2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Time	Duration	Type	Presenting person	Title
April 22nd, Saturday
09:00	00:40:00	Oral	Magdalena A. Zaluska-Kotur	Gain-loss asymmetry for emerging stock markets.
09:45	00:20:00	Oral	Krystyna Jaworska	The Asymptotic Dependence of Elliptic Random Variables
10:10	00:20:00	Oral	Ewa Broszkiewicz-Suwaj	Electricity market and real options theory.
10:35	00:20:00	Oral	Agnieszka Wyłomańska	Measures of dependence for PARMA models with stable innovations
11:30	00:40:00	Oral	Marek Capiński	PDEs in finance
12:15	00:20:00	Oral	Paweł Oświęcimka	Multifractal Model of Asset Returns versus real stock market dynamics
12:40	00:20:00	Oral	Jarosław Kwapień	Non-Hermitean matrices in an analysis of financial correlations
13:05	00:20:00	Oral	Rafał Rak	Correlation matrix decomposition of intraday WIG20 fluctuations
15:30	00:20:00	Oral	Anna Pajor	Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models
15:55	00:20:00	Oral	Ryszard Wojnar	The average behaviour of financial market by 2 scale homogenisation
16:20	00:20:00	Oral	Mateusz Pipień	Bayesian Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions
17:15	00:20:00	Oral	Ryszard Zygadło	Geometrical (Brownian) Motion Driven by Color Noise
17:40	00:20:00	Oral	Andrzej Z. Górski	Complexity characteristics of currency networks
18:05	00:20:00	Oral	Andrzej T. Goerlich	Empirical Covariance Matrix with Heavy Tails in Quantitative Finance

2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach...

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April 22nd, Saturday