Time
|
Duration
|
Type
|
Presenting person
|
Title
|
July 5th, Wednesday |
|
| 10:00 |
00:30:00 |
Invited oral |
Stanisław Drożdż |
Volatility correlations in narrative |
| 10:30 |
00:30:00 |
Invited oral |
Misako Takayasu |
Business firms networks: From basic properties to advanced application |
| 11:30 |
00:22:00 |
Oral |
Leonidas Sandoval |
Integration in time among European stock markets |
| 11:52 |
00:23:00 |
Oral |
Mateusz J. Wilinski |
Intraday correlation structure for high frequency financial data |
| 12:15 |
00:22:00 |
Oral |
Ji Hwan Park |
Causality Link Prediction analysis in OECD stock market indices |
| 12:37 |
00:23:00 |
Oral |
Yuriy A. Stepanov |
Equity markets correlation universalities and multi-asset market states |
| 14:00 |
00:30:00 |
Invited oral |
Krzysztof Kułakowski |
Paradox of integration - a computational model |
| 14:30 |
00:30:00 |
Invited oral |
Boris A. Podobnik |
Estimating the tipping point of EU right-wing populism in response to unbalanced immigration |
| 15:00 |
00:30:00 |
Invited oral |
Mateusz Pipień |
Some recent advances in empirical analyses of economic cycles |
| 16:15 |
00:21:00 |
Oral |
Mark Levene |
A multiplicative process for generating a beta-like survival function with application to the UK EU referendum results - An abstract |
| 16:36 |
00:21:00 |
Oral |
Tomasz Raducha |
Statistical mechanics of coevolving Ising model |
| 16:57 |
00:21:00 |
Oral |
Grzegorz Siudem |
What does the h-index actually mean? |
| 17:18 |
00:21:00 |
Oral |
Carolyn E. Phelan |
Improvement of numerical option pricing methods based on the Hilbert transform using spectral filtering |
| 17:39 |
00:21:00 |
Oral |
Mateusz Denys |
Analysis of times between events by methods of statistical physics |
July 6th, Thursday |
|
| 09:30 |
00:30:00 |
Invited oral |
Dariusz Grech |
Asymmetry of price returns - analysis and perspectives from non-extensive statistical physics point of view |
| 10:00 |
00:30:00 |
Invited oral |
Sílvio M. Duarte Queirós |
The not so stylised shapes of financial markets: Intraday profiles of returns and trading volume |
| 10:30 |
00:30:00 |
Invited oral |
Fabrizio Lillo |
Systemic risk due to fire sale spillover and portfolio overlaps |
| 11:30 |
00:22:00 |
Oral |
Gurjeet Dhesi |
Investigating random, 50/50 symmetric weighted, competitive and cooperative fully connected networks: the random matrix approach. |
| 11:52 |
00:23:00 |
Oral |
Aleksejus Kononovicius |
Modeling of Lithuanian parliamentary elections using ABM |
| 12:15 |
00:22:00 |
Oral |
Andrzej Krawiecki |
Mean-field theory for the ordering transition in the majority-vote model on multiplex networks |
| 12:37 |
00:23:00 |
Oral |
Fischer S. Meira |
Asymmetric return rates and wealth distributions induced by introduction of technical analysis into a behavioral agent-based model |
| 14:00 |
00:30:00 |
Invited oral |
János Kertész |
Multiplex Modeling of the Society |
| 14:30 |
00:30:00 |
Invited oral |
Marcel Ausloos |
SME investment best strategies |
| 15:00 |
00:30:00 |
Invited oral |
Katarzyna B. Sznajd-Weron |
Conformity in numbers: How to validate social agent-based models |
| 16:15 |
00:26:00 |
Oral |
Mario Bertella |
Confidence and the Self-Attribution Bias in an Artificial Stock Market |
| 16:41 |
00:26:00 |
Oral |
Kei Katahira |
A novel speculation game with higher reproducibility of stylized facts for financial markets |
| 17:07 |
00:26:00 |
Oral |
Jack Manhire |
The Action Principle in Market Mechanics |
| 17:33 |
00:27:00 |
Oral |
Jun-ichi Maskawa |
Empirical study on random cascades among different time horizons in stock markets |
July 7th, Friday |
|
| 09:30 |
00:30:00 |
Invited oral |
Rosario N. Mantegna |
Bootstrap validation of proximity based networks |
| 10:00 |
00:30:00 |
Invited oral |
Arkadiusz J. Orłowski |
Methods of machine learning and pattern recognition with applications to econophysics |
| 10:30 |
00:20:00 |
Oral |
Guido Germano |
Stability of calibration procedures: fractals in the Black-Scholes model |
| 10:50 |
00:20:00 |
Oral |
Paweł Oświęcimka |
Correlation structure decomposition through scale- and amplitude-dependent qMST methodology |
| 11:10 |
00:20:00 |
Oral |
Marcin Wątorek |
Multifractal cross-correlation and casual direction between energy and financial markets in 2014-2016 |
| 12:00 |
00:20:00 |
Oral |
Jean-Francois Boilard |
Causal Inference of Market Event Rates in Foreign Currency Market |
| 12:20 |
00:20:00 |
Oral |
Federico Graceffa |
Consistency of local-stochastic volatility models in the FX market with respect to spot inversion and multiplication |
| 12:40 |
00:20:00 |
Oral |
Levan Efremidze |
Entropy Risk Factor Model of Exchange Rate Prediction: Test on Chilean Peso |
| 14:00 |
00:30:00 |
Invited oral |
Sonia Bentes |
Modelling the asymmetric behaviour of stock market volatility: New evidence |
