Stanisław Galus' Home Page
Publications
- Exchange rates of Polish złoty against the purchasing power parity
hypothesis, Pieniądze i Więź, vol. VIII(2005):
PDF file,
data set
- Dictionary-Based Part-of-Speech Tagging of Polish,
Intelligent Information Processing and Web Mining. Advances in Soft
Computing, vol. 31(2005)
- Parsing Polish as a Context-Free Language,
Intelligent Information Processing and Web Mining. Advances in Soft
Computing, vol. 35(2006)
- Portfolio optimization on the
Polish Stock Market, Prace Naukowe WSB w Gdańsku,
vol. I(2008)
- VaR-based portfolio optimization
on the Stock Exchange in Warsaw, Prace Naukowe WSB w Gdańsku,
vol. V(2010)
- Distributions of stock
price changes via normal hidden Markov models, Prace Naukowe WSB w
Gdańsku, vol. IX(2011)
- On the distributions of
stock price changes on the Stock Exchange in Warsaw, Prace Naukowe
WSB w Gdańsku, vol. IX(2011)
- A note on modelling asset
returns on the Stock Exchange in Warsaw using hidden Markov and
Markov-switching models, Prace Naukowe WSB w Gdańsku,
vol. XVIII(2012)
Software