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dr Urszula Grzybowska
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| e-mail: | ***@sggw.pl |
| phone: | +48-22-5937272 |
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Affiliation: |
Szkoła Główna Gospodarstwa Wiejskiego
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| address: | Nowoursynowska 166, Warszawa, 02-787, Poland | | phone: | | | fax: | | | web: | | |
Participant: |
| began: | 2012-04-19 |
| ended: | 2012-04-21 |
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Publications: |
- Analysis of stability of operational risk models
- Application of migration matrices to risk evaluation and their effect on portfolio value
- Influence of motherhood on research activity of women on the example of Warsaw University of Life Sciences
- Mixed models and ensemble methods and their performance in LGD modeling.
- Modeling correlations in operational risk
- Models of rating dynamics
- Propensity score matching and its application to risk drivers selection in financial setting
- Selekcja i klasyfikacja spółek notowanych na Warszawskiej Giełdzie Papierów Wartościowych przy pomocy pakietu SAS
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