Time
|
Duration
|
Type
|
Presenting person
|
Title
|
Date Unspecified |
|
|
|
Oral |
Katarzyna Bień-Barkowska |
Boosting under quantile regression – CAN we USE IT FOR market risk evaluation? |
|
|
Oral |
Kesra Nermend |
Application of MAJR Aggregate Measure in the Management Quality Testing in the EU-28 |
|
|
Oral |
Kesra Nermend |
A Comparative Study of FastICA and Gradient Algorithms for Stock Market Analysis |
May 23rd, Thursday |
|
| 16:15 |
00:15:00 |
Oral |
Grażyna Trzpiot |
Analysis of tail-dependence structure in global financial markets. Extreme value theory approach |
| 16:30 |
00:15:00 |
Oral |
Krzysztof M. Piasecki |
Imprecise return rates on the Warsaw Stock Exchange Abstract |
| 16:45 |
00:15:00 |
Oral |
Yochanan Shachmurove |
If I Knew How to Forecast Volatility, I Would Be A Rich Man |
| 17:00 |
00:15:00 |
Oral |
Yulija Volynchuk |
The logistics approach to management of enterprises' financial flows |
| 17:15 |
00:15:00 |
Oral |
Ewa M. Syczewska |
On exchange-rate model with stock indices as additional regressors |
| 17:30 |
00:15:00 |
Oral |
Dorota Witkowska |
A Comparison of Global Stock Market before and after the 2007-2009 Global Financial Crisis |
May 24th, Friday |
|
| 09:00 |
00:10:00 |
Oral |
Wiesław A. Dębski |
Intervaling effect on estimating beta parameter for the largest companies on the WSE |
| 09:10 |
00:20:00 |
Oral |
Magdalena Osińska |
Recent developments in financial econometrics |
| 09:30 |
00:20:00 |
Oral |
Paweł Miłobędzki |
The components of bid-ask spreads at the Warsaw Stock Exchange |
| 09:50 |
00:20:00 |
Oral |
Tomasz K. Wisniewski |
Volatility index for Warsaw Stock Exchange. Rules and properties |
| 10:10 |
00:10:00 |
Oral |
Waldemar Tarczyński |
Evaluation of the effectiveness of portfolio analysis on the WSE for years 2001-2013 |
| 10:20 |
00:10:00 |
Oral |
Jerzy Gajdka |
Earnings Management and Financial Crisis in EU countries |
| 10:40 |
00:15:00 |
Oral |
Katarzyna Bień-Barkowska |
Hidden order submission strategies in the order driven market |
| 10:55 |
00:15:00 |
Oral |
Ewa Majerowska |
Conditional perfomance evaluation of the CAPM on the WSE market |
| 11:10 |
00:15:00 |
Oral |
Anna D. Rutkowska-Ziarko |
The diversification of risk of a fundamental portfolio based on semi-variance |
| 11:25 |
00:15:00 |
Oral |
Ewa Ratuszny |
Influence of robust estimation on volatility forecast |
| 11:40 |
00:10:00 |
Oral |
Małgorzata L. Łuniewska |
Statistical analysis of fundamental power in companies listed on WSE |
| 11:50 |
00:10:00 |
Oral |
Krzysztof T. Kompa |
Effects of the Warsaw Stock Exchange trading sessions extension |
