coin: the Relationship Between Work Autonomy and Childbearing
by Beata Osiewalska & Anna Matysiak - 2024-01 Does it matter if the Fed goes conventional or unconventional?
by Marcin Kolasa & Grzegorz Wesołowski
2023
- 2023-29 Work from home and perceived changes to work-life balance among mothers and fathers during the COVID-19 pandemic
by Anna Kurowska & Agnieszka Kasperska & Gayle Kaufman - 2023-28 Mechanisms Underlying the Effects of Work From Home on Careers in the Post-Covid Context
by Anna Matysiak & Agnieszka Kasperska & Ewa Cukrowska-Torzewska - 2023-27 Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
by Sahil Teymurzade & Robert Ślepaczuk - 2023-26 The impact of justice attitudes on air quality valuation: a study combining factorial survey and choice experiment data
by Anna Bartczak & Wiktor Budziński & Ulf Liebe & Jurgen Meyerhoff - 2023-25 Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices
by Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk - 2023-24 Two possible reasons behind the reluctance of low-skilled workers to migrate to generous welfare states
by Łukasz Byra - 2023-23 Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies
by Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk - 2023-22 Framing-induced emotions affect performance in simple cognitive tasks under risk
by Joanna Rachubik - 2023-21 The impact of the accession to the EU on trade flows of the Visegrad countries. Analysis based on the synthetic control method
by Adam Pochmara & Jan Jakub Michałek - 2023-20 REnsembling ARIMAX Model in Algorithmic Investment Strategies on Commodities Market
by Paweł Jakubowski & Robert Ślepaczuk & Franciszek Windorbski - 2023-19 Reliability of international benefit transfer in cultural economics: Non-market valuation of theater in Denmark and Poland
by Aleksandra Wiśniewska & Ewa Zawojska & Andrea Baldin & Joanna Rachubik - 2023-18 Patterns in the mobility and ownership of private cars and alternative transport modes: the focus on Warsaw and Poland
by Shahriar Akhavan & Maciej Grzenda & Anna Nicińska & Joanna Rachubik & Satia Rożynek & Jakub Zawieska & Grzegorz Kula - 2023-17 Optimal Markowitz Portfolio Using Returns Forecasted with Time Series and Machine Learning Models
by Damian Ślusarczyk & Robert Ślepaczuk - 2023-16 Managerial Preferences towards Employees Working from Home: Post-Pandemic Experimental Evidence
by Aga Kasperska & Anna Matysiak & Ewa Cukrowska-Torzewska - 2023-15 This study compares well-known tools of technical analysis (Moving Average Crossover MAC) with Machine Learning based strategies (LSTM and XGBoost) and Ensembled Machine Learning Strategies (LSTM ensembled with XGBoost and MAC). All models were compared to Buy and Hold benchmark and evaluated using Performance Metrics, that is Annualized Return Compounded, Maximum Drawdown, Maximum Loss Duration, and three types of Information Ratio. This research uses daily S&P 500 index data ranging from 2000 to 2023. Every strategy was optimized with novel walk forward approach consisting of numerous in sample and out of sample periods. MAC and best performing ML methods were subjected to sensitivity analysis. The results show that LSTM ensembled with XGBoost and MAC yields the most promising results in terms of risk-adjusted returns which suggest further research focused on ensembling of individual ML strategies. Finally, we show that classical methods of technical analysis (that is, MAC) are much less robust and indifferent to change in hyperparameters than machine learning based algorithms, especially LSTM
by Karol Chojnacki & Robert Ślepaczuk - 2023-13 From Alchemy to Analytics: Unleashing the Potential of Technical Analysis in Predicting Noble Metal Price Movement
by Marcin Chlebus & Artur Nowak - 2023-12 Structural Labour Market Change and Gender Inequality in Earnings
by Anna Matysiak & Wojciech Hardy & Lucas van der Velde - 2023-11 Leader Characteristics and Constitutional Compliance
by Jerg Gutmann & Katarzyna Metelska-Szaniawska & Stefan Voigt - 2023-10 What if she earns more? Gender norms, income inequality, and the division of housework
by Iga Magda & Ewa Cukrowska-Torzewska & Marta Palczyńska - 2023-09 Is international free-riding immanent to transboundary spatial conservation?
