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 |
