Time
|
Duration
|
Type
|
Presenting person
|
Title
|
|
|
|
|
|
|
Oral |
Alec Schmidt |
Portfolio Theory in Terms of Partial Covariance |
|
|
Poster |
Grzegorz Link |
Is Implied Volatility based mostly on recent price activity? |
|
|
Oral |
Jose Roberto Iglesias |
Influence of opinions on vaccines on the evolution of a disease |
|
|
Oral |
Yuri Biondi |
Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability |
July 5th, Wednesday |
|
10:00 |
INVITED TALKS - Boris Podobnik - Correlations and networks - Room A |
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 |
ORAL TALKS - Fabrizio Lillo - Market correlations - Room A |
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 |
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 |
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 |
15:30 |
POSTERS & COFFEE - Econo- and Sociophysics - Main hall |
15:30 |
#22 |
Poster |
Marek J. Karwanski |
Modeling correlations in operational risk |
15:30 |
#23 |
Poster |
Jonathan Khedair |
An Interacting Model of Market Risk |
15:30 |
#24 |
Poster |
Jarosław Klamut |
Continuous-time random walk with memory in study of autocorrelations present in financial time series |
15:30 |
#25 |
Poster |
Rafał Kowalski |
Technological stock market revolution from multifractal perspective |
15:30 |
#26 |
Poster |
Krzysztof Kułakowski |
Multiples of ten in the survey data on the number of friends |
15:30 |
#27 |
Poster |
Krzysztof Kułakowski |
Paradox of integration – mean field approach |
15:30 |
#28 |
Poster |
Joanna M. Landmesser |
Measuring and explaining income inequalities in Poland: an estimation of Lorenz curves using hazard function approach |
15:30 |
#29 |
Poster |
Grzegorz Link |
Asymmetry of trends: a simple, 2-phase market index simulator |
15:30 |
#30 |
Poster |
Krzysztof Malarz |
Influence of a range of interaction among agents on efficiency of knowledge transfer within an organization |
15:30 |
#31 |
Poster |
Maciej J. Mrowiński |
Shortening review time in peer review with Cartesian Genetic Programming |
15:30 |
#32 |
Poster |
Andreas Mühlbacher |
Extreme portfolio loss correlations in credit risk |
15:30 |
#33 |
Poster |
Arkadiusz J. Orłowski |
Numerical analysis of a mathematical model of a tumor growth and possible economic analogies |
15:30 |
#34 |
Poster |
Robert M. Paluch |
Fast rumour source detection in large social networks |
15:30 |
#35 |
Poster |
Tomasz Raducha |
Coevolving complex networks in the model of social interaction |
15:30 |
#36 |
Poster |
Rafał Rak |
The impact of heavy tailed asymmetric and symmetric probability distributions on spurious multifractallity |
15:30 |
#37 |
Poster |
Antoni K. Ruciński |
Analysis of the Warsaw's rail transport's network |
15:30 |
#38 |
Poster |
Enrico Scalas |
Agricultural prices in Italy |
15:30 |
#39 |
Poster |
Hyun Son |
Financial network maintain a scale-free organization during the different market states |
15:30 |
#40 |
Poster |
Joanna Toruniewska |
New constant of motion for coevolving voter model |
15:30 |
#41 |
Poster |
Mateusz J. Wilinski |
Modeling Endogenous Contagion on O/N Interbank Market |
16:15 |
ORAL TALKS - Tobias Preis - General - Room A |
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 |
|
09:00 |
COFFEE - Main hall |
09:30 |
INVITED TALKS - Peter Richmond - Nonextensivity, intraday processes, and systemic risk - Room A |
09:30 |
00:30:00 |
Invited oral |
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 |
11:00 |
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 |
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 |
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 |
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 |
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 |
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 |
|
09:00 |
COFFEE - Main hall |
09:30 |
INVITED TALKS - Janos Kertesz - Proximity based networks, pattern recognition - Room A |
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 |
ORAL TALKS - Hideki Takayasu - Fractal Tools and Analysis - Room A |
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 |
11:30 |
POSTERS & COFFEE - Econo- and Sociophysics - Main hall |
12:00 |
ORAL TALKS - Sonia Bentes - Foreign Exchange Market - Room A |
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 |