dr Urszula Grzybowska

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interest(s):

Affiliation:


Szkoła Główna Gospodarstwa Wiejskiego

address: Nowoursynowska 166, Warszawa, 02-787, Poland
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fax:
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Participant:


6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2012-04-19
ended: 2012-04-21
Presented:

Participant:


Current Economic and Social Topics CEST2013

began: 2013-05-23
ended: 2013-05-24
Presented:

Current Economic and Social Topics CEST2013

Application of migration matrices to risk evaluation and their effect on portfolio value

Current Economic and Social Topics CEST2013

Influence of motherhood on research activity of women on the example of Warsaw University of Life Sciences

Participant:


8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2015-11-04
ended: 2015-11-07
Presented:

8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Propensity score matching and its application to risk drivers selection in financial setting

Participant:


Econophysics Colloquium 2017

began: 2017-07-04
ended: 2017-07-07
Presented:

Econophysics Colloquium 2017

Analysis of stability of  operational risk models

Publications:


  1. Analysis of stability of  operational risk models
  2. Application of migration matrices to risk evaluation and their effect on portfolio value
  3. Influence of motherhood on research activity of women on the example of Warsaw University of Life Sciences
  4. Mixed models and ensemble methods and their performance in LGD modeling.
  5. Modeling correlations in operational risk
  6. Models of rating dynamics
  7. Propensity score matching and its application to risk drivers selection in financial setting
  8. Selekcja i klasyfikacja spółek notowanych na Warszawskiej Giełdzie Papierów Wartościowych przy pomocy pakietu SAS



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