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A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.
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Posts
Return based quality factor on Warsaw Stock Exchange
Published:
Recently I ran across an interesting paper published by National Bureau of Economic Research entitled “Return Based Measue of Firm Quality”. I happen to have a suitable data and thought why not reproduce it on data from polish stock exchange in the free time. It turned out not so bad and thanks to being not filled with boring mathematical formulae I guess it’s also pretty accessible.
Monte Carlo option pricing - comparison of R and Julia languages
Published:
This example investigates the performance of R in comparison to Julia language. Additionally shows how to easily call Julia inside R code. With that being said, we will load JuliaCall library that enables us to do so. Alternatively, there is also XRJulia library available.
portfolio
Portfolio item number 1
Published:
Short description of portfolio item number 1
Portfolio item number 2
Published:
Short description of portfolio item number 2
publications
Bank Deposit Guarantee Systems Around the World - a Comparative Analysis
Published in Finance and Financial Law, 2018
Recommended citation: Dadej M., (2018). "Systemy gwarantowania depozytów bankowych na świecie–Analiza porównawcza." Finanse i Prawo Finansowe. 1(3). https://www.czasopisma.uni.lodz.pl/fipf/article/download/8488/8353
Role of the Machine Learning Algorithms in Financial Services Sector
Published in Issues of Management in Knowledge - based Economy, 2018
Recommended citation: Dadej M., (2018). "Rola uczenia maszynowego w sektorze finansowym." Wybrane problemy zarządzania w gospodarce opartej na wiedzy - teoria i praktyka... https://m-dadej.github.io/files/wybrane_problemy_zarzadzania.pdf
Application of Ensemble Gradient Boosting Decision Trees to Forecast Stock Prices on WSE
Published in Our Studies, 2019
Recommended citation: Dadej M., (2019). "Application of Ensemble Gradient Boosting Decision Trees to Forecast Stock Prices on WSE." Nasze Studia... https://m-dadej.github.io/files/wybrane_problemy_zarzadzania.pdf
Agent-based modelling of macroeconomic shocks in a banking sector
Published in Our Studies, 2020
Recommended citation: Dadej M., (2020). "Agent-based modelling of macroeconomic shocks in a banking sector." Nasze Studia... http://ekonom.ug.edu.pl/web/download.php?OpenFile=3752
Short Position Disclosures and Underlying Stock Performance: Evidence from Polish Stock Market
Published in Finanse i Prawo Finansowe, 2020
Recommended citation: Dadej, M. (2020). Short Position Disclosures and Underlying Stock Performance: Evidence from Polish Stock Market. Finanse I Prawo Finansowe, 3(27), 63–75. https://doi.org/10.18778/2391-6478.3.27.03 https://czasopisma.uni.lodz.pl/fipf/article/view/8488
Business cycle transmission between France and United Kingdom
Published in Journal of Economic Studies, 2023
Recommended citation: Dadej, M. (2023), "Business cycle transmission between France and United Kingdom", Journal of Economic Studies, Vol. 50 No. 8, pp. 1926-1938. https://doi.org/10.1108/JES-01-2023-0044 https://www.emerald.com/insight/content/doi/10.1108/JES-01-2023-0044/full/html
MarSwitching.jl: A Julia package for Markov switching dynamic models
Published in Journal of Open Source Software, 2024
Recommended citation: Dadej, M., (2024). MarSwitching.jl: A Julia package for Markov switching dynamic models. Journal of Open Source Software, 9(98), 6441, https://doi.org/10.21105/joss.06441 https://joss.theoj.org/papers/10.21105/joss.06441
talks
Talk 1 on Relevant Topic in Your Field
Published:
This is a description of your talk, which is a markdown files that can be all markdown-ified like any other post. Yay markdown!
Systemic risk and financial connectedness: empirical evidence
Published:
Talk at the QFFE - Quantitative Finance and Financial Econometrics organised by Aix-Marseille School of Economics.
teaching
Teaching experience 1
Undergraduate course, University 1, Department, 2014
This is a description of a teaching experience. You can use markdown like any other post.
Teaching experience 2
Workshop, University 1, Department, 2015
This is a description of a teaching experience. You can use markdown like any other post.