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

 on-line journal

Time
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Presenting person
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November 4th, Wednesday

09:00 REGISTRATION - Registration open until 19:00
10:45 Opening
11:00 LECTURE - Chair: R.N. Mantegna - Scaling & multiscaling
11:00 00:30:00 Invited oral Hideki Takayasu Similarity and difference between colloidal random walk and financial random walk
11:30 00:30:00 Invited oral Ladislav Kristoufek Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales
12:00 00:30:00 Invited oral Paweł Oświęcimka Asymmetry Effect in Fractal Organization of Financial Time Series
12:30 00:30:00 Invited oral Dariusz Grech Where and how is multiscaling hidden in real time series? A case of financial data
13:00 LUNCH - Hilton Garden Inn
14:00 LECTURE - Chair: H. Takayasu - Complexity, strategies & networking
14:00 00:30:00 Invited oral Stanisław Drożdż Complexity characteristics of world econo- and sociophysics scientific collaboration network
14:30 00:30:00 Invited oral Davor Horvatic The Cost of Attack in Competing Networks
15:00 00:30:00 Invited oral Rosario N. Mantegna Patterns of investment of single investors at the Nordic Stock Exchange
15:30 00:30:00 Invited oral Tiziana Di Matteo A navigation map in the complexity of financial markets
16:00 Coffee/Tea break & Poster Session - Beginning of the Poster Session (part 1)
17:00 LECTURE - Chair: T. Di Matteo - Similarity & universality
17:00 00:30:00 Invited oral Czesław Mesjasz Prediction in physics,  economics, finance and management:  Similarities and discrepancies
17:30 00:30:00 Invited oral Ryszard Kutner Universality of market superstatistics. Superscaling
18:00 00:20:00 Oral Andrzej Kulig Zipf distribution related characteristics of punctuation marks in narrative texts
18:20 00:20:00 Oral Ewa M. Syczewska Granger causality, transfer entropy and GARCH models
19:00 Meeting of the PTF FENS
20:00 Welcome meeting & Live music - Hilton Garden Inn
22:00 End of Welcome meeting & Live music

