18 citations · 32 across the 5 of their papers we have counts for
5 papers
Inconsistency of the judgment matrix in the AHP method and the decision maker's knowledge
Anna Szczypinska, Edward W. Piotrowski
In this paper we propose a method for a quantitative estimation of the decision maker's knowledge in the context of the Analytic Hierarchy Process (AHP) in cases, where the judgmen…
Deterministic definition of the capital risk
Anna Szczypinska, Edward W. Piotrowski
In this paper we propose a look at the capital risk problem inspired by deterministic, known from classical mechanics, problem of juggling. We propose capital equivalents to the Ne…
The price of bond and European option on bond without credit risk. Classical look and its quantum extension
Edward W. Piotrowski, Malgorzata Schroeder, Anna Szczypinska
In this paper we compare two classical one-factor diffusion models which are used to model the term structure of interest rates. One of them is based on the Wiener-Bachelier proces…
Reinforcement learning in market games
Edward W. Piotrowski, Jan Sladkowski, Anna Szczypinska
Financial markets investors are involved in many games -- they must interact with other agents to achieve their goals. Among them are those directly connected with their activity o…
Projective Market Model Approach to AHP Decision-Making
Anna Szczypinska, Edward W. Piotrowski
In this paper we describe market in projective geometry language and give definition of a matrix of market rate, which is related to the matrix rate of return and the matrix of jud…