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WARSAW SCHOOL OF ECONOMICS Event History and Multilevel Analysis Unit headed by Professor EWA FRĄTCZAK

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Page 1: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

WARSAW SCHOOL OF ECONOMICS

Event History and Multilevel Analysis Unit headed by Professor EWA FRĄTCZAK

Page 2: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

EWA FRĄTCZAK Professor, e-mail: [email protected] Aneta Ptak-Chmielewska Ph.D, e-mail: [email protected] Wioletta Grzenda Ph.D, e-mail: [email protected] Przanowski Karol Ph.D, email: [email protected] Iga Sikorska Ph.D, e-mail: iga.sikorska @gmail.com

Ph. D Students:

Jadwiga Borucka

Marcin Bągard

Adam Korczyński

Małgosia Mianowska

Asia Romaniuk

Urszula Rączka

EVENT HISTORY & MULTILEVEL ANALYSIS UNIT

Page 3: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

Scientific and research interests Models and methods of events history analysis

Methods and models of multilevel analysis

Advanced Analytics and Model ling ( Mixed Models, Latent Class Analysis , Bayesian Models, Scoring Models, Generalized Linear Models, Multilevel Analysis and Models,

Data Quality; Missing Data , Methods and Models of Imputation)

Methods and models of qualitative surveys

Cross-sectional and retrospective surveys

Panel and context database surveys

Qualitative surveys applied to social (including demographic ones) and economic processes

Surveys on mechanism of causality, interaction and correlation applied to social (including demographic ones) and economic processes

Risk assessment with the use of the above mentioned methods and models to insurance, financial, telecommunication markets; generally, in business

EVENT HISTORY & MULTILEVEL ANALYSIS UNIT

Page 4: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

International Cooperation Cultural and Psychological Aspects of Fertility Decision-making: Capital Cities in Poland, Bulgaria and Hungary headed by Laura Bernardi, Independent Research Group on the Culture of Reproduction, Max-Planck Institute for Demographic Research, Rostock, Germany, 2003 - 2007

Changing Family Structures and Reproductive Strategies After Socialism: An Interdisciplinary and Comparative Study sponsored by the USA National Science Foundation Project headed by prof. dr Michele Rivkin – Fish, Department of Anthropology, University of Kentucky, 2004 - 2006

Female Migration Vision financed from the EU, coordinated by the Fondazione G.Brodolini in Rome, Italy, 2005 – 2006.

Estonian Population Development: Recent Transformation and Societal Sustainability cooperation with Estonia, Research Project No. 0132703s05, 2005-2010

Gender and Generation Programme coordinated by the Population Activity Unit, UN, Geneva, since 2003

The Family in the Future – the Future of the Family headed by Prof. dr Livia Olah, Department of Sociology, Stockholm University & Institute for Future Studies, 2005 – 2007

Reconciling Work and Welfare in Europe, RECWOWE Network of Excellence Priority 7- Citizens and governance in a knowledge based society, Sixth Framework Programme, 2006-2011

Migrant Labour in the Elder Care Sectors (MILES) headed by Dr George W.Lesson, University of Oxford, 2006 – 2008

EVENT HISTORY & MULTILEVEL ANALYSIS UNIT

Page 5: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

Warsaw School of Economics &

• 1993 – First presentation at WSE

• November 1994 – one license for one workstation (scientific kit)

• 1995 – license for 10 users and server license

• 2000 – cooperation agreement reached with rector of WSE

Campus Wide License

• 2002 – inauguration of the first postgraduate study on CRM with application of SAS BI tools

• 2003 – SAS ABM license

• 2003 – bilateral agreement based on which SGH students can gain experience as internship in SAS Institute Poland

• 2004 - SAS SPM license

• 2004 - Data Mining Certificate Program Project launched

In 2004 Warsaw School of Economics was the winner of

The Academic Intelligence Award.

The award recognizes the School’s innovative teaching of SAS

and its use in research.

„Warsaw School of Economics wins recognition for excellence…”

EVENT HISTORY & MULTILEVEL ANALYSIS UNIT

Page 6: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

On February 22, 2005 between Warsaw School of Economics, represented by Rector of the Warsaw School of Economics and SAS Institute Poland, represented by the Executive Director agreement on the on the granting the 'SAS Statistical Data Analysis Certificate' was signed. Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics and from SAS Institute Poland Executive Director – Alicja Wiecka.

'SAS Statistical Data Analysis Certificate' is approved and appreciated not only in Poland but also in all

countries in the world where the SAS system is used

SAS STATISTICAL DATA ANALYSIS CERTIFICATE

Event History and Multilevel Analysis Unit

Page 7: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

The first edition of the certificate During J. Goodnight’s stay in Poland on November 6, 2007 a meeting with universities’ representatives was held. The major subject of the meeting with distinguished personalities of science was a debate about the effective collaboration between business and science centers and the role of science in shaping innovation support and the development of more modern economy. During this meeting Certificates for the students of first edition have been awarded.