November 5th, Thursday

09:00 LECTURE - Chair: L. Kristoufek - Catastrophes & extremes
09:00 00:30:00 Invited oral Zbigniew R. Struzik Catastrophic events that matter
09:30 00:30:00 Invited oral Takashi Odagaki Self-organization of extreme hierarchies in competitive societies
10:00 00:20:00 Oral Jacek Chudziak On a risk measure related to the certainty equivalent under Cumulative Prospect Theory
10:20 00:20:00 Oral Jakub Porzycki Social network generation based on census data
10:40 Coffee/Tea break & Poster Session - Beginning of the Poster Session (part 2)
11:20 LECTURE - Chair: T. Odagaki - Wealth, tax & income
11:20 00:30:00 Invited oral Marcel Ausloos Studies on   Regional Wealth Inequalities
11:50 00:30:00 Invited oral Zdzislaw Burda Tax on income vs tax on wealth in a model of wealth distribution
12:20 00:20:00 Oral Bartłomiej Dybiec Rises and falls in money addicted social hierarchies
12:40 00:20:00 Oral Paweł Sobkowicz Breakdown of metastable political duopoly due to asymmetry of emotions in partisan propaganda
13:00 LUNCH - Hilton Garden Inn
14:00 Conference photo
14:15 Poster Session & Coffee/Tea break
14:15 #1 Poster Łukasz Bil Methods of non-extensive statistical physics in the study of chosen companies from the Polish and Portuguese stock markets treated as example of complex financial system
14:15 #2 Poster Andrzej Buda Diffusion paths between hit singles charts in Europe.
14:15 #3 Poster Second Bwanakare Predicting Gross Domestic Product Components Trough Tsallis Entropy Econometrics
14:15 #4 Poster Mateusz Denys Universality of market superstatistics
14:15 #5 Poster Piotr J. Dudojć The impact of rate of return calculation on the quality of data.
14:15 #6 Poster Krzysztof Dzienisiuk The research of events characteristics based on EventRegistry.org database.
14:15 #7 Poster Marcin Halicki On the Foster-Hart measure of riskiness
14:15 #8 Poster Beata Jackowska-Zduniak Numerical analysis of modified Kaldor-Kalecki models with couplings and delays
14:15 #9 Poster Maciej Jagielski Income and wealth distribution of Norwegian households
14:15 #10 Poster Aleksander Jakimowicz Prosumption in the public administration sector
14:15 #11 Poster Aleksander Jakimowicz Econophysics as a new school of economic thought: twenty years of research
14:15 #12 Poster Krzysztof Karpio Visualizing income determinants of Polish households
14:15 #13 Poster Marek J. Karwanski Mixed models and ensemble methods and their performance in LGD modeling.
14:15 #15 Poster Zbigniew Kozioł Dynamics of Users Activity on Web-Blogs
14:15 #16 Poster Grzegorz Link Dynamic bifurcations on financial markets
14:15 #17 Poster Piotr Łukasiewicz The quantile decomposition of income distributions of males and females in the USA
14:15 #18 Poster Robert W. Przybycień Locating the source of diffusion in complex networks
14:15 #19 Poster Tomasz Raducha Coevolution in model of social interactions: getting closer to real-world networks
14:15 #20 Poster Ewa Ratuszny Risk modeling using the Extreme Value Theory. Application of Ecompassing Method and Combined Forecasts to VaR quantification.
14:15 #21 Poster Tomasz Soboń Multiway similarity approach based on divergence functions and smoothness measure.
14:15 #22 Poster Tomasz Soboń Analysis of financial time series morphology with AMUSE algorithm and its extensions
14:15 #23 Poster Dominik Strzałka Influence of long-term dependencies on hard drives performance during human computer interaction
14:15 #24 Poster Piotr M. Tempczyk Study of time series reversibility with Pomeau criterion
14:15 #25 Poster Joanna Toruniewska Co-evolution of the Potts model and topology of interactions
14:15 #26 Poster Marcin Wątorek Stochastic modeling of stock market speculative bubbles
14:15 #27 Poster Dorota Wejer Complexity of cardiac rhythms by permutation entropy of ordinal patterns with repeated values
14:15 #28 Poster Mateusz J. Wilinski Complex correlation based networks - clustering and causalities in the market
14:15 #29 Poster Sebastian Wójcik Invariance of Certainty Equivalent under Cumulative Prospect Theory
14:15 #30 Poster Jeremi K. Ochab Reinventing the Triangles: Rule of Thumb for Assessing Detectability
14:15 #31 Poster Łukasz G. Gajewski Is there group  impact on study records?  Data mining analysis of students’ scores at Faculty of Physics, WUT
15:00 LECTURE - Chair: M. Ausloos - Fluctuations, correlations, memory & dynamics
15:00 00:30:00 Invited oral Misako Takayasu Application of analysis and modeling of complex business relation network
15:30 00:30:00 Invited oral Vygintas Gontis Interplay between endogenous and exogenous fluctuations in financial markets
16:00 00:20:00 Oral Janusz Miśkiewicz Cross-Correlation of FOREX exchange rates using power law classification scheme. 
16:20 Coffee/Tea break & Poster Session - Continuation of the Poster Session (part 3)
17:30 LECTURE - Chair: V. Gontis - Fluctuations, correlations, memory & dynamics
17:30 00:30:00 Invited oral Sonia Bentes On the conditional behaviour of stock market volatility: A comparative analysis using the FIGARCH model
18:00 00:20:00 Oral Paweł Fiedor Structural Sustainability of the Polish Trade System
18:20 00:20:00 Oral Urszula Grzybowska Propensity score matching and its application to risk drivers selection in financial setting
19:00 Conference Dinner & Live music
22:00 End of Conference Dinner & Live music

November 6th, Friday

09:00 LECTURE - Chair: S. Bentes - Fluctuations, correlations, memory & dynamics
09:00 00:30:00 Invited oral Jarosław Kwapień The generalized detrended cross-correlation coefficient ρq and its application to financial data.
09:30 00:30:00 Invited oral Robert Gębarowski Agent-based modelling of commodity market dynamics
10:00 00:20:00 Oral Tomasz Gubiec Physics of polish banking system
10:20 00:20:00 Oral Anna Kowalska-Pyzalska Two faces of word-of-mouth: understanding the impact of social interactions on demand curves for innovative products
10:40 Coffee/Tea break & Poster Session - Continuation of the Poster Session (part 4)
11:30 LECTURE - Chair: Z. Struzik - Information capacity & artificial intelligence
11:30 00:30:00 Invited oral Janusz A. Hołyst How much information is in New York Times articles ? 
12:00 00:30:00 Invited oral Arkadiusz J. Orłowski Applications of artificial intelligence methods to econophysics problems
12:30 00:20:00 Oral Danuta Makowiec Complex networks tools for resolving heart rate dynamics
12:50 00:20:00 Oral Second Bwanakare Quantitative analysis of meteorological data
13:15 Award ceremony & photos
13:30 Lunch - Hilton Garden Inn
14:30 LECTURE - Chair: D. Horvatic - Social interaction, intention behaviour & fashion
14:30 00:30:00 Invited oral Krzysztof Kułakowski No more presidents in my family
15:00 00:20:00 Oral Katarzyna B. Sznajd-Weron The diamond model of social response within an agent-based approach.
15:20 00:20:00 Oral Karolina Ćwik Agent-based modeling of the intention-behavior gap: The case of dynamic electricity tariffs
15:40 Closing
16:00 Sightseeing in the Rzeszów city

November 7th, Saturday

09:00 Trip around the Podkarpackie region
16:00 End of the trip around the Podkarpackie region
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