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New Results on the Quality of Recently Introduced Index for a Consistency Control of Pairwise Judgments

100%
Kazibudzki P. T.
Multiple Criteria Decision Making
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2017
|
vol. 12
90-102
EN
A system exists which meets a prescription of the efficacious multiple criteria decision making support methodology. It is called the Analytic Hierarchy Process (AHP). The consistency control of human pairwise judgments about their preferences towards alternative choices appears to be the crucial issue in this concept. This research examines the efficiency of a recently proposed consistency index grounded on the redefined idea of triads inconsistency within Pairwise Comparison Matrices. The quality of the recently introduced proposal is studied and compared to other ideas with application of Monte Carlo simulations coded and run in Wolfram Mathematica 8.0.
2
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Metodyczne podstawy symulacji stochastycznej Monte Carlo

75%
Mitrenga D.
Studia Ekonomiczne
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2014
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vol. 204
164-180
EN
The aim of these paper is to present the genesis and methodical basis of the Monte Carlo simulation, which allows to incorporate in studies the stochastic nature of economic variables. Additionally this article considers the connection between the mentioned method and the concepts of determinism and indeterminism.
3
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O porównywaniu dwóch populacji wielowymiarowych z wykorzystaniem objętości elipsoid ufności

75%
Stelmach J., Kończak G.
Studia Ekonomiczne
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2013
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vol. 133
146-157
EN
A comparison of two populations seems to be interesting and very common statistical problem. The most often way is to verify the hypothesis concerned the equality of certain, characteristic parameter i.e. mean, standard deviation or fraction with parametric or non-parametric tests. The authors propose to compare the distribution of two populations - comparing the confidence ellipsoid volumes. Since their distribution is unknown - permutation tests were applied. A Monte-Carlo simulation let to compare power of these tests with T2 Hotelling tests. Proposed methods can be used, when the assumptions for parametric tests couldn't be verified.
4
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On Some Problems of Prediction of Domain Total in Longitudinal Surveys when Auxiliary Information is Available

63%
Żądło T.
Studia Ekonomiczne
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2013
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vol. 133
86-106
PL
W artykule wyprowadzono postacie najlepszych liniowych nieobciążonych predyktorów przy założeniu pewnych modeli będących uogólnieniami na przypadek danych przekrojowo-czasowych modeli znanych z literatury statystyki małych obszarów. Ponadto wyprowadzono postacie błędów średniokwadratowych empirycznych wersji tych predyktorów oraz zaproponowano ich estymatory. W symulacji Monte Carlo porównywano dokładność zaproponowanego predyktora z dwoma ogólnymi estymatorami regresyjnymi po planie losowania i po modelu nadpopulacji (także w różnych przypadkach złej specyfikacji modelu). Ponadto analizowano obciążenia zaproponowanych estymatorów błędu średniokwadratowego.
5
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Comparison of market risk of an equity asset class measured by Value at Risk and Maximal Loss according to Monte Carlo method with fractional Brownian motion evolution of the price and historical simulation approach

63%
Baca M.
Studia Ekonomiczne
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2016
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vol. 297
7-21
EN
In this paper, author provides a comparison of market risk of the six equities from the Polish stock exchange. In order to calculate the risk, quantile-based risk measures have been used: Value at Risk and Maximal Loss. Two common approaches to calculate quantile-based measures have been used: Monte Carlo simulation and historical simulation. However, for the simulation of the future paths in the Monte Carlo approach, the fractional Brownian motion has been used instead of geometric Brownian motion.
PL
W niniejszym artykule autor dokonuje analizy ryzyka rynkowego akcji giełdowych sześciu spółek z Warszawskiej Giełdy Papierów Wartościowych. Dla celów analizy zostały wybrane dwie kwantylowe miary ryzyka: wartość zagrożona ryzykiem (ang. Value at Risk, VaR) oraz maksymalna strata (ang. Maximal Loss). Analizę przeprowadzono na podstawie metody Monte Carlo oraz symulacji historycznej. Jednakże w metodzie Monte Carlo przyszłe wartości cen są dane ułamkowym ruchem Browna, a nie − jak podpowiada praktyka rynkowa − geometrycznym ruchem Browna.
6
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Monte Carlo Simulation Applied to the Logistics of Ceramics

51%
Hontoria E., de la Fuente Aragon V., Ros-McDonnell L., Bogataj M.
Journal of Economics and Management
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2013
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vol. 11
5-16
EN
The article offers information on the Monte Carlo simulation method applied to logistics in ceramic industries. It mentions that the aim of the study is to improve an approximate algorithm for optimal logistics of heavy and variable size items and to find a new, well-organized vehicle assignment solution with lower costs. The topics discussed includes capacitated vehicle routing problem, strategies of logistics operator and Monte Carlo simulation solution.
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