Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Results found: 2

first rewind previous Page / 1 next fast forward last

Search results

help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1
Publication available in full text mode
Content available

The computer program Scientific Article - the new approach to the empirical surveys

100%
Khemissi E.
Informatyka Ekonomiczna
|
2016
|
issue 3(41)
41-50
EN
In this paper we present the first concept of a computer program using the example of a program to research the relationship between exchange rates and indexes. This solution allows using more historical data than research done by hand, on paper. The exemplary program allows the analysis of integration and variability and the results are posted on charts. Its advantage is downloading data from the file and from the websites and their processing in Excel. The program works on the idea of saving the methodology of empirical research in economics. Empirical studies constitute a large part of Polish scientific achievements. Another option is to bring a sense of historical empirical research or to treat them as a guide to making important business decisions. Unfortunately, authors often based their conclusions on fairly random historical data which had no special significance to historians
2
Publication available in full text mode
Content available

Axiomatic extension of risk measurement

100%
Khemissi E.
Econometrics. Ekonometria. Advances in Applied Data Analytics
|
2017
|
issue 2 (56)
116-126
EN
In the article the author introduce the additional axiom of measure of risk and checks, mathematically proving, which well-known functions of risk fulfill this additional axiom. This will be conducted for functions such as: Value at Risk, Expected Shortfall, Median, Absolute Median Deviation, Maximum, Maximum Loss, Half Range, and Arithme- tic Average. In other words, the purpose of the paper is studying which of the above func- tions fulfill the additional axiom of measure of risk, which can enrich Arzner’s and other axioms. This axiom is not a consequence of Arzner’s and other axioms. Furthermore, the author researches mathematically if the mentioned functions of risk retain their properties after replacing the partial order with the stochastic order. Finally the author presents the new measure of risk which fulfills all the axioms of measure of risk and the additional axiom.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.