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ARTIFICIAL NEURAL NETWORK SUPPORTING THE PROCESS OF INVESTING ON THE FOREIGN STOCK EXCHANGES

100%
Halicki M., Kwater T.
Metody Ilościowe w Badaniach Ekonomicznych
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2015
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vol. 16
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issue 1
116-125
EN
The publication presents the use of artificial neural networks as a tool expert that supports the process of decision-making for the quarterly period to invest in selected stock exchanges. It proposes a set of 10 features of exchanges, which is of enough universal character that the approach presented in the publication may be useful for any chosen stock exchange. The conducted study was based on actual data.
2
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SPATIAL GRAPHIC INTERPRETATION OF THE FOSTER-HART FORMULA

100%
Halicki M., Kwater T.
Metody Ilościowe w Badaniach Ekonomicznych
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2017
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vol. 18
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issue 1
38-47
EN
This article deals with the problem of spatial interpretation of graphical Foster-Hart formulas. The proposed approach allows the assessment of investments with specific expected payouts. This approach may also be, in a certain sense, considered as generalization in relation to the evaluation, as the author has shown how to interpret certain investment cases. It is also important that in a similar way, one can also evaluate all portfolios, which consist not only of financial instruments, but also other investment assets. The paper presents the idea of the Foster-Hart measurement on the basis of the analysis of a hypothetical action, and all simulation tests were carried out in MATLAB programming environment.
3
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SIMULATION RESEARCH IN THE PROCESS OF DETERMINATION OF STOCK PRICES USING A MODIFIED GORDON GROWTH MODEL

100%
Halicki M., Kwater T.
Metody Ilościowe w Badaniach Ekonomicznych
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2018
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vol. 19
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issue 1
38-47
EN
In the latest literature there is a lack of broader discussion of the Gordon Model, with a desire to point out that its assumptions do not fit the expectations of modern investors and the nature of capital markets. The issue prompts us to ask whether this model can still be used by modern scientists and investors. The aim of the article is to present a classic Gordon model and show the direction of its modification. An attempt was also made to use simulation studies in a graphical interpretation of a selected share, which incorporates the Gordon's modified and classic models.
4
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Simulation experiments of supply chain in a period of small and big disasters

100%
Halicki M., Kwater T.
Journal of Economics and Management
|
2021
|
vol. 43
339-356
EN
Aim/purpose – The aim of this paper is to present a strategy that allows companies to recover from disasters, when creating a supply chain. Furthermore, it also shows the impact on the company’s resources that are used in the implementation of the strategy in case of small and big disasters. Thanks to the proposed solution, it is possible to analyze each company individually, as well as in groups, at any given time. Design/methodology/approach – The results were obtained based on a numerical analysis which was performed with the use of MATLAB software. The tests were carried out separately for five companies, as each of them may expect a disaster on any different day. However, the selection of the day when crises occur is carried out in accordance with the probability determined by scientific research. Findings – The research showed that companies using their resources can continue to fulfill their functions as a link in the Supply Chain despite the fact that they react differently to small disasters compared to big ones. This difference occurs since small disasters in contrast to big ones appear in every company much more often. Consequently, it is more difficult for companies to build their wealth in the case of small disasters. The advantage of the proposed approach is that one can freely test which strategy can cause the least losses for the company as well as for the entire supply chain. Research implications/limitations – The analysis carried out shows that companies wishing to develop in conditions of unexpected disasters, that cannot be predicted, should regularly increase their assets because they are needed to implement a strategy that allows them to maintain an appropriate operational level. This approach provides tools that enable the selection of strategies with variable parameters, freely determined during the scientific research. Originality/value/contribution – The paper presents a graphical analysis of the change in the value of resources of a supply chain company over one year period. Such an analysis may be useful for any company that creates a supply chain during the COVID-19 crisis period, which is an unpredictable disaster. The adoption of a Gaussian Pseudo Random Number Generator turned out to be useful as it creates crises days while simulation studies allow us to generate experiments for different data configurations. This paper provides an analysis of small and large disasters separately, which is an approach not presented in the literature.
5
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THE SIMULATIONS OF SEQUENTIAL OF ESTIMATORS FOR OBJECTS WITH A SERIAL STRUCTURE

100%
Kwater T., Krutys P.
Information Systems in Management
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2016
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vol. 5
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issue 3
347-357
EN
The paper concerns the results of simulation of a certain approach, in which es-timation of object state associated with the decentralization of calculations. It is realized by dividing the optimization problem into sub-problems of smaller dimensionality. The main idea of the method is to assign individual quality indicators to each sub-object and to carry out the synthesis of estimators in a sequential manner, start-ing with the last sub-object. Implementation of the estimation process requires knowledge about the measurements of the individual sub-objects. The parameters of the filter sequential gains are calculated based on Riccati equation solutions for sub-objects and certain bilinear equations for cross-linkage connections. In the simulation tests the influence of types of connection between the sub-objects, the intensity disturbances of measurements and system on the values of coefficients of gains, as well as the estimation errors is presented.
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