by Sviataslau Valasiuk - 2023-08 Structural Labour Market Change, Cognitive Work, and Fertility in Germany
by Honorata Bogusz & Anna Matysiak & Michaela Kreyenfeld - 2023-07 The systemic risk approach based on implied and realized volatility
by Paweł Sakowski & Rafał Sieradzki & Robert Ślepaczuk - 2023-06 Modelling Subjective Attractiveness
by Konrad Lewszyk & Piotr Wójcik - 2023-05 The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
by Maudud Hassan Uzzal & Robert Ślepaczuk - 2023-04 Inequality and happiness: the role of income versus wealth inequality
by Katarzyna Sałach-Dróżdż - 2023-03 How Well Can Experts Predict Farmers’ Choices in Risky Gambles?
by Henning Schaak & Jens Rommel & Julian Sagebiel & Jesus Barreiro-Hurlé & Douadia Bougherara & Luigi Cemablo & Marija Cerjak & Tajana Čop & Mikołaj Czajkowski & María Espinosa-Goded & Julia Höhler & Carl-Johan Lagerkvist & Macario Rodriguez-Entrena & Annika Tensi & Sophie Thoyer & Marina Tomić Maksan & Riccardo Vecchio & Katarzyna Zagórska - 2023-02 Prudent populists? The short-term macroeconomic impact of populist policies in Poland
by Michał Brzeziński & Katarzyna Sałach-Dróżdż - 2023-01 Gender and family perspectives on the uptake of ICT-induced home-based work
by Ewa Cukrowska-Torzewska & Anna Matysiak & Agnieszka Kasperska
2022
- 2022-31 Working from Home and Employee Perception of Career Prospects in Europe: the Gender and Family Perspectives
by Agnieszka Kasperska - 2022-30 Quantile regression analysis to predict GDP distribution using data from the US and UK
by Thi Huyen Tran & Robert Ślepaczuk - 2022-29 The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index
by Thi Thu Giang Nguyen & Robert Ślepaczuk - 2022-28 The long-term impact of quasi-universal transfers to older households
by Aleksandra Kolasa - 2022-27 What makes Punks worthy? Valuation of Non-Fungible Tokens based on the CryptoPunks collection using the hedonic pricing method
by Ewelina Plachimowicz & Piotr Wójcik - 2022-26 Industrial robots and fertility in European countries
by Anna Matysiak & Daniela Bellani & Honorata Bogusz - 2022-25 Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
by Katarzyna Kryńska & Robert Ślepaczuk - 2022-24 Farmers' risk preferences in eleven European farming systems: A multi-country replication of Bocquého et al. (2014)
by Jens Rommel & Julian Sagebiel & Marieke Cornelia Baaken & Jesús Barreiro-Hurlé & Douadia Bougherara & Luigi Cembalo & Marija Cerjak & Tajana Čop & Mikołaj Czajkowski & María Espinosa-Goded & Julia Höhler & Laure Kuhfuss & Carl-Johan Lagerkvist & Margaux Lapierre & Marianne Lefebvre & Bettina Matzdorf & Edward Ott & Antonio Paparella & Erika Quendler & Macario Rodriguez-Entrena & Christoph Schulze & Tanja Šumrada & Annika Tensi & Sophie Thoyer & Marina Tomić Maksan & Riccardo Vecchio & Marc Willinger & Katarzyna Zagórska - 2022-23 The causal effect of catastrophic health expenditure on poverty in Poland
by Aleksandra Kolasa & Ewa Weychert - 2022-22 Working from home during Covid-19 pandemic and changes to fertility intentions among parents
by Anna Kurowska & Anna Matysiak & Beata Osiewalska - 2022-21 A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
by Illia Baranochnikov & Robert Ślepaczuk - 2022-20 Anomalies or Expected Behaviors? Understanding Stated Preferences and Welfare Implications in Light of Contemporary Behavioral Theory
by Leonhard K. Lades & Ewa Zawojska & Robert J. Johnston & Nick Hanley & Liam Delaney & Mikołaj Czajkowski - 2022-19 Estimating environmental damages of a tailings dam failure: The case of the Fundão Dam in Brazil
by Mikołaj Czajkowski & Norman Meade & Ronaldo Seroa da Motta & Ramon Arigoni Ortiz & Mike Welsh & Gleiciane Carvalho Blanc - 2022-18 Heterogeneous employment effects of minimum wage policies
by Aleksandra Majchrowska & Paweł Strawiński - 2022-17 Generalisation of the gross flows model
by Marcin Penconek & Paweł Strawiński - 2022-16 Trade-offs in the transition to a blue economy - Mapping social acceptance of aquaculture expansion in Norway
by Margrethe Aanesen & Mikołaj Czajkowski & Henrik Lindhjem & Ståle Navrud - 2022-15 Quantitative Easing in the US and Financial Cycles in Emerging Markets
by Marcin Kolasa & Grzegorz Wesołowski - 2022-14 Investor Sentiment in Asset Pricing Models: A Review
by Szymon Lis - 2022-13 When are women who work from home more likely to have children?
