Econophysics Colloquium 2017

 on-line journal

Time
Duration
Type
Presenting person
Title

Oral Alec Schmidt Portfolio Theory in Terms of Partial Covariance
Poster Grzegorz Link Is Implied Volatility based mostly on recent price activity?
Oral Jose Roberto Iglesias Influence of opinions on vaccines on the evolution of a disease
Oral Yuri Biondi Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability

July 5th, Wednesday

10:00 INVITED TALKS - Boris Podobnik - Correlations and networks - Room A
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 ORAL TALKS - Fabrizio Lillo - Market correlations - Room A
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 
13:00 LUNCH - Main hall
14:00 INVITED TALKS - Tiziana Di Matteo - Integration, immigration, and human activity - Room A
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
15:30 POSTERS & COFFEE - Econo- and Sociophysics - Main hall
15:30 #22 Poster Marek J. Karwanski Modeling correlations in operational risk
15:30 #23 Poster Jonathan Khedair An Interacting Model of Market Risk
15:30 #24 Poster Jarosław Klamut Continuous-time random walk with memory in study of autocorrelations present in financial time series
15:30 #25 Poster Rafał Kowalski Technological stock market revolution from multifractal perspective
15:30 #26 Poster Krzysztof Kułakowski Multiples of ten in the survey data on the number of friends
15:30 #27 Poster Krzysztof Kułakowski Paradox of integration – mean field approach
15:30 #28 Poster Joanna M. Landmesser Measuring and explaining income inequalities in Poland: an estimation of Lorenz curves using hazard function approach
15:30 #29 Poster Grzegorz Link Asymmetry of trends: a simple, 2-phase market index simulator
15:30 #30 Poster Krzysztof Malarz Influence of a range of interaction among agents on efficiency of knowledge transfer within an organization
15:30 #31 Poster Maciej J. Mrowiński  Shortening review time in peer review with Cartesian Genetic Programming
15:30 #32 Poster Andreas Mühlbacher Extreme portfolio loss correlations in credit risk
15:30 #33 Poster Arkadiusz J. Orłowski Numerical analysis of a mathematical model of a tumor growth and possible economic analogies
15:30 #34 Poster Robert M. Paluch Fast rumour source detection in large social networks
15:30 #35 Poster Tomasz Raducha Coevolving complex networks in the model of social interaction
15:30 #36 Poster Rafał Rak The impact of heavy tailed asymmetric and symmetric probability distributions on spurious multifractallity
15:30 #37 Poster Antoni K. Ruciński Analysis of the Warsaw's rail transport's network
15:30 #38 Poster Enrico Scalas Agricultural prices in Italy
15:30 #39 Poster Hyun Son Financial network maintain a scale-free organization during the different market states
15:30 #40 Poster Joanna Toruniewska New constant of motion for coevolving voter model
15:30 #41 Poster Mateusz J. Wilinski Modeling Endogenous Contagion on O/N Interbank Market
16:15 ORAL TALKS - Tobias Preis - General - Room A
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

09:00 COFFEE - Main hall
09:30 INVITED TALKS - Peter Richmond - Nonextensivity, intraday processes, and systemic risk - Room A
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
11:00 POSTERS & COFFEE - Econo- and Sociophysics - Main hall
11:30 ORAL TALKS - Katarzyna Sznajd-Weron - Agent Based Modeling and Networks - Room A
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
13:00 LUNCH - Main hall
14:00 INVITED TALKS - Janusz Hołyst - Multiplex modeling, best strategies, ABM social validation - Room A
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
15:30 POSTERS & COFFEE - Econo- and Sociophysics - Main hall
16:15 ORAL TALKS - Ladislav Kristoufek - Financial Markets - Room A
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

09:00 COFFEE - Main hall
09:30 INVITED TALKS - Janos Kertesz - Proximity based networks, pattern recognition - Room A
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 ORAL TALKS - Hideki Takayasu - Fractal Tools and Analysis - Room A
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
11:30 POSTERS & COFFEE - Econo- and Sociophysics - Main hall
12:00 ORAL TALKS - Sonia Bentes - Foreign Exchange Market - Room A
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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