Metody Ilościowe w Badaniach Ekonomicznych

Istotny wpływ kobiet w managemencie na wyniki finansowe spółek. Prawda czy fałsz na polskim rynku kapitałowym?

2024-06-18T09:09:54+00:00

Celem artykułu jest sprawdzenie czy obecność kobiet we władzach spółek publicznych wpływa na ich wyniki finansowe. Badaniem objęto spółki nieprzerwanie notowane na GPW w Warszawie w latach 2010-2019. Strukturę managementu określano na dzień 30.06. kolejnych lat, a ocenę sytuacji finansowej spółek na koniec roku kalendarzowego. Zastosowano wielowymiarowe syntetyczne miary wektorowe do oceny standingu badanych spółek i zbadano ich korelacje z odsetkiem kobiet w organach statutowych. Wyniki nie potwierdzają pozytywnej zależności pomiędzy wzrostem udziału kobiet w organach statutowych a wynikami finansowymi spółek, bowiem w większości przypadków korelacje są statystycznie nieistotne.

Effectiveness of Variable Selection Methods for Machine Learning and Classical Statistical Models

2024-06-18T09:09:59+00:00

In line with new international financial supervision directives (IFRS9), banks should look at a new set of analytical tools, such as machine learning. The introduction of these methods into banking practice requires reformulation of business goals, both in terms of the accuracy of predictions and the definition of risk factors. The article compares methods for selecting variables and assigning "importance" in statistical and algorithmic models. The calculations were carried out using the example of financial data classification for loan default. The effectiveness of various machine learning algorithms on selected sets of variables was compared. The results of the analyzes indicate the need to revise the concept of the "importance" of a variable so that it does not depend on the structure of the model.

Post-Merger Financial Performance – A Study of High-Tech Companies in the United States using Artificial Neural Networks

2024-06-18T09:09:51+00:00

The debate about the efficacy of mergers and acquisitions as a growth strategy in terms of ex-post value creation has been developing for decades. This paper aims to create an artificial neural network that examines trends in the financials and marks the potential sources of value creation in the high-tech industry mergers between 2011 and 2021. The findings demonstrate that ANN can be implemented as a highly efficient model for analyzing complex financial events due to its flexibility and lack of prior assumptions about the data.

Analysis of Regional Differentiation of Poland’s Agriculture in the Years 2016-2022

2024-06-18T09:09:56+00:00

The work is a continuation of a series of works by A. Binderman- Dubik, published in the years 2004 - 2013, concerning the regional differentiation of Polish agriculture, in which she used two patterns (models): negative and positive. These studies showed the superiority of the two-pattern methods used over the single-pattern methods. Here, methods based on three patterns (negative, positive, indirect) are used. The author uses the method considered by the authors: Binderman Z., Borkowski B., Szczesny W. 2020.