by Beata Osiewalska & Anna Matysiak & Anna Kurowska - 2022-12 Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
by Maciej Wysocki & Paweł Sakowski - 2022-11 The effect of decentralization of government power on the character of public goods provision
by Olga Marut & Jacek Lewkowicz - 2022-10 Subjective Expectations and Uncertainty
by Andrzej Kocięcki & Tomasz Łyziak & Ewa Stanisławska - 2022-08 On the inference about willingness to pay distribution using contingent valuation data
by Mikołaj Czajkowski & Ewa Zawojska & Norman Meade & Ronaldo Seroa da Motta & Mike Welsh & Ramon Arigoni Ortiz - 2022-07 “GMO – Doesn’t Have To Go!” – Consumers’ Preferences Towards Genetically Modified Products Labelling and Sale
by Katarzyna Zagórska & Mikołaj Czajkowski & Nick Hanley - 2022-06 Calibration and incentives: evidence from contract bridge
by Michał Krawczyk & Maciej Wilamowski - 2022-05 Do numerical probabilities promote informed stated preference responses under inherent uncertainty? Insight from a coastal adaptation choice experiment
by Christos Makriyannis & Robert J. Johnston & Ewa Zawojska - 2022-04 Incentivizing stated preference elicitation with choice-matching in the field
by Ewa Zawojska & Michał Krawczyk - 2022-03 Is running a marathon like running a business? Identifying occupational differences in overconfidence using long-distance running data
by Hayk Amirkhanyan & Michał Krawczyk & Maciej Wilamowski - 2022-02 The profitability of pairs trading strategies on Hong-Kong stock market: distance, cointegration, and correlation methods
by Baiquan Ma & Robert Ślepaczuk - 2022-01 A solution to the global identification problem in DSGE models
by Andrzej Kocięcki & Marcin Kolasa
2021
- 2021-28 The effectiveness of Value-at-Risk models in various volatility regimes
by Aleksander Schiffers & Marcin Chlebus - 2021-27 Robust optimisation in algorithmic investment strategies
by Sergio Castellano Gómez & Robert Ślepaczuk - 2021-26 The Great Lockdown: information, noise and macroeconomic fluctuations
by Michał Brzoza-Brzezina & Grzegorz Wesołowski - 2021-25 Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index
by Nguyen Vo & Robert Ślepaczuk - 2021-24 Stability of the Representativeness Heuristic: Further Evidence from Choices Between Lottery Tickets
by Michał Krawczyk & Joanna Rachubik - 2021-23 Application of machine learning in quantitative investment strategies on global stock markets
by Jan Grudniewicz & Robert Ślepaczuk - 2021-22 Predicting football outcomes from Spanish league using machine learning models
by Michał Lewandowski & Marcin Chlebus - 2021-21 Determinants of residential real estate prices: Poland case study
by Michał Ruszuk & Krzysztof Spirzewski - 2021-20 Does the framing affect the WTP for consumption goods in realistic shopping settings?
