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

 on-line journal

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
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