Symposium on Econo- and Sociophysics 2004

 on-line journal

Presenting person

November 19th, Friday

12:35 00:25:00 oral Krzysztof Urbanowicz How much noise is at stock markets ?
13:00 00:25:00 oral Dariusz Grech Properties of old and new techniques of detrended analysis in time series.
13:25 00:25:00 oral Paweł Oświęcimka A comparative study of the applicability of the MF-DFA and the wavelet methods in the context of financial data
13:50 00:25:00 oral Ryszard Wojnar From Riemann zeta through L-functions, random matrices, quantum chaos, brownian diffusion, critical collective phenomena ... to financial correlations
14:15 00:25:00 oral Urszula Skornik-Pokarowska Effective portfolios. Econometrics and statistics in search of profitable investments.
15:10 00:25:00 oral Arkadiusz J. Orłowski Analysis of fluctuations in financial time series
15:35 00:25:00 oral Ryszard Kutner Non-linear long-term autocorrelations present in empirical and synthetic high-frequency financial time-series. Possibility of risk classification
16:00 00:25:00 oral Jarosław Kwapień Statistical properties of stock market eigensignals
16:25 00:25:00 oral Danuta Makowiec Statistics on emergent markets
16:50 00:25:00 oral Andrzej S. Dyka Optimum Finite Impulse Response (FIR) low pass-filtering of market quotations
18:20 00:25:00 oral Wojciech Wislicki An outline of equilibrium thermodynamics for network games
18:45 00:25:00 oral Arkadiusz Majka Statistical thermodynamics for choice models on graphs
19:10 00:25:00 oral Andrzej Palczewski Truncated Levy flights on Warsaw Stock Exchange
19:35 00:25:00 oral Piotr Jaworski On tail expansions of copulas and modeling multivariate extremes.
20:00 00:25:00 oral Rafał Rak Measuring subtle effects of persistence in the stock market dynamics

November 20th, Saturday

08:55 00:25:00 oral Janusz A. Hołyst

Log-periodic oscillations in degree distributions of hierarchical scale-free networks

09:20 00:25:00 oral Magdalena A. Zaluska-Kotur Playing with Minority Games
09:45 00:25:00 oral Grzegorz Wilk Information theory point of view on stochastic networks
10:10 00:25:00 oral Krzysztof Malarz Matrix representation of evolving networks
10:35 00:25:00 oral Janusz Miśkiewicz Correlations between the most developed economies - network analysis
11:30 00:25:00 oral Karol Krzyżewski On a new approach to the arbitrage pricing theory
11:55 00:25:00 oral Wojciech Otto Insurer's surplus model with varying risk parameter and delayed reporting
12:20 00:25:00 oral Łukasz Stettner Remarks on risk neutral and risk sensitive portfolio optimization
12:45 00:25:00 oral Katarzyna Sznajd-Weron Sznajd model and its applications
14:15 00:25:00 oral Krzysztof Kułakowski The Heider balance and social distance
14:40 00:25:00 oral Barbara Pabjan Measuring of social relations: the social distance in social structure and communication - a study of prison community
15:05 00:25:00 oral Zdzislaw Burda Wealth condensation in Pareto macro-economy
15:30 00:25:00 oral Barbara Kołodziejczyk Problems of the electric power market
15:55 00:25:00 oral Łukasz J. Kociuba Beyond Business Intelligence. Integration of business knowledge and technology in xIS Solutions
16:20 00:25:00 oral Roman Szwed From physics to business
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