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

 on-line journal

Presenting person

November 25th, Thursday

14:15 PLENARY SESSION - Dariusz Grech - b.34 A.IV
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 PLENARY SESSION - Arkadiusz Orłowski - b.34 A.IV
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
18:00 POSTER SESSION Chair: Maciej Janowicz
18:00 #1 Poster Tomasz M. Ciepliński The non-gaussian continuous-time random walk analisys of the option dynamics
18:00 #2 Poster Adam Pawluczyk Observations of extreme events at Warsaw Stock Market
18:00 #3 Poster Agnieszka Czaplicka Emotional Agents at the Square Lattice
18:00 #4 Poster Tomasz M. Gradowski Cooperation model with costly punishment
18:00 #5 Poster Aleksander Jakimowicz Stability of the Cournot-Nash equilibrium in standard oligopoly models
18:00 #6 Poster Piotr Kosewski Non-Gaussian statistics on the Forex
18:00 #7 Poster Krzysztof Malarz Bounded confidence model: addressed information maintain diversity of opinions
18:00 #8 Poster Maciej J. Mrowiński Models of pedestrian evacuation based on cellular automata
18:00 #9 Poster Julian M. Sienkiewicz Analysis and simulation of emotional states in Internet communities
18:00 #10 Poster Grzegorz Siudem External bias in the model of isolation of communities
18:00 #11 Poster Malgorzata Snarska Applying Free Random Variables to the Analysis of Temporal Correlations in Real Complex Systems
18:00 #12 Poster Dominik Strzałka Fractal properties of Linux self-organized kernel maps
18:00 #13 Poster Ryszard Wojnar Student's t-distribution versus Zeldovich-Kompaneets solution of diffusion problem
18:00 #14 Poster Agnieszka Czaplicka Modele agentów emocjonalnych
18:00 #15 Poster Maciej Jagielski Badanie zamożności gospodarstw domowych w Polsce metodami egzotycznej i tradycyjnej fizyki statystycznej.
18:00 #16 Poster Andrzej Jarynowski Proste modele epidemiologiczne
18:00 #17 Poster Grzegorz Siudem Złamanie symetrii w modelu izolacji grup społecznych
18:00 #18 Poster Alicja I. Zalewska Analiza autokorelacji krótkookresowych w finansowych szeregach czasowych.
18:00 #19 Poster Marzena Kozłowska Uogólniony i zreinterpretowany model materiałów lepkosprężystych jako narzędzie badania dynamiki wybranych indeksów giełdowych
18:00 #20 Poster Maciej W. Janowicz Time-dependent statistical analysis of the Polish stock market index WIG20

November 26th, Friday

08:30 COFFEE
09:00 PLENARY SESSION - Czesław Mesjasz - b.34 A.IV
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 PLENARY SESSION - Stanisław Drożdż - b.34 A.IV
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
13:00 LUNCH
14:00 PLENARY SESSION - Ryszard Kutner - b.34 A.IV
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 PLENARY SESSION - Ewa Syczewska - b.34 A.IV
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
18:10 BREAK

November 27th, Saturday

08:30 COFFEE
09:00 POSTER SESSION - CONTINUATION Chair: Danuta Makowiec
10:00 PLENARY SESSION - Janusz Hołyst - b.34 A.IV
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 PLENARY SESSION - Krzysztof Kułakowski - b.34 A.IV
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
14:00 LUNCH
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