Search Results - "Romaniuk, Maciej"
-
1
Bootstrapped Tests for Epistemic Fuzzy Data
Published in International journal of applied mathematics and computer science (01-06-2024)“…Epistemic bootstrap is a resampling algorithm that generates bootstrap real-valued samples based on some epistemic fuzzy data input. We apply this method as a…”
Get full text
Journal Article -
2
Flexible resampling for fuzzy data
Published in International journal of applied mathematics and computer science (01-06-2020)“…In this paper, a new methodology for simulating bootstrap samples of fuzzy numbers is proposed. Unlike the classical bootstrap, it allows enriching a…”
Get full text
Journal Article -
3
Bootstrap Methods for Epistemic Fuzzy Data
Published in International journal of applied mathematics and computer science (01-06-2022)“…Fuzzy numbers are often used for modeling imprecise perceptions of the real-valued observations. Such epistemic fuzzy data may cause problems in statistical…”
Get full text
Journal Article -
4
Flexible Bootstrap for Fuzzy Data Based on the Canonical Representation
Published in International journal of computational intelligence systems (01-01-2020)“…Several new resampling methods for generating bootstrap samples of fuzzy numbers are proposed. To avoid undesired repetitions in the secondary samples we do…”
Get full text
Journal Article -
5
Discrete and Smoothed Resampling Methods for Interval-Valued Fuzzy Numbers
Published in IEEE transactions on fuzzy systems (01-03-2021)“…In this article, we propose two new resampling algorithms for the simulation of bootstrap-like samples of interval-valued fuzzy numbers (IVFNs). These methods…”
Get full text
Journal Article -
6
Interval-based, nonparametric approach for resampling of fuzzy numbers
Published in Soft computing (Berlin, Germany) (01-07-2019)“…In this paper, we propose two new nonparametric resampling methods for the simulation of bootstrap-like samples of fuzzy numbers. The generated secondary…”
Get full text
Journal Article -
7
Application of Levy processes and Esscher transformed martingale measures for option pricing in fuzzy framework
Published in Journal of computational and applied mathematics (01-06-2014)“…In this paper we consider the European option valuation problem. We assume that the underlying asset follows a geometric Levy process. The log-price is a sum…”
Get full text
Journal Article -
8
Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making
Published in Soft computing (Berlin, Germany) (01-05-2017)“…Catastrophe bonds are financial instruments, which enable to transfer the natural catastrophe risk to financial markets. This paper is a continuation of our…”
Get full text
Journal Article -
9
Valuing catastrophe bonds involving correlation and CIR interest rate model
Published in Computational & applied mathematics (01-03-2018)“…Natural catastrophes lead to problems of insurance and reinsurance industry. Classic insurance mechanisms are often inadequate for dealing with consequences of…”
Get full text
Journal Article -
10
Estimation of maintenance costs of a pipeline for a U-shaped hazard rate function in the imprecise setting
Published in Eksploatacja i niezawodność (01-01-2020)“…In this paper, we discuss imprecise settings for an evaluation of the maintenance costs of a water distribution system (WDS). Moments of failures of pipes are…”
Get full text
Journal Article -
11
Statistical simulations with LR random fuzzy numbers
Published in Statistical papers (Berlin, Germany) (01-08-2024)“…Computer simulations are a powerful tool in many fields of research. This also applies to the broadly understood analysis of experimental data, which are…”
Get full text
Journal Article -
12
Computing option price for Levy process with fuzzy parameters
Published in European journal of operational research (16-02-2010)“…In the following paper we propose the method for option pricing based on application of stochastic analysis and theory of fuzzy numbers. The process of…”
Get full text
Journal Article -
13
Optimization of maintenance costs of a pipeline for a V-shaped hazard rate of malfunction intensities
Published in Eksploatacja i niezawodność (01-01-2018)“…In this paper I focus on an evaluation of maintenance costs of a water distribution system (WDS), if a concept of a value of money in time is taken into…”
Get full text
Journal Article -
14
Pricing and simulations of catastrophe bonds
Published in Insurance, mathematics & economics (01-01-2013)“…The increasing number of natural catastrophes like floods, hurricanes, and earthquakes not only causes many victims, but also leads to severe production,…”
Get full text
Journal Article -
15
Improving Insurance Catastrophic Data with Resampling and GAN Methods
Published 21-10-2024“…The precise and large dataset concerning catastrophic events is very important for insurers. To improve the quality of such data three methods based on the…”
Get full text
Journal Article -
16
Rehabilitation in scoliosis - an overview of the most important procedures
Published in Journal of education, health and sport (01-07-2019)“…Introduction: Scoliosis is defined as deformation of the spine and torso in three dimensions. Study show that scoliosis affects 68% of healthy individuals over…”
Get full text
Journal Article -
17
Sciatica - radiating pain affecting an increasing part of society
Published in Journal of education, health and sport (01-07-2019)“…Introduction: Sciatica is a current and more common problem affecting normal functioning. Along with the development of civilization, the lifestyle has also…”
Get full text
Journal Article -
18
Rehabilitation in scoliosis - an overview of the most important procedures
Published in Journal of education, health and sport (01-07-2019)“…Introduction: Scoliosis is defined as deformation of the spine and torso in three dimensions. Study show that scoliosis affects 68% of healthy individuals over…”
Get full text
Journal Article -
19
Sciatica - radiating pain affecting an increasing part of society
Published in Journal of education, health and sport (01-07-2019)“…Introduction: Sciatica is a current and more common problem affecting normal functioning. Along with the development of civilization, the lifestyle has also…”
Get full text
Journal Article