Time
|
Duration
|
Type
|
Presenting person
|
Title
|
November 25th, Thursday |
|
14:15 |
00:45:00 |
Invited oral |
Janusz A. Hołyst |
The Lehman Brothers Effect and Bankruptcy Cascades |
15:00 |
00:45:00 |
Invited oral |
Krzysztof Karpio |
Prices and Volumes on the Stock Market |
16:20 |
00:20:00 |
Oral |
Ewa M. Syczewska |
Behaviour of exchange rates, and logarithmic returns: long memory and cointegration |
16:40 |
00:20:00 |
Oral |
Paweł Chodorowski |
On the Zipf strategy for short-time investments in WIG 20 futures |
17:00 |
00:20:00 |
Oral |
Marzena Kozłowska |
Asymmetric noises on a stock exchange. |
17:20 |
00:20:00 |
Oral |
Andrzej Karpio |
Causality in financial mathematics |
17:40 |
00:20:00 |
Oral |
Rafał Rak |
Characteristics of distributions for the stock returns and trading volumes |
November 26th, Friday |
|
09:00 |
00:45:00 |
Invited oral |
Stanisław Drożdż |
World markets development from log-periodic perspective |
09:45 |
00:45:00 |
Invited oral |
Tomasz Gubiec |
Backward jump Continuous-Time Random Walk on a stock market. What is the true origin of the autocorrelation on the market? |
11:00 |
00:20:00 |
Oral |
Second Bwanakare |
Non extensive Cross-Entropy approach to balancing a Polish National Matrix of Economy including Ecological Aspects |
11:20 |
00:20:00 |
Oral |
Jacek Chudziak |
One-switch utility functions with annuity payments |
11:40 |
00:20:00 |
Oral |
Andrzej Buda |
Does pop music exist? Hierarchical structure in phonographic market. |
12:00 |
00:20:00 |
Oral |
Andrzej Z. Górski |
Accuracy analysis of the box counting algorithm |
12:20 |
00:20:00 |
Oral |
Jarosław Kwapień |
Long-range dependences in natural language |
12:40 |
00:20:00 |
Oral |
Andrzej M. Wilkowski |
Notes on line dependent coefficient and multiaverage |
14:00 |
00:20:00 |
Oral |
Danuta Makowiec |
Multifractal Estimators of Long Range Dependences |
14:20 |
00:20:00 |
Oral |
Grzegorz Pamuła |
Multifractal background of monofractal finite signals with long memory |
14:40 |
00:20:00 |
Oral |
Paweł Oświęcimka |
Financial extreme events with negative fractal dimensions. |
15:00 |
00:20:00 |
Oral |
Janusz Miśkiewicz |
Time series distance measures |
15:20 |
00:20:00 |
Oral |
Maciej Jagielski |
Study of households' income in Poland and European Union by using the statistical physics approach |
15:40 |
00:20:00 |
Oral |
Tomasz R. Werner |
Influence of super-extreme events on a Weierstrass-Mandelbrot Continuous-Time Random Walk |
16:30 |
00:20:00 |
Oral |
Krzysztof M. Cichy |
Microeconomic evolution model with technology diffusion |
16:50 |
00:20:00 |
Oral |
Aleksander Jakimowicz |
Vortex stabilization of market equilibrium in theory and in practice of economics |
17:10 |
00:20:00 |
Oral |
Anna Pajor |
Bayesian Value-at-Risk and Expected Shortfall for a portfolio (multi- and univariate approaches) |
17:30 |
00:20:00 |
Oral |
Mateusz Pipień |
On the empirical importance of the orthogonal transformation in copula-based M-GARCH models. bayesian comparison |
17:50 |
00:20:00 |
Oral |
Marta D. Seweryniak |
The methods of funding the improvement of financial situation in households and the factors determining their choice |
November 27th, Saturday |
|
10:00 |
00:45:00 |
Invited oral |
Krzysztof Kułakowski |
A line graph as a model of a social network |
10:45 |
00:45:00 |
Invited oral |
Czesław Mesjasz |
Can physics help in improving prediction of social phenomena? |
12:00 |
00:20:00 |
Oral |
Anna Chmiel |
Negative emotions as a fuel for discussion in cyber communities |
12:20 |
00:20:00 |
Oral |
Julian M. Sienkiewicz |
Statistics, emotions and opinions in Digg.com website |
12:40 |
00:20:00 |
Oral |
Andrzej Jarynowski |
Social networks and MRSA spreading in hospitals |
13:00 |
00:20:00 |
Oral |
Andrzej Krawiecki |
Structural stochastic multiresonance in systems with a structure of hierarchical networks |
13:20 |
00:20:00 |
Oral |
Przemysław Gawroński |
Time lags in evacuation in the social force model |
13:40 |
00:20:00 |
Oral |
Paweł Sobkowicz |
Dilbert-Peter model of organization effectiveness: computer simulations |