by Magdalena Brzozowicz - 2021-19 Exchange traded funds: U.S. Financial Market case study
by Aleksandra Tkaczow & Krzysztof Spirzewski - 2021-18 Enhanced Index Replication Based on Smart Beta and Tail-Risk Asset Allocation
by Kamil Korzeń & Robert Ślepaczuk - 2021-17 Trade-related effects of Brexit. Implications for Central and Eastern Europe
by Jan Hagemejer & Maria Dunin-Wąsowicz & Jan Jakub Michałek & Jacek Szyszka - 2021-16 Spatial Machine Learning – New Opportunities for Regional Science
by Katarzyna Kopczewska - 2021-15 Re-meander, rewet, rewild! Overwhelming public support for restoration of small rivers in the three Baltic Sea basin countries
by Marek Giergiczny & Sviataslau Valasiuk & Wiktor Kotowski & Halina Galera & Jette Bredahl Jacobsen & Julian Sagebiel & Wendelin Wichtmann & Ewa Jabłońska - 2021-14 Privacy trade-offs in the ride-hailing services
by Michał Paliński - 2021-13 Machine learning in the prediction of flat horse racing results in Poland
by Piotr Borowski & Marcin Chlebus - 2021-12 Don’t Worry, Be Happy – But Only Seasonally
by Mateusz Kijewski & Szymon Lis & Michał Woźniak & Maciej Wysocki - 2021-11 Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
by Szymon Lis & Marcin Chlebus - 2021-10 HCR & HCR-GARCH – novel statistical learning models for Value at Risk estimation
by Michał Woźniak & Marcin Chlebus - 2021-09 Are Transboundary Nature Protected Areas International Public Goods and Why People Think They Are (Not)? Hybrid Modelling Evidence from the EU Outer Borders
by Sviataslau Valasiuk & Mikołaj Czajkowski & Marek Giergiczny & Tomasz Żylicz & Knut Veisten & Iratxe Landa Mata & Askill Harkjerr Halse & Per Angelstam - 2021-08 GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks
by Mateusz Buczyński & Marcin Chlebus - 2021-07 Persuasive messages will not raise COVID-19 vaccine acceptance. Evidence from a nation-wide online experiment
by Raman Kachurka & Michał W. Krawczyk & Joanna Rachubik - 2021-06 Institutional Framework of Central Bank Independence: Revisited
by Jacek Lewkowicz & Michał Woźniak & Michał Wrzesiński - 2021-05 The Application of Machine Learning Algorithms for Spatial Analysis: Predicting of Real Estate Prices in Warsaw
by Dawid Siwicki - 2021-04 Concept of peer-to-peer lending and application of machine learning in credit scoring
by Aleksy Klimowicz & Krzysztof Spirzewski - 2021-03 Intergenerational redistributive effects of monetary policy
by Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa - 2021-02 The effects of child benefit on household saving
by Barbara Liberda & Katarzyna Sałach & Marek Pęczkowski - 2021-01 Causes of the spatially uneven outflow of Warsaw inhabitants to the city’s suburbs: an economic analysis of the problem
by Honorata Bogusz
2020
- 2020-42 Does Bitcoin Improve Investment Portfolio Efficiency?
by Paweł Sakowski & Daria Turovtseva - 2020-41 Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework
by Paweł Sakowski & Anna Turovtseva - 2020-40 Honey, Mugs and Caricatures: anchors on prices of consumer goods only hold hypothetically
by Magdalena Brzozowicz & Michał Krawczyk - 2020-39 Applying Hurst Exponent in Pair Trading Strategies
by Quynh Bui & Robert Ślepaczuk - 2020-38 We have just explained real convergence factors using machine learning
by Piotr Wójcik & Bartłomiej Wieczorek - 2020-37 Predicting well-being based on features visible from space – the case of Warsaw
by Krystian Andruszek & Piotr Wójcik - 2020-36 Home advantage revisited. Did COVID level the playing fields?
