Working Papers

From Faculty of Economic Sciences, University of Warsaw
Contact information at EDIRC.
Bibliographic data for series maintained by Jacek Rapacz ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2020-28: Value-at-risk — the comparison of state-of-the-art models on various assets: Karol Kielak and Robert Ślepaczuk
2020-27: Predicting prices of S&P500 index using classical methods and recurrent neural networks: Mateusz Kijewski and Robert Ślepaczuk
2020-26: Predicting uptake of a malignant catarrhal fever vaccine by pastoralists in northern Tanzania: opportunities for improving livelihoods and ecosystem health: Catherine Decker, Nick Hanley, Mikolaj Czajkowski, Thomas Morrison, Julius Keyyu, Linus Munishi, Felix Lankester and Sarah Cleaveland
2020-25: Energy demand management and social norms – the case study in Poland: Bernadeta Gołębiowska, Anna Bartczak and Mikolaj Czajkowski
2020-24: Demographics and the natural interest rate in the euro area: Marcin Bielecki, Michal Brzoza-Brzezina and Marcin Kolasa
2020-23: Are Poles stuck in overeducation? Individual dynamics of educational mismatch in Poland: Jan Aleksander Baran
2020-22: Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem: Marcin Chlebus, Michał Dyczko and Michał Woźniak
2020-21: HRP performance comparison in portfolio optimization under various codependence and distance metrics: Illya Barziy and 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?: Sergio Colombo, Wiktor Budzinski, Mikolaj Czajkowski and Klaus Glenk
2020-19: Artificial Neural Networks Performance in WIG20 Index Options Pricing: Maciej Wysocki and Robert Ślepaczuk
2020-18: Towards better understanding of complex machine learning models using Explainable Artificial Intelligence (XAI) - case of Credit Scoring modelling: Marta Kłosok and Marcin Chlebus
2020-17: Political connections and the super-rich in Poland: Katarzyna Sałach-Dróżdż and Michał Brzeziński
2020-16: So close and so far. Finding similar tendencies in econometrics and machine learning papers. Topic models comparison: Marcin Chlebus and Maciej Stefan Świtała
2020-15: Comparison of tree-based models performance in prediction of marketing campaign results using Explainable Artificial Intelligence tools: Marcin Chlebus and Zuzanna Osika
2020-14: Why wealth inequality differs between post-socialist countries?: Michał Brzeziński and Katarzyna Sałach-Dróżdż
2020-13: Dealing with uncertainties of green supplier selection: a fuzzy approach: Hayk Manucharyan
2020-12: How do managers actually choose suppliers? Evidence from revealed preference data: Hayk Manucharyan
2020-11: Supplier selection in emerging market economies: a discrete choice analysis: Hayk Manucharyan
2020-10: Investing in VIX futures based on rolling GARCH models forecasts: Oleh Bilyk, Pawel Sakowski and Robert Ślepaczuk
2020-09: Size does matter. A study on the required window size for optimal quality market risk models: Mateusz Buczyński and Marcin Chlebus
2020-08: Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application: Marek Stelmach and Marcin Chlebus
2020-07: Price Transmission across Commodity Markets: Physical to Futures: Gilbert Mbara
2020-05: Payment and policy consequentiality in dichotomous choice contingent valuation: Experimental design effects on self-reported perceptions: Tobias Börger, Tenaw Abate, Margrethe Aanesen and Ewa Zawojska
2020-05: Preferences for demand side management—a review of choice experiment studies: Bernadeta Gołębiowska
2020-04: "I go, I pay". The role of experience in recognizing the need for public financing of cultural goods: Bartosz Jusypenko and Aleksandra Wiśniewska
2020-03: What do lab experiments tell us about the real world? The case of lotteries with extreme payoffs: Raman Kachurka, Michał Krawczyk and Joanna Rachubik
2020-02: Increasing the cost-effectiveness of water quality improvements through pollution abatement target-setting at different spatial scales: Mikolaj Czajkowski, Hans Andersen, Gite Blicher-Mathiasen, Wiktor Budzinski, Katarina Elofsson, Jan Hagemejer, Berit Hasler, Christoph Humborg, James Smart, Erik Smedberg, Per Stålnacke, Hans Thodsen, Adam Wąs, Maciej Wilamowski, Tomasz Zylicz and Nick Hanley
2020-01: Valuing externalities of outdoor advertising in an urban setting – the case of Warsaw: Mikolaj Czajkowski, Michał Bylicki, Wiktor Budzinski and Mateusz Buczyński
2019-21: Urban greenery management problem: Tomasz Zylicz
2019-20: What are the determinants of international trade in services? Evidence from firm-level data for Poland: Łukasz Matuszczak
2019-19: Evolution of private returns to schooling over the business cycle in a transition economy: 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: Michał Brzeziński, Michal Myck and Mateusz Najsztub
2019-17: Hybrid Investment Strategy Based on Momentum and Macroeconomic Approach: Kamil Korzeń and Robert Ślepaczuk
2019-16: A comparison of credit scoring techniques in Peer-to-Peer lending: Aneta Dzik-Walczak and Mateusz Heba
2019-15: Lévy processes on the cryptocurrency market: 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: Michał Latoszek and Robert Ślepaczuk
2019-13: Is expansion of overeducation cohort-driven? Evidence from Poland: Jan Baran
2019-12: Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states: Mateusz Buczyński and Marcin Chlebus
2019-11: The limitations of the representativeness heuristic: further evidence from choices between lottery tickets: Michał Krawczyk and Joanna Rachubik
2019-10: Impact of social comparison on DSM in Poland: Bernadeta Gołębiowska, Anna Bartczak and Wiktor Budzinski
2019-09: Wealth inequality in Central and Eastern Europe: evidence from joined household survey and rich lists’ data: Michał Brzeziński, Katarzyna Sałach-Dróżdż and Marcin Wroński
2019-08: Constitutional Overperformance – An Empirical Study of De Facto Protection of Rights with No De Jure Equivalents: Katarzyna Metelska-Szaniawska and Anna Lewczuk
2019-07: Role of information in the valuation of unfamiliar goods—the case of genetic resources in agriculture: Annika Tienhaara, Heini Ahtiainen, Eija Pouta and Mikolaj Czajkowski
2019-06: Drivers of farmers’ willingness to adopt extensive farming practices in a globally important bird area: Mikolaj Czajkowski, Katarzyna Zagórska, Natalia Letki, Piotr Tryjanowski and Adam Wąs
2019-05: Unraveling local preferences and willingness to pay for different management scenarios: A choice experiment to Biosphere Reserve management: Nekane Castillo-Eguskitza, David Hoyos, Miren Onaindia and Mikolaj Czajkowski
2019-04: What works for disadvantaged unemployed: Private or public ALMP services? Evidence from (unplanned) RCT in Poland: Tomasz Gajderowicz and Maciej Jakubowski
2019-03: ‘Quality food’ for cultural policies. Quality attributes in the non-market stated-preference based valuation of cultural goods: Aleksandra Wiśniewska
2019-02: Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market: Maryna Zenkova and Robert Ślepaczuk
2019-01: Do female managers help to lower within-firm gender pay gaps? Public institutions vs. private enterprises: Iga Magda and Ewa Cukrowska-Torzewska
2018-26: Benefit Transfer and Commodity Measurement Scales: Consequences for Validity and Reliability: Robert Johnston and Ewa Zawojska

Working Papers

Papers sorted by number

Papers sorted by number