Time
|
Duration
|
Type
|
Presenting person
|
Title
|
Date Unspecified |
|
|
|
Oral |
Yuri Biondi |
Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability |
|
|
Oral |
Jose Roberto Iglesias |
Influence of opinions on vaccines on the evolution of a disease |
|
|
Oral |
Alec Schmidt |
Portfolio Theory in Terms of Partial Covariance |
July 5th, Wednesday |
|
10:00 |
00:30:00 |
Invited oral |
Thomas Lux |
Estimation of Agent-Based Models using Sequential Monte Carlo Methods |
10:30 |
00:30:00 |
Invited oral |
Tiziana Di Matteo |
Multiscaling: real source and consequence |
11:30 |
00:22:00 |
Oral |
Hayafumi Watanabe |
The probability distributions and the fluctuation scalings of the time series of key-word counts in nation-wide blog data. |
11:52 |
00:23:00 |
Oral |
Volodymyr D. Koshmanenko |
On Personal Strategies in Conflict Socium |
12:15 |
00:22:00 |
Oral |
Czesław Mesjasz |
Metaphysics of Econophysics |
12:37 |
00:23:00 |
Oral |
Semra Gunduc |
A Case Study of Diffusion of Innovation Under Competition |
14:00 |
00:30:00 |
Invited oral |
Shlomo Havlin |
Cascading Failures and Recovery in Interacting Networks: Application to Finance |
14:30 |
00:30:00 |
Invited oral |
Vygintas Gontis |
The first passage time statistics as empirical test of observed long-range memory in the financial markets |
15:00 |
00:30:00 |
Invited oral |
Tobias Preis |
Measuring and Predicting Human Behaviour using Online Data |
16:15 |
00:26:00 |
Oral |
Polina Khrennikova |
Modelling agents’ asset price expectations: a quantum theoretical paradigm. |
16:41 |
00:26:00 |
Oral |
Catarina Moreira |
A Quantum-Like Analysis of a Real Life Financial Scenario: The Dutch’s Bank Loan Application |
17:07 |
00:26:00 |
Oral |
Arthur Matsuo Yamashita Rios de Sousa |
Diffusion in Autoregressive Based Models for Financial Data |
17:33 |
00:27:00 |
Oral |
Hênio Henrique Aragão Rêgo |
A thermo-comparative analysis of co-movements in economical indexes |
July 6th, Thursday |
|
09:30 |
00:30:00 |
Invited oral |
Enrico Scalas |
Stylised models for the distribution of wealth |
10:00 |
00:30:00 |
Invited oral |
Sitabhra Sinha |
Is it rational for Homo Economicus to be "nice" to others ? The co-action solution resolves social dilemmas |
10:30 |
00:30:00 |
Invited oral |
Janusz A. Hołyst |
Hierarchical Partitions of Social Networks Between Rivaling Leaders |
11:30 |
00:22:00 |
Oral |
Sebastian M. Krause |
Agent based thought experiments: From powerful companies to catastrophic consumer synchronization |
11:52 |
00:23:00 |
Oral |
Jae Woo Lee |
Trade flow network of world commodity market |
12:15 |
00:22:00 |
Oral |
Julian Maluck |
Impacts of Regional Trade Agreements on bilateral economic interconnectedness |
12:37 |
00:23:00 |
Oral |
Takayuki Mizuno |
A method to estimate company performance using global inter-firm relationships |
14:00 |
00:30:00 |
Invited oral |
Rafał Weron |
Probabilistic forecasting in energy markets: Why? When? How? |
14:30 |
00:30:00 |
Invited oral |
Peter Richmond |
On the relationship between income, fertility rates and the state of democracy in society |
15:00 |
00:30:00 |
Invited oral |
Ladislav Kristoufek |
Fractal methods for fractional cointegration |
16:15 |
00:26:00 |
Oral |
Michail D. Vamvakaris |
Evidence of chaotic structure in the S&P 500 price-index: a horizontal visibility graph approach |
16:41 |
00:26:00 |
Oral |
Tomasz Gubiec |
Inter-transaction times and long memory of financial time series |
17:07 |
00:26:00 |
Oral |
Sondo Kim |
Forecasting the daily stock index using various singular value decomposition entropy |
17:33 |
00:27:00 |
Oral |
Ewa M. Syczewska |
Granger causality, transfer entropy and GARCH models for financial time series |
July 7th, Friday |
|
09:30 |
00:30:00 |
Invited oral |
Zbigniew R. Struzik |
Should we (try to) understand life? |
10:00 |
00:30:00 |
Invited oral |
Hideki Takayasu |
Construction of mathematical models of bankruptcy of firms from the big data |
10:30 |
00:20:00 |
Oral |
Yonatan Berman |
The Great Gatsby curve revisited - networks, mobility and inequality |
10:50 |
00:20:00 |
Oral |
Piotr Łukasiewicz |
Models of families’ incomes based on the convolutions of personal incomes distributions |
11:10 |
00:20:00 |
Oral |
Takashi Odagaki |
Self-organization of extreme inequalities |
12:00 |
00:30:00 |
Oral |
Daniel Grigat |
Reverse stress testing interbank networks |
12:30 |
00:30:00 |
Oral |
Seungmo Ku |
Stress test of dynamic interbank networks under various financial market scenarios |