SAS STATISTICAL DATA ANALYSIS CERTIFICATE

Event History and Multilevel Analysis Unit

Page 8: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

Certificate Courses

Level I

Basic Statistics with SAS

SAS Programming

Data Warehousing

Time Series Analysis with SAS

Level II

Event History Analysis with SAS

Advanced Statistical Analysis Methods with SAS

Multivariate Statistical Analysis with SAS

Logistic Regression with SAS

SAS STATISTICAL DATA ANALYSIS CERTIFICATE

Event History and Multilevel Analysis Unit

Page 9: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

SAS STATISTICAL DATA ANALYSIS CERTIFICATE

Event History and Multilevel Analysis Unit

Page 10: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

The SPECIALTY GRADUATES have the opportunity to gain experience in:

contextually and quantitatively defining and solving business tasks choosing appropriate methods to handle recognized problem organizing the analytical team and managing projects preparing complex business reports

The course consists of complex statistical analysis methods with a special attention given to the recent progress in analytical techniques and its applications in many fields of:

Customer relationship management Risk management Controlling Sale Marketing strategy Market analysis

SPECIALTY STATISTICAL ANALYSIS AND DATA MINING

Event History and Multilevel Analysis Unit

Page 11: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

Specialty Courses Advanced methods of statistical analysis 60 hours

Data Mining 30 hours

Logistic regression with SAS 30 hours

Event History Analysis with SAS 30 godzin

or Event History Analysis in demography and social science 30 hours

SPECIALTY STATISTICAL ANALYSIS AND DATA MINING

Event History and Multilevel Analysis Unit

Page 12: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

Main aims of the Association’s activity:

Developing and popularizing knowledge on advanced statistical analyses, including Business Analytics (BA) methods

Group working (analytical teams) on solving real business problems with the use of BA

Popularization of theoretical issues and possibilities of BA implementation in student communities at Warsaw School of Economics, in Poland and abroad

Cooperation with SAS Institute in the development of BA methods and their application in business

Creating innovative projects on the basis of the “proof of concept” scheme to popularize BA applications

Creating a community that could exert pressure on business institutions for the proper use of BA and for the constitution of reasonable expectations towards analysts and consultants

Engagement in international collaboration within SAS Student Ambassador Program and other schemes offered to students by SAS Institute

Organizing Association’s own research projects and conferences by participating in the grant system

Creating, developing and popularizing BA standards for their better recognition as “Best Practice” in business institutions

STUDENT SCIENTIFIC ASSOCIATION for Business Analytics

Event History and Multilevel Analysis Unit

Page 13: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

Current Association’s sections:

Credit Scoring Section

coping with the immensity of challenges resulting from practical work on building highest-quality forecasting models and scoring cards. The most recent theories regarding advanced analytical and programming techniques are also used for verification of current standards and for an attempt to create new modelling patterns.

SAS Certified Programmer Section

delivering workshops on the weekly basis in order to coach students for SAS Institute programming certificate examinations: „SAS Certified Base Programmer for SAS 9” and „SAS Certified Advanced Programmer for SAS 9”.

STUDENT SCIENTIFIC ASSOCIATION for Business Analytics

Event History and Multilevel Analysis Unit

In Student Scientific Association for Business Analytics students collaborate on a daily basis with experienced professionals and researchers, who support them with their knowledge and experience.

Page 14: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

The programme includes a total of 182 teaching hours in the form of lectures, practical classes and seminars.

1. Statistical data – transformation techniques

2. Descriptive analysis

3. Statistical inference

4. Correlation

5. Logistic regression

6. Categorical data analysis and latent class analysis

7. Multivariate statistical analysis

8. Time series analysis

9. Event history analysis

10. Data Mining

11. Advanced Statistical Analysis Methods

12. Workshop on advanced methods of analysis

13. Seminars

POST-GRADUATE STUDIES STATISTICAL ANALYSIS AND DATA MINING IN BUSINESS

Event History and Multilevel Analysis Unit

SINCE 2008

FIRST ORIGINAL PROGRAMME

10 EDITIONS

240 STUDENTS

Page 15: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

POST-GRADUATE STUDIES ANALITICS ACADEMY - STATISTICAL ANALYSIS AND DATA MINING IN BUSINESS

Event History and Multilevel Analysis Unit

The course includes a total of 180 teaching hours:

1. Advanced programming in SAS, programming in IML

2. Data quality in research and business analysis

3. New data imputation techniques

4. Advanced methods and statistical models

5. Models of qualitative data analysis and logistic regression

6. Generalized linear models

7. Multilevel and Mixed models

8. Longitudinal data analysis. Regression models with fixed and random effects

9. Survival analysis

10. Advanced Data Mining and Social Networks

11. Text Mining. Application of new textual data analysis in business

Inspired by success of the 1st level of Studies encouraged by students and in accordance with high methodological and applications improvements in analytics…

Page 16: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

Case Studies:

- Risk management of Consumer Finance Portfolio: underwriting process, analysis, reports KPI type, and simulations, optimization of underwriting process, evaluation of customers’ profiles in time.

- Credit scoring – scorecards developments and application in credit process, behavioral models in cross-sell and up-sell, Basel II requirements, models monitoring.

- Call Center operations optimization in the collection process and in crossup sell.

- Churn analysis and management, reports and evaluation in time, segmentation and RFM (Recently Frequency Monetary), advanced segmentation and customers’ profiles analysis, advantages of loyalty programme.

- Application of Text Mining and Social Networks in marketing campaigns.

- New tool SAS. Demand Driver Forecasting in models monitoring system.

POST-GRADUATE STUDIES ANALITICS ACADEMY - STATISTICAL ANALYSIS AND DATA MINING IN BUSINESS

Event History and Multilevel Analysis Unit

Page 17: Event History and Multilevel Analysis Unitkolegia.sgh.waw.pl/pl/KAE/struktura/ISiD/struktura/... · Certificate coordinators are: Prof. Ewa Frątczak from Warsaw School of Economics

EVENT HISTORY & MULTILEVEL ANALYSIS UNIT

THANK YOU FOR ATTENTION!