2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach...

 on-line journal

Presenting person

April 22nd, Saturday

09:00 00:40:00 Oral Magdalena A. Zaluska-Kotur Gain-loss asymmetry for emerging stock markets.
09:45 00:20:00 Oral Krystyna Jaworska The Asymptotic Dependence of Elliptic Random Variables
10:10 00:20:00 Oral Ewa Broszkiewicz-Suwaj Electricity market and real options theory.
10:35 00:20:00 Oral Agnieszka Wyłomańska Measures of dependence for PARMA models with stable innovations
11:30 00:40:00 Oral Marek Capiński PDEs in finance
12:15 00:20:00 Oral Paweł Oświęcimka Multifractal Model of Asset Returns versus real stock market dynamics
12:40 00:20:00 Oral Jarosław Kwapień Non-Hermitean matrices in an analysis of financial correlations
13:05 00:20:00 Oral Rafał Rak Correlation matrix decomposition of intraday WIG20 fluctuations
15:30 00:20:00 Oral Anna Pajor Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models
15:55 00:20:00 Oral Ryszard Wojnar The average behaviour of financial market by 2 scale homogenisation
16:20 00:20:00 Oral Mateusz Pipień Bayesian Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions
17:15 00:20:00 Oral Ryszard Zygadło Geometrical (Brownian) Motion Driven by Color Noise
17:40 00:20:00 Oral Andrzej Z. Górski Complexity characteristics of currency networks
18:05 00:20:00 Oral Andrzej T. Goerlich Empirical Covariance Matrix with Heavy Tails in Quantitative Finance
© 1998-2019 pielaszek research, all rights reserved Powered by the Conference Engine