Econophysics Colloquium 2017

 on-line journal

Time
 Duration
 Type
 Presenting person
 Title

July 5th, Wednesday
10:00 00:30:00 Invited oral Stanisław Drożdż Volatility correlations in narrative
10:30 00:30:00 Invited oral Misako Takayasu Business firms networks: From basic properties to advanced application
11:30 00:22:00 Oral Leonidas Sandoval Integration in time among European stock markets
11:52 00:23:00 Oral Mateusz J. Wilinski Intraday correlation structure for high frequency financial data
12:15 00:22:00 Oral Ji Hwan Park Causality Link Prediction analysis in OECD stock market indices
12:37 00:23:00 Oral Yuriy A. Stepanov Equity markets correlation universalities and multi-asset market states
14:00 00:30:00 Invited oral Krzysztof Kułakowski Paradox of integration - a computational model
14:30 00:30:00 Invited oral Boris A. Podobnik Estimating the tipping point of EU right-wing populism in response to unbalanced immigration 
15:00 00:30:00 Invited oral Mateusz Pipień Some recent advances in empirical analyses of economic cycles
16:15 00:21:00 Oral Mark Levene A multiplicative process for generating a beta-like survival function with application to the UK EU referendum results - An abstract 
16:36 00:21:00 Oral Tomasz Raducha Statistical mechanics of coevolving Ising model
16:57 00:21:00 Oral Grzegorz Siudem What does the h-index actually mean?
17:18 00:21:00 Oral Carolyn E. Phelan Improvement of numerical option pricing methods based on the Hilbert transform using spectral filtering
17:39 00:21:00 Oral Mateusz Denys Analysis of times between events by methods of statistical physics

July 6th, Thursday

09:30 00:30:00 Invited oral Dariusz Grech Asymmetry of price returns - analysis and perspectives from non-extensive statistical physics point of view
10:00 00:30:00 Invited oral Sílvio M. Duarte Queirós The not so stylised shapes of financial markets: Intraday profiles of returns and trading volume
10:30 00:30:00 Invited oral Fabrizio Lillo Systemic risk due to fire sale spillover and portfolio overlaps
11:30 00:22:00 Oral Gurjeet Dhesi Investigating random, 50/50 symmetric weighted, competitive and cooperative fully connected networks: the random matrix approach.
11:52 00:23:00 Oral Aleksejus Kononovicius Modeling of Lithuanian parliamentary elections using ABM
12:15 00:22:00 Oral Andrzej Krawiecki Mean-field theory for the ordering transition in the majority-vote model on multiplex networks
12:37 00:23:00 Oral Fischer S. Meira Asymmetric return rates and wealth distributions induced by introduction of technical analysis into a behavioral agent-based model
14:00 00:30:00 Invited oral János Kertész Multiplex Modeling of the Society
14:30 00:30:00 Invited oral Marcel Ausloos SME investment best strategies
15:00 00:30:00 Invited oral Katarzyna B. Sznajd-Weron Conformity in numbers: How to validate social agent-based models
16:15 00:26:00 Oral Mario Bertella Confidence and the Self-Attribution Bias in an Artificial Stock Market
16:41 00:26:00 Oral Kei Katahira A novel speculation game with higher reproducibility of stylized facts for financial markets
17:07 00:26:00 Oral Jack Manhire The Action Principle in Market Mechanics
17:33 00:27:00 Oral Jun-ichi Maskawa Empirical study on random cascades among different time horizons in stock markets

July 7th, Friday

09:30 00:30:00 Invited oral Rosario N. Mantegna Bootstrap validation of proximity based networks
10:00 00:30:00 Invited oral Arkadiusz J. Orłowski Methods of machine learning and pattern recognition with applications to econophysics
10:30 00:20:00 Oral Guido Germano Stability of calibration procedures: fractals in the Black-Scholes model
10:50 00:20:00 Oral Paweł Oświęcimka Correlation structure decomposition through scale- and amplitude-dependent qMST methodology  
11:10 00:20:00 Oral Marcin Wątorek Multifractal cross-correlation and casual direction between energy and financial markets in 2014-2016
12:00 00:20:00 Oral Jean-Francois Boilard Causal Inference of Market Event Rates in Foreign Currency Market
12:20 00:20:00 Oral Federico Graceffa Consistency of local-stochastic volatility models in the FX market with respect to spot inversion and multiplication
12:40 00:20:00 Oral Levan Efremidze Entropy Risk Factor Model of Exchange Rate Prediction: Test on Chilean Peso
14:00 00:30:00 Invited oral Sonia Bentes  Modelling the asymmetric behaviour of stock market volatility: New evidence
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