Time
|
Duration
|
Type
|
Presenting person
|
Title
|
November 22nd, Thursday |
|
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 |
16:30 |
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 |
November 23rd, Friday |
|
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 |
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 |
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 |
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 |
November 24th, Saturday |
|
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 |
11:30 |
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" |
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 |