Working Papers

From Faculty of Economic Sciences, University of Warsaw
Contact information at EDIRC.
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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: Preferences for demand side management—a review of choice experiment studies

Bernadeta Gołębiowska

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

2020-04: "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

2018-25: Machine learning in algorithmic trading strategy optimization - implementation and efficiency

Przemysław Ryś and Robert Ślepaczuk

2018-24: A Monte Carlo investigation of the effects of spatial heterogeneity of preferences for discrete choice models

Wiktor Budzinski and Mikolaj Czajkowski

2018-23: Hypothetical bias and framing effect in the valuation of private consumer goods

Magdalena Brzozowicz

2018-22: Publicly funded cultural institutions – a comparative economic valuation study

Aleksandra Wiśniewska, Wiktor Budzinski and Mikolaj Czajkowski

2018-21: Hybrid choice models vs. endogeneity of indicator variables: a Monte Carlo investigation

Wiktor Budzinski and Mikolaj Czajkowski

2018-20: Regulation of Geo-blocking: does it address the problem of low intraEU iTrade?

Joanna Mazur, Katarzyna Śledziewska and Damian Zieba

2018-19: Impact of beliefs about negative effects of wind turbines on preference heterogeneity regarding renewable energy development in Poland

Anna Bartczak, Wiktor Budzinski and Bernadeta Gołębiowska