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

 on-line journal

Presenting person

November 22nd, Thursday

12:00 Registration - pl. M. Borna 9
13:15 Openning
13:45 Session 1.1 - R. Kutner
13:45 00:40:00 Invited oral Marcel Ausloos Interacting agent model describing some evolution of economic entities under varying spatio-temporal economic conditions.
14:30 00:35:00 Oral Karol Życzkowski Dlaczego pierwiastek? - O systemach głosowania w Radzie Unii Europejskiej
15:10 00:25:00 Oral Janusz A. Hołyst Who wins in competition of social networks ?
15:40 00:25:00 Oral Tomasz M. Gradowski Statistical properties of the proportional voting process
16:00 Coffee break
16:30 Session 1.2 - D. Grech
16:30 00:25:00 Oral Anna Pajor Bayesian forecasting of the discounted payoff of european call options on WIG20 index in discrete-time SV models
17:00 00:25:00 Oral Mateusz Pipień An approach to measuring the relation between risk and return. Bayesian analysis for WIG data.
17:30 00:25:00 Oral Paweł Sieczka A threshold Potts model of financial markets
18:00 00:25:00 Oral Andrzej Z. Górski Power like scaling in Minimal Spanning Tree Graphs for FOREX networks
18:30 Posiedzienie Zarządu FENS
20:30 Conference dinner

November 23rd, Friday

09:00 Session 2.1 - W. Kwaśnicki
09:00 00:40:00 Invited oral Marcel Ausloos Clusters in weighted macroeconomic networks: the EU case
09:45 00:35:00 Oral Stanisław Drożdż Current status of financial log-periodicity
10:30 Coffee break
11:00 Session 2.2 - J. Hołyst
11:00 00:25:00 Oral Marzena Kozłowska Fractional Market Model and its verification on stock markets of small size
11:30 00:25:00 Oral Paweł Oświęcimka Asymmetric fractal properties of positive and negative returns
12:00 00:25:00 Oral Grzegorz Pamuła The log-periodic oscillations and local fractal properties of the WIG time series in the vicinity of crash points.
12:30 00:25:00 Oral Andrzej Kasprzak Multifractality within the continuous-time random walk in financial markets
13:00 Lunch
14:15 Poster session - s.60 hall, I floor
14:15 #1 Poster Dominik Batorski Complex social networks and the diffusion of innovations
14:15 #2 Poster Andrzej Buda Lifetime of correlations between stocks
14:15 #3 Poster Jerzy Z. Hubert Connecting Brillouin’s information principle to socio- dynamic probabilistic model: modeling two specific psycho-social situations: influence of majority choice and existence of synergetic effects.
14:15 #4 Poster Rafał Rak Cross-correlations in Warsaw Stock Exchange
14:15 #5 Poster Krzysztof Suchecki Competing networks
14:15 #6 Poster Marek Szydłowski Time paths of science development
14:15 #7 Poster Ryszard Wojnar Riemann zeta in biological and social events
15:30 Session 2.3 - K. Kułakowski
15:30 00:25:00 Oral Malgorzata Snarska Toy model for large non-symmetric random matrices
16:00 00:25:00 Oral Arkadiusz J. Orłowski New results on gain-loss asymmetry for stock markets time series
16:30 Coffee break
17:00 Session 2.4 - R. Kutner, D. Grech
17:00 00:20:00 Oral Ryszard Kutner Econophysics on Faculty of Physics at Warsaw University
17:20 00:20:00 Oral Dariusz Grech Econophysics training at the University of Wroclaw
17:40 Session 2.4 - R. Kutner, D. Grech
19:00 Social event

November 24th, Saturday

08:30 Session 3.1 - J. Miśkiewicz
08:30 00:25:00 Oral Witold Kwaśnicki Physical analogies and metaphors as an inspirations to economic analysis
09:00 00:25:00 Oral Arkadiusz J. Orłowski Some applications of rank clocks method
09:30 00:25:00 Oral Małgorzata Schroeder The price of european option on stock and bond.  classical look and its quantum extension
10:00 00:25:00 Oral Krystyna Jaworska Modelling of Short Term Interest Rate Based on Fractional Relaxation Equation
10:30 00:25:00 Oral Anna Chmiel Networks of companies and branches in Poland
11:00 Coffee break
11:30 Session 3.2 - S. Drożdż
11:30 00:25:00 Oral Krzysztof Kułakowski Magnetic ordering in a social structure
12:00 00:25:00 Oral Krzysztof Malarz The Sznajd dynamics in a social network
12:30 00:25:00 Oral Andrzej Grabowski Dynamic phenomena and human activity in artificial society
13:00 00:25:00 Oral Paulina Hetman How groups shape social network. On assortativity of social networks
13:30 00:25:00 Oral Jarosław Kwapień Internal organization of languages: Decomposing "Ulysses"
14:00 Lunch
15:00 Session 3.3 - A. Orłowski
15:00 00:25:00 Oral Andrzej S. Dyka Emotional feedback in capital markets due to trader attitude
15:30 00:25:00 Oral Anna Szczypińska Deterministic view of the capital risk
16:00 00:25:00 Oral Piotr Jaworski Bounds for Value at Risk for multiasset portfolios
16:30 00:25:00 Oral Agnieszka Wyłomańska The autocorrelation and autocovariance functions – helpful tools in the modeling problem
17:00 00:25:00 Oral Piotr Żebrowski Financial data analysis by means of coupled continuous-time random walk in Rachev - Rüschendorf model
17:30 Closing
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