International Conference on Modelling and Forecasting of Socio-Economic Phenomena

	Title page	1
	Contents	6
	Preface	8
Jan Acedański	Factor shares and income and wealth inequalities	9
Aleksandra Baszczyńska	Nonclassical kernel functions in kernel procedures of statistical inference	19
Justyna Brzezińska	Rasch models in eRm package in R	29
Marek A. Dąbrowski, Justyna Wróblewska	Has exchange rate flexibility of the Polish zloty been conducive to shock absorption?	39
Ewa Genge	A longitudinal study of Polish emigration attitudes: a latent Markov model approach	49
Ján Gogola	Modelling mortality rate of the very old	58
Monika Hadaś-Dyduch	Polish macroeconomic indicators correlated-prediction with indicators of selected countries	68
Przemysław Jaśko	Statistical arbitrage – critical view	77
Daniel Kosiorowski, Mateusz Bocian	Functional classifiers in management of the Internet service	87
Daniel Kosiorowski, Damian Tracz	Robust estimators for Pareto and lognormal distributions in income inequalities evaluation	98
Daniel Kosiorowski, Dominik Mielczarek, Ewa Szlachtowska	Clustering of functional objects in energy load prediction issues	108
Marta Kuc	The use of Markov chains in the social convergence analysis	118
Viera Labudová	Household consumer expenditure inequality in Slovakia	127
Katarzyna Łęczycka	Quality evaluation of the model-based forecasts of implied volatility index	136
Michał Miłek	Detecting structural changes in the time series in the use of simulation methods	145
Monika Papież	Is it possible to successfully forecast the real price of crude oil at short horizons?	154
Barbara Pawełek, Jadwiga Kostrzewska, Artur Lipieta	The problem of outliers in the research on the financial standing of construction enterprises in Poland	164
Radosław Pietrzyk, Paweł Rokita	Lowering costs of private retirement by sharing of life-length risk within a household	174
Dominika Polko	On testing dependency for data in multidimensional contingency tables	185
Victor Shevchuk	Industrial output and foreign trade dynamics in large devaluations: The case of Ukraine	195
Sławomir Śmiech	Accuracy of the real crude oil price forecast for different specification of VAR models	205
Jacek Stelmach	On applying the genetic algorithm in the aggregation of regression models	215

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