Report from the research: "The factory of culture – paid and voluntary work at cultural festivals"

The research material is based on in-depth, partially structured interviews. However, the scope of topics was very wide and conversations mostly referred to: problems that the employees encountered at work, their motivation, expectations towards current work, as well as their future prospects. Answers that gradually appeared in the interviews have been then confronted with the analysis of data and documents that the Ministry of Culture and National Heritage made available. Budgets of particular festivals and general data on their financial support have also been confronted with the interviews. Such an analysis gave us a stronger, structural base for conclusions made over the interpretation of interviews. One question that surprised us, but also showed us the benefits of the grounded theory, was the fact that data obtained from interviews mirrored the data from the documents. In total there were 48 interviews with the employees, co-workers and volunteers who worked at 12 festivals financed by the Ministry of Culture and National Heritage located in 6 different cities in Poland

Aktywność organów jednostek samorządu terytorialnego a ich dochody transferowe

The authors present a complex definition of the local authorities activity concept in connec- tion with most common concepts of public finance: the decentralisation of public finance and the decentralisation of local tasks. The authors emphasise the complexity of relations between these concepts and the impact of this complexity of relations in the context of public finance crisis, activities aiming at reduction of discrepancies between regions, etc. The article shows also the need of detailed economic and law analysis and broad, professional discussions, taking into account, as the starting point, the analogy between Poland and Spain

The prognostic value of tumor markers doubling times in medullary thyroid carcinoma - preliminary report

<p>Abstract</p> <p>Introduction</p> <p>Calcitonin (Ct) and carcinoembrional antigen (CEA) are widely used as tumor markers for the post-operative follow-up of patients with medullary thyroid carcinoma (MTC).</p> <p>In patients with elevated serum Ct and CEA their dynamics can be described by calculating the doubling time (DT) - the time, they need to double the serum concentration. Previous reports concluded that the Ct and CEA DT have prognostic value in MTC patients.</p> <p>Patients and methods</p> <p>We retrospectively analyzed data of 70 MTC patients with elevated serum Ct or CEA. In total, doubling times were calculated and the DT of the less favorable marker was used to stratify the patients into the low- and high-risk group with the cut-off value of 2 years. The survival analysis was performed using Cox proportional hazard method.</p> <p>Results</p> <p>The doubling time < = 2 years of the less-favorable marker had significant prognostic impact for recurrence-free survival, HR = 2.61 (1.43-4.71) and overall survival, HR = 8.99 (3.51-23.04).</p> <p>Conclusions</p> <p>The calcitonin and carcinembrional antigen doubling times of less than two years are negative prognostic factors for MTC recurrence-free and total survival in patients with persistent or recurrent disease. They may be used as predictive factors for more intensive search of disease localization in asymptomatic hypercalcitoninemia and for therapy choice in symptomatic disease.</p

The presence and clinical implications of α-2,6-galactose-linked sialic acids in non-small-cell lung cancer brain metastases — preliminary study

Brain metastases (BM) in non-small-cell lung cancer (NSCLC) patients present an increasing clinical challenge. Identifying biomarkers which specifically identify patients at high risk of BM may improve their early diagnosis, which is crucial for surgical and radiotherapeutic treatment outcome. Alpha-2,6-sialyltransferase (α-2,6-ST) and the primary product of its activity, alpha-2,6-galactose-linked sialic acids (α-2,6-GalSA) have been found responsible for the adhesion of tumor cells to the brain vessels’ endothelium and enabling their transmigration through the blood-brain barrier in brain metastatic tumors. The aim of the study was to investigate by histochemical method the presence and possible role of α-2,6-GalSA in the formation of brain metastasis in NSCLC. In the screening phase 76 metastatic brain tumors were stained for α-2,6-GalSA and the second phase involved an identical staining of 20 primary tumors of patients who had their primary tumors treated with surgery or definite radiochemotherapy yet who later developed BM. The results were compared to a control group of 22 patients treated with surgery for NSCLC and who survived 5 years without the recurrence of disease. Alpha-2,6-GalSA presence was found to be down-regulated in poorly differentiated tumor types, whereas majority of differentiated tumors overexpressed it. This was statistically significant for both BM and the primary tumors. The expression of α-2,6-GalSA remained stable in primary and metastatic tumor pairs, however, no statistically significant differences were observed between study and control groups. Within the study group, a higher α-2,6-GalSA expression was associated with better overall survival, but not all statistical models found this result significant. Further studies are recommended to validate these findings

