Econophysics Colloquium 2017

 on-line journal

Time
 Duration
 Type
 Presenting person
 Title

Date Unspecified
Oral Yuri Biondi Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability
Oral Jose Roberto Iglesias Influence of opinions on vaccines on the evolution of a disease
Oral Alec Schmidt Portfolio Theory in Terms of Partial Covariance

July 5th, Wednesday
10:00 00:30:00 Invited oral Thomas Lux Estimation of Agent-Based Models using Sequential Monte Carlo Methods
10:30 00:30:00 Invited oral Tiziana Di Matteo  Multiscaling: real source and consequence
11:30 00:22:00 Oral Hayafumi Watanabe The probability distributions and the fluctuation scalings of the time series of key-word counts in nation-wide blog data.
11:52 00:23:00 Oral Volodymyr D. Koshmanenko On Personal Strategies in Conflict Socium
12:15 00:22:00 Oral Czesław Mesjasz Metaphysics of Econophysics 
12:37 00:23:00 Oral Semra Gunduc A Case Study of Diffusion of Innovation Under Competition 
14:00 00:30:00 Invited oral Shlomo Havlin Cascading Failures and Recovery in Interacting Networks: Application to Finance
14:30 00:30:00 Invited oral Vygintas Gontis The first passage time statistics as empirical test of observed long-range memory in the financial markets
15:00 00:30:00 Invited oral Tobias Preis Measuring and Predicting Human Behaviour using Online Data
16:15 00:26:00 Oral Polina Khrennikova Modelling agents’ asset price expectations: a quantum theoretical paradigm.
16:41 00:26:00 Oral Catarina Moreira A Quantum-Like Analysis of a Real Life Financial Scenario: The Dutch’s Bank Loan Application
17:07 00:26:00 Oral Arthur Matsuo Yamashita Rios de Sousa Diffusion in Autoregressive Based Models for Financial Data
17:33 00:27:00 Oral Hênio Henrique Aragão Rêgo A thermo-comparative analysis of co-movements in economical indexes 

July 6th, Thursday

09:30 00:30:00 Invited oral Enrico Scalas Stylised models for the distribution of wealth
10:00 00:30:00 Invited oral Sitabhra Sinha Is it rational for Homo Economicus to be "nice" to others ? The co-action solution resolves social dilemmas
10:30 00:30:00 Invited oral Janusz A. Hołyst Hierarchical Partitions of Social Networks Between Rivaling Leaders
11:30 00:22:00 Oral Sebastian M. Krause Agent based thought experiments: From powerful companies to catastrophic consumer synchronization
11:52 00:23:00 Oral Jae Woo Lee Trade flow network of world commodity market
12:15 00:22:00 Oral Julian Maluck Impacts of Regional Trade Agreements on bilateral economic interconnectedness
12:37 00:23:00 Oral Takayuki Mizuno A method to estimate company performance using global inter-firm relationships
14:00 00:30:00 Invited oral Rafał Weron Probabilistic forecasting in energy markets: Why? When? How?
14:30 00:30:00 Invited oral Peter Richmond On the relationship between income, fertility rates and the state of democracy in society
15:00 00:30:00 Invited oral Ladislav Kristoufek Fractal methods for fractional cointegration
16:15 00:26:00 Oral Michail D. Vamvakaris Evidence of chaotic structure in the S&P 500 price-index: a horizontal visibility graph approach
16:41 00:26:00 Oral Tomasz Gubiec Inter-transaction times and long memory of financial time series
17:07 00:26:00 Oral Sondo Kim Forecasting the daily stock index using various singular value decomposition entropy
17:33 00:27:00 Oral Ewa M. Syczewska Granger causality, transfer entropy and GARCH models for financial time series

July 7th, Friday

09:30 00:30:00 Invited oral Zbigniew R. Struzik Should we (try to) understand life?
10:00 00:30:00 Invited oral Hideki Takayasu Construction of  mathematical models of bankruptcy of firms from the big data
10:30 00:20:00 Oral Yonatan Berman The Great Gatsby curve revisited - networks, mobility and inequality
10:50 00:20:00 Oral Piotr Łukasiewicz Models of families’ incomes based on the convolutions of personal incomes distributions
11:10 00:20:00 Oral Takashi Odagaki Self-organization of extreme inequalities
12:00 00:30:00 Oral Daniel Grigat Reverse stress testing interbank networks
12:30 00:30:00 Oral Seungmo Ku Stress test of dynamic interbank networks under various financial market scenarios
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