Wyniki wyszukiwania - Biblioteka Nauki

1

Fundamental Portfolio Construction Based on Semi-Variance

100%

Rutkowska-Ziarko A.

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nr 2

151-162

EN

In models for creating a fundamental portfolio, based on the classical Markowitz model, the variance is usually used as a risk measure. However, equal treatment of negative and positive deviations from the expected rate of return is a slight shortcoming of variance as the risk measure. Markowitz defined semi-variance to measure the negative deviations only. However, finding the fundamental portfolio with minimum semi-variance is not possible with the existing methods.The aim of the article is to propose and verify a method which allows to find a fundamental portfolio with the minimum semi-variance. A synthetic indicator is constructed for each company, describing its economic and financial situation. The method of constructing fundamental portfolios using semi-variance as the risk measure is presented. The differences between the semi-variance fundamental portfolios and variance fundamental portfolios are analysed on example of companies listed on the Warsaw Stock Exchange.

2

Modelowanie zmienności przestrzennej podatności magnetycznej gleb na obszarze Górnośląskiego Okręgu Przemysłowego

51%

Zawadzki J. , Fabijańczyk P.

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2007

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tom Vol. 14, nr S3

379-391

PL

Pomiary zmiany podatności magnetycznej spowodowane depozycjami pyłowymi pochodzenia antropogennego są wykorzystywane do szybkiej oceny zanieczyszczenia gleb. W celu planowania sposobu wykonania pojedynczego pomiaru oraz całej kampanii pomiarowej, a także podczas opracowywania wyników są wykorzystane metody geostatystyczne. Niniejszy artykuł prezentuje analizę zmienności przestrzennej podatności magnetycznej górnej warstwy gleb Górnośląskiego Okręgu Przemysłowego (GOP). W tym celu wykorzystano wartości podatności magnetycznej objętościowej (K) zmierzonej bezpośrednio w terenie, na kilku obszarach zlokalizowanych na terenie GOP, jak również podatności magnetycznej właściwej (x) zmierzonej w laboratorium, dla próbek zebranych z tych obszarów. Badane obszary zostały opróbkowane z różną gęstością, co pozwoliło na wyznaczenie różnych skal zmienności przestrzennej. Wyniki badań pokazują, że podatność magnetyczną gleb GOP cechuje kilka skal zmienności, poczynając od skali lokalnej aż do skali regionalnej. Na podstawie wyznaczonych miar zmienności przestrzennej określono cztery typowe zakresy zmienności równe: 35, 850 m oraz 5 i 12 km, z błędem średnim około 20%. Zasięg zmienności, wynoszący 12 m, można odnieść do warunków regionalnych (skali regionalnej), natomiast mniejsze zasięgi zmienności do warunków lokalnych (skali lokalnej).

EN

Measurements magnetic susceptibility changes caused by industrial airborne particulate deposition of anthropogenic origin, are used for the quick assessment of potential soil contamination with heavy metals. Geostatistical methods are useful to plan ways of individual measurement and the whole measuring campaign as well as to work out the results. This study presents the analysis of spatial variability of magnetic susceptibility of top soil layers of the Upper Silesia Industrial Area (USIA). For this purpose the values of magnetic susceptibility have been measured both in field, ie on a few sites located within USIA and in laboratories on soil samples taken from this region. The study areas have been sampled out with a varied density, which allowed for the designation of scales of spatial variability. The study shows that magnetic susceptibility of soils of USIA is characterized by a few scales of variability ranging from the local to the regional one. Four ranges of variability have been designated: 35, 850 m. 5 and 12 kin with the standard deviation of about 20%. The range of variability of 12 kilometers refers to the regional conditions (the regional scale), whereas the smaller ranges correspond to the local conditions (the local scale).

3

On the influence of the nugget effect on the efficiency of magnetometric soil surface screening

44%

Zawadzki J. , Fabijańczyk P.

Ecological Chemistry and Engineering. S

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2022

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tom Vol. 29, nr 4

525--535

EN

The paper presents selected aspects of calculations and modelling of variograms from measurements of soil surface magnetic susceptibility for rapid screening of surface soil contamination with Technogenic Magnetic Particles (TMP). In particular, the methodology of variogram analysis in the case of multiple magnetometric measurements in one measurement location with the use of the MS2D Bartington sensor was discussed. A new approach to analysing such measurements was proposed that allows determining and using the nugget effect from standard, already existing measurements. This is of key importance for the quality of spatial analyses, and thus the screening results obtained by means of field magnetometry. In the paper, it was shown, step by step, that averaging the measurements performed at one measurement point during the calculation of the empirical variograms does not result in the loss of information on spatial variability in the microscale. As it was calculated non-averaged measurements were characterised by the nugget-to-sill ratio of about 96 % which was much higher than in the case of averaged measurements (close to 0 %). A range of correlation was similar in both cases and was equal to about 300 m - 400 m. The local variogram revealed a range of correlation of about 80 cm. As a result, the screening results are more reliable than is the case with the traditional procedure. An additional advantage of the work was the performance of all calculations in free R software.