Use of Hydrothermal Carbonization and Cold Atmospheric Plasma for Surface Modification of Brewer’s Spent Grain and Activated Carbon

This paper presents results that show the effect of hydrothermal carbonization and subsequent cold plasma jet treatment with helium and argon on the structure and sorption properties of a material—spent brewery grain. Treatment of activated carbon, with a cold atmospheric plasma jet, was used comparatively. The effect of activation on the pore structure of the materials was carried out by the volumetric method at low pressure (N2, 77 K). The specific surface area as well as the total pore volume, average pore size, and pore size distribution were determined using different theoretical models. A high improvement in the sorption capacity parameter was obtained for hydrochars after cold atmospheric plasma jet treatment with an increase of 7.5 times (using He) and 11.6 times (using Ar) compared with hydrochars before cold atmospheric plasma jet treatment. The increase in specific surface area was five-fold (He) and fifteen-fold (Ar). For activated carbon, such a large change was not obtained after plasma activation. Regardless of the gas used, the increase in structural parameter values was 1.1–1.3

Polish consensus on gastric cancer diagnosis and treatment – update 2022

This document – “Polish consensus on gastric cancer diagnosis and treatment – update 2022” – represents an expert consensus following a year’s worth of dedicated effort by a team of specialists throughout 2021, put forward in a con­ference in December 2021 in Krakow, and finalized below for publication in 2022. The effective date of this document is June 14th 2022. The work that went into updating this consensus was made under auspices of the Polish Society of Surgical Oncology and the Association of Polish Surgeons

Polski konsensus diagnostyki i leczenia raka żołądka – aktualizacja 2022

This document – “Polish consensus on gastric cancer diagnosis and treatment – update 2022” – represents an expert consensus following a year’s worth of dedicated effort by a team of specialists throughout 2021, put forward in a con­ference in December 2021 in Krakow, and finalized below for publication in 2022. The effective date of this document is June 14th 2022. The work that went into updating this consensus was made under auspices of the Polish Society of Surgical Oncology and the Association of Polish Surgeons.Końcowy kształt niniejszego dokumentu – „Polski konsensus diagnostyki i leczenia raka żołądka – aktualizacja 2022” – jest wynikiem prac zespołu ekspertów, które prowadzone były w 2021 r., zwieńczone konferencją w grudniu 2021 r. w Krakowie i przygotowane w ostatecznej wersji do publikacji w roku 2022. Pracom nad aktualizacją konsensusu patronowały równorzędnie dwa towarzystwa naukowe: Polskie Towarzystwo Chirurgii Onkologicznej i Towarzystwo Chirurgów Polskich

Modeling and forecasting volatility. The use of daily prices in GARCH class models