by Michał Krawczyk & Paweł Strawiński - 2020-35 The impact of the results of football matches on the stock prices of soccer clubs
by Robert Ślepaczuk & Igor Wabik - 2020-34 What factors determine unequal suburbanisation? New evidence from Warsaw, Poland
by Honorata Bogusz & Szymon Winnicki & Piotr Wójcik - 2020-33 The impact of the content of Federal Open Market Committee post-meeting statements on financial markets – text mining approach
by Ewelina Osowska & Piotr Wójcik - 2020-32 Fractional differentiation and its use in machine learning
by Janusz Gajda & Rafał Walasek - 2020-31 Variance Gamma Model in Hedging Vanilla and Exotic Options
by Bartłomiej Bollin & Robert Ślepaczuk - 2020-30 Impact of using industry benchmark financial ratios on performance of bankruptcy prediction logistic regression model
by Mateusz Heba & Marcin Chlebus - 2020-29 Lottery "strategies": monetizing players' behavioral biases
by Raman Kachurka & Michał Wiktor Krawczyk - 2020-28 Value-at-risk — the comparison of state-of-the-art models on various assets
by Karol Kielak & Robert Ślepaczuk - 2020-27 Predicting prices of S&P500 index using classical methods and recurrent neural networks
by Mateusz Kijewski & Robert Ślepaczuk - 2020-26 Predicting uptake of a malignant catarrhal fever vaccine by pastoralists in northern Tanzania: opportunities for improving livelihoods and ecosystem health
by Catherine Decker & Nick Hanley & Mikołaj Czajkowski & Thomas A. Morrison & Julius Keyyu & Linus Munishi & Felix Lankester & Sarah Cleaveland - 2020-25 Energy demand management and social norms – the case study in Poland
by Bernadeta Gołębiowska & Anna Bartczak & Mikołaj Czajkowski - 2020-24 Demographics and the natural interest rate in the euro area
by Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa - 2020-23 Are Poles stuck in overeducation? Individual dynamics of educational mismatch in Poland
by Jan Aleksander Baran - 2020-22 Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem
by Marcin Chlebus & Michał Dyczko & Michał Woźniak - 2020-21 HRP performance comparison in portfolio optimization under various codependence and distance metrics
by Illya Barziy & Marcin Chlebus - 2020-20 Ex-ante and ex-post measures to mitigate hypothetical bias. Are they alternative or complementary tools to increase the reliability and validity of DCE estimates?
by Sergio Colombo & Wiktor Budziński & Mikołaj Czajkowski & Klaus Glenk - 2020-19 Artificial Neural Networks Performance in WIG20 Index Options Pricing
by Maciej Wysocki & Robert Ślepaczuk - 2020-18 Towards better understanding of complex machine learning models using Explainable Artificial Intelligence (XAI) - case of Credit Scoring modelling
by Marta Kłosok & Marcin Chlebus - 2020-17 Political connections and the super-rich in Poland
by Katarzyna Sałach & Michał Brzeziński - 2020-16 So close and so far. Finding similar tendencies in econometrics and machine learning papers. Topic models comparison
by Marcin Chlebus & Maciej Stefan Świtała - 2020-15 Comparison of tree-based models performance in prediction of marketing campaign results using Explainable Artificial Intelligence tools
by Marcin Chlebus & Zuzanna Osika - 2020-14 Why wealth inequality differs between post-socialist countries?
by Michał Brzeziński & Katarzyna Sałach - 2020-13 Dealing with uncertainties of green supplier selection: a fuzzy approach
by Hayk Manucharyan - 2020-12 How do managers actually choose suppliers? Evidence from revealed preference data
by Hayk Manucharyan - 2020-11 Supplier selection in emerging market economies: a discrete choice analysis
by Hayk Manucharyan - 2020-10 Investing in VIX futures based on rolling GARCH models forecasts
by Oleh Bilyk & Paweł Sakowski & Robert Ślepaczuk - 2020-09 Size does matter. A study on the required window size for optimal quality market risk models
by Mateusz Buczyński & Marcin Chlebus - 2020-08 Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application
by Marek Stelmach & Marcin Chlebus - 2020-07 Price Transmission across Commodity Markets: Physical to Futures
by Gilbert Mbara - 2020-05 Payment and policy consequentiality in dichotomous choice contingent valuation: Experimental design effects on self-reported perceptions
by Tobias Börger & Tenaw G. Abate & Margrethe Aanesen & Ewa Zawojska - 2020-05 Preferences for demand side management—a review of choice experiment studies
by Bernadeta Gołębiowska - 2020-04 "I go, I pay". The role of experience in recognizing the need for public financing of cultural goods
by Bartosz Jusypenko & Aleksandra Wiśniewska - 2020-03 What do lab experiments tell us about the real world? The case of lotteries with extreme payoffs
