Time
|
Duration
|
Type
|
Presenting person
|
Title
|
July 5th, Wednesday |
|
| 10:00 |
INVITED TALKS - Boris Podobnik - Correlations and networks - Room A |
| 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 |
| 11:00 |
POSTERS & COFFEE - Econo- and Sociophysics - Main hall |
| 11:00 |
#1 |
Poster |
Stephen Ashton |
The Mathematics of Human Contact |
| 11:00 |
#2 |
Poster |
Agnieszka A. Baklarz |
Insider trading and acceleration reflected in the price of confidential information stock indexes |
| 11:00 |
#3 |
Poster |
Marta Bigus |
Percolation in communication network of soaring agents |
| 11:00 |
#4 |
Poster |
Patryk A. Bojarski |
Reaction-diffusion processes and pattern formation in biological structures. |
| 11:00 |
#5 |
Poster |
Dorota Celińska |
Hyperbolic geometry and real life networks |
| 11:00 |
#6 |
Poster |
Anna Chmiel |
q - Ising model on a duplex and a partially duplex clique |
| 11:00 |
#7 |
Poster |
Jan Chołoniewski |
How are World Events Similar to Contagions? |
| 11:00 |
#8 |
Poster |
Hector Cruz |
Tight-binding model: a quantum mechanical tool to study economic time series. |
| 11:00 |
#9 |
Poster |
Gurjeet Dhesi |
Modelling and Forecasting the Kurtosis of Financial Markets: insights provided using Irrational fractional Brownian Motion. |
| 11:00 |
#10 |
Poster |
Piotr J. Dudojć |
Analysis of building trading strategy based on price oscillations model. |
| 11:00 |
#11 |
Poster |
Agata Fronczak |
A minimal spin model of hybrid transition in social systems |
| 11:00 |
#12 |
Poster |
Piotr Fronczak |
How transfer flights shape structure of the airline network |
| 11:00 |
#13 |
Poster |
Łukasz G. Gajewski |
Multiple propagation paths in locating the source of diffusion in complex networks. |
| 11:00 |
#14 |
Poster |
Piotr J. Górski |
Heider balance in bilayer networks |
| 11:00 |
#15 |
Poster |
Iga Grzegorczyk |
Application of Multiscale Multifractal Analysis method to financial data |
| 11:00 |
#16 |
Poster |
Urszula Grzybowska |
Analysis of stability of operational risk models |
| 11:00 |
#17 |
Poster |
Aleksander Jakimowicz |
The mechanism of transformation of global business cycles into dynamics of regional real estate markets |
| 11:00 |
#18 |
Poster |
Aleksander Jakimowicz |
Determinants of mass poverty in the contemporary global economy |
| 11:00 |
#19 |
Poster |
Aleksander Jakimowicz |
Application of the four colour theorem to identify regional poles and main lines of economic growth |
| 11:00 |
#20 |
Poster |
Aleksander Jakimowicz |
Logistic map in economics |
| 11:00 |
#21 |
Poster |
Andrzej Jarynowski |
Influence of temporal aspects and age-correlations on the process of opinion formation based on Polish contact survey |
| 11:30 |
ORAL TALKS - Fabrizio Lillo - Market correlations - Room A |
| 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 |
| 13:00 |
LUNCH - Main hall |
| 14:00 |
INVITED TALKS - Tiziana Di Matteo - Integration, immigration, and human activity - Room A |
| 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 |
| 15:30 |
POSTERS & COFFEE - Econo- and Sociophysics - Main hall |
| 16:15 |
ORAL TALKS - Tobias Preis - General - Room A |
| 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 |
|
| 09:00 |
COFFEE - Main hall |
| 09:30 |
INVITED TALKS - Peter Richmond - Nonextensivity, intraday processes, and systemic risk - Room A |
| 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 |
| 11:00 |
POSTERS & COFFEE - Econo- and Sociophysics - Main hall |
| 11:30 |
ORAL TALKS - Katarzyna Sznajd-Weron - Agent Based Modeling and Networks - Room A |
| 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 |
| 13:00 |
LUNCH - Main hall |
| 14:00 |
INVITED TALKS - Janusz Hołyst - Multiplex modeling, best strategies, ABM social validation - Room A |
| 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 |
| 15:30 |
POSTERS & COFFEE - Econo- and Sociophysics - Main hall |
| 16:15 |
ORAL TALKS - Ladislav Kristoufek - Financial Markets - Room A |
| 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 |
|
| 09:00 |
COFFEE - Main hall |
| 09:30 |
INVITED TALKS - Janos Kertesz - Proximity based networks, pattern recognition - Room A |
| 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 |
ORAL TALKS - Hideki Takayasu - Fractal Tools and Analysis - Room A |
| 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 |
| 11:30 |
POSTERS & COFFEE - Econo- and Sociophysics - Main hall |
| 12:00 |
ORAL TALKS - Sonia Bentes - Foreign Exchange Market - Room A |
| 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 |
| 13:00 |
LUNCH - Main hall |
| 14:00 |
INVITED TALKS - Zbigniew Struzik - Asymmetry of SM volatility - Room A |
| 14:00 |
00:30:00 |
Invited oral |
Sonia Bentes |
Modelling the asymmetric behaviour of stock market volatility: New evidence |