Praca podejmuje temat modelowania i prognozowania wariancji stóp zwrotu przy wykorzystaniu pełnego zestawu kursów dziennych. W literaturze przedmiotu dominującym podejściem w kwestii estymacji modeli warunkowej wariancji dla danych dziennych jest wykorzystanie wyłącznie informacji o dziennych cenach zamknięcia analizowanych aktywów finansowych. Powszechną praktyką rynkową jest jednak udostępnianie, wraz z cenami zamknięcia, także cen otwarcia, minimalnych i maksymalnych. W niniejszej pracy wskazane są korzyści wynikające z zastosowania pełniejszego zestawu dostępnych informacji w kontekście modeli klasy GARCH. W rozdziale 1 przedstawione zostały estymatory dziennej wariancji stóp zwrotu oparte o wartości ekstremalne (cenę minimalną, maksymalną, otwarcia, oraz zamknięcia). Estymatory te okazują się wielokrotnie bardziej efektywne niż klasyczny estymator wariancji oparty wyłącznie o ceny zamknięcia. Rozdział 2 przedstawia istniejące modele warunkowej wariancji wykorzystujące pełniejszy zestaw dostępnych informacji – bądź to poprzez użycie estymatorów wariancji opartych o ceny ekstremalne, bądź też samych wartości ekstremalnych. W rozdziale 3 omówione zostało zagadnienie oceny trafności prognoz w modelach warunkowej wariancji, z uwzględnieniem różnych aproksymacji rzeczywistej zmienności. W kolejnych rozdziałach dokonano weryfikacji głównych hipotez badawczych postawionych w niniejszej pracy: - Wykorzystując estymatory wariancji oparte o wartości ekstremalne można skonstruować modele warunkowej wariancji o lepszych własnościach prognostycznych niż w przypadku modeli opartych wyłącznie o stopy zwrotu. (H1) - Nie istnieje ściśle dominujące podejście w kwestii rodzaju wykorzystywanych danych w modelach klasy GARCH. (H2) - Możliwe jest wskazanie reguł pozwalających na wybór bardziej korzystnego, z punktu widzenia jakości generowanych prognoz, modelu zmienności. (H3) - Skuteczność reguły wyboru prognozy warunkowej wariancji zależy od rodzaju analizowanego aktywa. (H4) Rozdziały 4 i 6 pozytywnie weryfikują hipotezę H1. W rozdziale 4 pokazane zostało, iż zastosowanie modeli klasy GARCH wykorzystujących estymatory oparte o wartości ekstremalne często prowadzi do poprawy jakości prognoz warunkowej wariancji w stosunku do klasycznych modeli GARCH (opartych wyłącznie o stopy zwrotu). W rozdziale 6 zaproponowano autorską modyfikację modeli GARCH wykorzystującą estymator Garmana-Klassa i możliwą do zastosowania dla wszystkich modeli klasy GARCH zakładających normalny rozkład stóp zwrotu. Modele zaproponowane w rozdziale 6 lepiej radzą sobie z prognozowaniem zmienności w ogonach rozkładów empirycznych stóp zwrotu niż modele wyjściowe. W rozdziale 4 pozytywnie zweryfikowana została także hipoteza H2 – nie ma podstaw do uznania za prawdziwe stwierdzenia o dominacji któregokolwiek z dwóch analizowanych podejść. W rozdziale 5 zaproponowano autorski algorytm wyboru prognoz warunkowej wariancji. Algorytm ten, w oparciu o egzogeniczne zmienne, pozwala przewidywać relatywną trafność prognoz uzyskiwanych przy pomocy modeli GARCH wykorzystujących estymatory oparte o wartości ekstremalne i modeli GARCH opartych wyłącznie o stopy zwrotu. Istotna poprawa trafności prognoz uzyskiwanych przy pomocy algorytmu (w odniesieniu do modeli wyjściowych) pozwala uznać hipotezę H3 za prawdziwą. Okazuje się jednak, że skala korzyści odnoszonych z zastosowania algorytmu jest zależna od rodzaju analizowanego aktywa – co z kolei skłania do uznania hipotezy H4 za prawdziwą. Nadrzędnym celem niniejszej pracy było wykazanie, iż sensowne jest stosowanie zarówno modeli GARCH opartych wyłącznie o stopy zwrotu jak i modeli GARCH wykorzystujących estymatory oparte o wartości ekstremalne. Żadne z tych dwóch podejść nie powinno być z góry pomijane. Zdaniem autora istotnym wkładem niniejszej pracy w rozwój metod modelowania i prognozowania wariancji jest zaproponowanie nowej modyfikacji modeli GARCH, jak również zaprezentowanie autorskiego algorytmu wyboru prognoz warunkowej wariancji.Dissertation tackles the topic of modeling and forecasting variance of returns, using a full set of daily prices. In the literature, the dominant approach regarding estimation of conditional variance models for daily data is to use only the daily closing prices of financial assets. However, it is common market practice to provide not only closing price, but also opening, minimum and maximum prices. In this dissertation, the benefits of using a more complete set of available information in the context of GARCH class models are pointed. Chapter 1 presents