by Raman Kachurka & Michał Krawczyk & Joanna Rachubik - 2020-02 Increasing the cost-effectiveness of water quality improvements through pollution abatement target-setting at different spatial scales
by Mikołaj Czajkowski & Hans E. Andersen & Gite Blicher-Mathiasen & Wiktor Budziński & Katarina Elofsson & Jan Hagemejer & Berit Hasler & Christoph Humborg & James C. R. Smart & Erik Smedberg & Per Stålnacke & Hans Thodsen & Adam Wąs & Maciej Wilamowski & Tomasz Żylicz & Nick Hanley - 2020-01 Valuing externalities of outdoor advertising in an urban setting – the case of Warsaw
by Mikołaj Czajkowski & Michał Bylicki & Wiktor Budziński & Mateusz Buczyński
2019
- 2019-21 Urban greenery management problem
by Tomasz Żylicz - 2019-20 What are the determinants of international trade in services? Evidence from firm-level data for Poland
by Łukasz Matuszczak - 2019-19 Evolution of private returns to schooling over the business cycle in a transition economy
by Leszek Wincenciak - 2019-18 Reevaluating distributional consequences of the transition to market economy in Poland: new results from combined household survey and tax return data
by Michał Brzeziński & Michał Myck & Mateusz Najsztub - 2019-17 Hybrid Investment Strategy Based on Momentum and Macroeconomic Approach
by Kamil Korzeń & Robert Ślepaczuk - 2019-16 A comparison of credit scoring techniques in Peer-to-Peer lending
by Aneta Dzik-Walczak & Mateusz Heba - 2019-15 Lévy processes on the cryptocurrency market
by Damian Zięba - 2019-14 Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor
by Michał Latoszek & Robert Ślepaczuk - 2019-13 Is expansion of overeducation cohort-driven? Evidence from Poland
by Jan Baran - 2019-12 Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states
by Mateusz Buczyński & Marcin Chlebus - 2019-11 The limitations of the representativeness heuristic: further evidence from choices between lottery tickets
by Michał Wiktor Krawczyk & Joanna Rachubik - 2019-10 Impact of social comparison on DSM in Poland
by Bernadeta Gołębiowska & Anna Bartczak & Wiktor Budziński - 2019-09 Wealth inequality in Central and Eastern Europe: evidence from joined household survey and rich lists’ data
by Michal Brzezinski & Katarzyna Sałach & Marcin Wroński - 2019-08 Constitutional Overperformance – An Empirical Study of De Facto Protection of Rights with No De Jure Equivalents
by Katarzyna Metelska-Szaniawska & Anna Lewczuk - 2019-07 Role of information in the valuation of unfamiliar goods—the case of genetic resources in agriculture
by Annika Tienhaara & Heini Ahtiainen & Eija Pouta & Mikołaj Czajkowski - 2019-06 Drivers of farmers’ willingness to adopt extensive farming practices in a globally important bird area
by Mikołaj Czajkowski & Katarzyna Zagórska & Natalia Letki & Piotr Tryjanowski & Adam Wąs - 2019-05 Unraveling local preferences and willingness to pay for different management scenarios: A choice experiment to Biosphere Reserve management
by Nekane Castillo-Eguskitza & David Hoyos & Miren Onaindia & Mikolaj Czajkowski - 2019-04 What works for disadvantaged unemployed: Private or public ALMP services? Evidence from (unplanned) RCT in Poland
by Tomasz Gajderowicz & Maciej Jakubowski - 2019-03 ‘Quality food’ for cultural policies. Quality attributes in the non-market stated-preference based valuation of cultural goods
by Aleksandra Wiśniewska - 2019-02 Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market
by Maryna Zenkova & Robert Ślepaczuk - 2019-01 Do female managers help to lower within-firm gender pay gaps? Public institutions vs. private enterprises
by Iga Magda & Ewa Cukrowska-Torzewska
2018
- 2018-26 Benefit Transfer and Commodity Measurement Scales: Consequences for Validity and Reliability
by Robert J. Johnston & Ewa Zawojska - 2018-25 Machine learning in algorithmic trading strategy optimization - implementation and efficiency
by Przemysław Ryś & Robert Ślepaczuk - 2018-24 A Monte Carlo investigation of the effects of spatial heterogeneity of preferences for discrete choice models
by Wiktor Budziński & Mikołaj Czajkowski - 2018-23 Hypothetical bias and framing effect in the valuation of private consumer goods
by Magdalena Brzozowicz - 2018-22 Publicly funded cultural institutions – a comparative economic valuation study
by Aleksandra Wiśniewska & Wiktor Budziński & Mikołaj Czajkowski - 2018-21 Hybrid choice models vs. endogeneity of indicator variables: a Monte Carlo investigation
by Wiktor Budziński & Mikołaj Czajkowski - 2018-20 Regulation of Geo-blocking: does it address the problem of low intraEU iTrade?
by Joanna Mazur & Katarzyna Śledziewska & Damian Zieba