2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach...
on-line journal
Lectures
2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Sociophysics
Econophysics
Plenary session
Posters
2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Sociophysics
Econophysics
Plenary session
Timetable
2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Sociophysics
Econophysics
Plenary session
Book of Abstracts
Statistics
Participants
Countries
Institutions
Presentations per country
Symposia attendance
Time
Duration
Type
Presenting person
Title
April 21st, Friday
09:00
00:40:00
Oral
Jacek Osiewalski
Bivariate financial time-series models: Bayesian comparison and inference
09:45
00:20:00
Oral
Marek Szydłowski
The development of science as the factor of economic growth
10:10
00:20:00
Oral
Marzena Kozłowska
Dynamics of the Warsaw Stock Exchange index as analysed by the fractional relaxation equation
10:35
00:20:00
Oral
Maciej A. Nowak
Free random variables and financial correlations
11:30
00:20:00
Oral
Krzysztof Karpio
Classification of Polish provinces according to their competitiveness using the cluster and neuron network methods.
11:55
00:20:00
Oral
Wiktor Bachnik
Quantitative and sociological analysis of blog networks
12:20
00:40:00
Oral
Janusz A. Hołyst
Transition to Coherent Oscillatory Behaviour in a Route Choice Game
13:05
00:20:00
Oral
Łukasz J. Kociuba
Porównanie narzędzi SAS Forecast Server, SAS Time Series Forecasting System, SAS/ETS oraz SAS Enterprise Miner do analizy i prognozowania szeregów czasowych
15:30
00:40:00
Oral
Mieczyslaw Dobija
Theory of Capital in Relation to the Laws of Thermodynamics
16:15
00:20:00
Oral
Piotr Jaworski
On Value at Risk for foreign exchange rates - the copula approach
16:40
00:20:00
Oral
Jerzy Jurkiewicz
Levy matrices
17:30
00:20:00
Oral
Katarzyna Sznajd-Weron
Dogadamy się czy nie? - o modelowaniu ewolucji opinii w socjofizyce.
17:55
00:20:00
Oral
Dariusz Grech
Scaling Range for Power Laws in Time Series
18:20
00:20:00
Oral
Malgorzata Snarska
Automatic Trading Agent. RMT based Portfolio Theory and Portfolio Selection
18:45
00:20:00
Oral
Andrzej S. Dyka
Non-causal FIR filters for the maximum return from capital markets
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