estimators of daily variance of returns based on the extreme values (minimum, maximum, opening and closing prices). These estimators turn out to be much more efficient than classical variance estimator based solely on the closing prices. Chapter 2 includes review of existing conditional variance models using a more comprehensive set of available information - either by using variance estimators based on extreme values, or by using extreme values themselves. In chapter 3 the issue of conditional variance forecasts accuracy evaluation is disscused, with special emphasis on different approximations of the true volatility. In the following chapters the main hypotheses posed in this dissertation are verified: - It is possible to construct conditional variance models with greater forecast accuracy than models based solely on daily returns, by employing variance estimators based on extreme values. (H1) - There is no strictly dominant approach to the type of data used in the GARCH class models. (H2) - It is possible to identify rules that allow to select more favorable conditional variance model regarding the quality of predictions. (H3) - The effectiveness of the forecasts selection rule depends on the type of the analyzed asset. (H4) Chapters 4 and 6 positively verify the hypothesis H1. In chapter 4 it is shown that the use of the GARCH class models using variance estimators based on extreme values often leads to improved quality of conditional variance forecasts, compared to traditional GARCH models (based solely on the daily returns). In chapter 6 a new specification of the GARCH model is proposed. This specification employs the Garman-Klass variance estimator and can be applied to a broad set of GARCH class models (precisely: all GARCH class models that assume normality of returns). The model proposed in chapter 6 significantly better copes with forecasting volatility in the tails of empirical distributions of returns, than reference models. In chapter 4 the hypothesis H2 was also positively verified - there is no reason to conclude that one of analyzed approaches dominates over the other. Chapter 5 proposes an original algorithm of conditional variance forecasts selection. This algorithm, based on exogenous variables, predicts the relative accuracy of forecasts obtained using GARCH model that employs variance estimators based on extreme value and GARCH model based solely on daily returns. A significant improvement in the accuracy of forecasts obtained using the algorithm (compared to the reference models) leads to the conclusion that hypothesis H3 is true. However it turns out that the scale of benefits gained from the use of the algorithm depends on the type of the analyzed asset, so the hypothesis H4 seems to be true as well. The overriding aim of this disseration was to demonstrate that it makes sense to use both: GARCH models based solely on daily returns and GARCH models using variance estimators based on extreme values. Neither of these two approaches should be ignored in advance. Author believes that by proposing a new modification of GARCH models, as well as an algorithm of conditional variance forecasts selection, this dissertation significantly contributes to the development of modeling and forecasting volatility

New Instruments and Methods for Analysing the Coal-Methane System

The authors of the present paper designed and constructed a prototype of an instrument which enables fully automated determination of the desorbable methane content and effective diffusion coefficient in underground conditions. Due to microprocessor analysis of the recorded data and the application of the mathematical model of the diffusion process, it is possible to automatically determine the amount of methane whose release from a coal sample occurred before the sample was placed within a measuring instrument. It is also possible to carry out follow-up extrapolation of the recorded data so the time duration needed to determine reliable results can be reduced. The instrument was tested and optimized, and a number of copies sufficient for performing underground tests were constructed. The concept of the instrument represents a totally new approach to the observation of gas release from a coal sample. Instead of short-period measurements, virtually the whole process of methane release from coal is registered and analysed. This is possibly due to the use of a grain fraction lower than one mm which is presently applied for the sake of evaluating the methane- bearing capacity and desorption intensity