Time
|
Duration
|
Type
|
Presenting person
|
Title
|
|
|
|
|
|
|
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 |
|
| 14:00 |
POSTER |
| 14:00 |
#1 |
Poster |
Mariola Chrzanowska |
Analysis of the effectiveness of selected Polish investment funds from February 2009 to February 2013 |
| 14:00 |
#2 |
Poster |
Urszula Grzybowska |
Application of migration matrices to risk evaluation and their effect on portfolio value |
| 14:00 |
#3 |
Poster |
Andrzej Karpio |
The Influence of Pension Funds on Polish Capital Market |
| 14:00 |
#4 |
Poster |
Beatriz Larraz Iribas |
Gender and labour characteristics on income inequality |
| 14:00 |
#5 |
Poster |
Anna M. Lucinska |
Factors Affecting the Works of Art Prices on the Auction Market in Poland |
| 14:00 |
#6 |
Poster |
Witold A. Lucinski |
Crisis in Private Equity Industry in Europe and Poland: Is It the End of It? |
| 14:00 |
#7 |
Poster |
Grzegorz Perczak |
A new look at variance estimation based on values of minimum, maximum, finish and the drift - preliminary results. |
| 14:00 |
#8 |
Poster |
Grażyna Trzpiot |
Risk Analysis on POLPX and EEX |
| 14:00 |
#9 |
Poster |
Anna Zamojska |
Portfolio performance based on the multihorizon Sharpe ratio - wavelet analysis approach |
| 16:15 |
Concurrent Session - Professor Jerzy Gajdka - Financial Markets Analysis I - Nautilus Room |
| 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 |
| 18:00 |
Pause for transfer to SGGW WULS) |
May 24th, Friday |
|
| 09:00 |
Concurrent Session - Professor Tadeusz Kufel - Financial Markets Analysis II - NewConnect Trading Room |
| 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 |
Concurrent Session - Professor Magdalena Osińska - Financial Markets Analysis III - NewConnect Trading Room |
| 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 |
