Time
|
Duration
|
Type
|
Presenting person
|
Title
|
November 22nd, Thursday |
|
| 12:00 |
Registration - pl. M. Borna 9 |
| 13:15 |
Openning |
| 13:45 |
Session 1.1 - R. Kutner |
| 13:45 |
00:40:00 |
Invited oral |
Marcel Ausloos |
Interacting agent model describing some evolution of economic entities under varying spatio-temporal economic conditions. |
| 14:30 |
00:35:00 |
Oral |
Karol Życzkowski |
Dlaczego pierwiastek? - O systemach głosowania w Radzie Unii Europejskiej |
| 15:10 |
00:25:00 |
Oral |
Janusz A. Hołyst |
Who wins in competition of social networks ? |
| 15:40 |
00:25:00 |
Oral |
Tomasz M. Gradowski |
Statistical properties of the proportional voting process |
| 16:00 |
Coffee break |
| 16:30 |
Session 1.2 - D. Grech |
| 16:30 |
00:25:00 |
Oral |
Anna Pajor |
Bayesian forecasting of the discounted payoff of european call options on WIG20 index in discrete-time SV models |
| 17:00 |
00:25:00 |
Oral |
Mateusz Pipień |
An approach to measuring the relation between risk and return. Bayesian analysis for WIG data. |
| 17:30 |
00:25:00 |
Oral |
Paweł Sieczka |
A threshold Potts model of financial markets |
| 18:00 |
00:25:00 |
Oral |
Andrzej Z. Górski |
Power like scaling in Minimal Spanning Tree Graphs for FOREX networks |
| 18:30 |
Posiedzienie Zarządu FENS |
| 20:30 |
Conference dinner |
November 23rd, Friday |
|
| 09:00 |
Session 2.1 - W. Kwaśnicki |
| 09:00 |
00:40:00 |
Invited oral |
Marcel Ausloos |
Clusters in weighted macroeconomic networks: the EU case |
| 09:45 |
00:35:00 |
Oral |
Stanisław Drożdż |
Current status of financial log-periodicity |
| 10:30 |
Coffee break |
| 11:00 |
Session 2.2 - J. Hołyst |
| 11:00 |
00:25:00 |
Oral |
Marzena Kozłowska |
Fractional Market Model and its verification on stock markets of small size |
| 11:30 |
00:25:00 |
Oral |
Paweł Oświęcimka |
Asymmetric fractal properties of positive and negative returns |
| 12:00 |
00:25:00 |
Oral |
Grzegorz Pamuła |
The log-periodic oscillations and local fractal properties of the WIG time series in the vicinity of crash points. |
| 12:30 |
00:25:00 |
Oral |
Andrzej Kasprzak |
Multifractality within the continuous-time random walk in financial markets |
| 13:00 |
Lunch |
| 14:15 |
Poster session - s.60 hall, I floor |
| 14:15 |
#1 |
Poster |
Dominik Batorski |
Complex social networks and the diffusion of innovations |
| 14:15 |
#2 |
Poster |
Andrzej Buda |
Lifetime of correlations between stocks |
| 14:15 |
#3 |
Poster |
Jerzy Z. Hubert |
Connecting Brillouin’s information principle to socio- dynamic probabilistic model: modeling two specific psycho-social situations: influence of majority choice and existence of synergetic effects. |
| 14:15 |
#4 |
Poster |
Rafał Rak |
Cross-correlations in Warsaw Stock Exchange |
| 14:15 |
#5 |
Poster |
Krzysztof Suchecki |
Competing networks |
| 14:15 |
#6 |
Poster |
Marek Szydłowski |
Time paths of science development |
| 14:15 |
#7 |
Poster |
Ryszard Wojnar |
Riemann zeta in biological and social events |
| 15:30 |
Session 2.3 - K. Kułakowski |
| 15:30 |
00:25:00 |
Oral |
Malgorzata Snarska |
Toy model for large non-symmetric random matrices |
| 16:00 |
00:25:00 |
Oral |
Arkadiusz J. Orłowski |
New results on gain-loss asymmetry for stock markets time series |
| 16:30 |
Coffee break |
| 17:00 |
Session 2.4 - R. Kutner, D. Grech |
| 17:00 |
00:20:00 |
Oral |
Ryszard Kutner |
Econophysics on Faculty of Physics at Warsaw University |
| 17:20 |
00:20:00 |
Oral |
Dariusz Grech |
Econophysics training at the University of Wroclaw |
| 17:40 |
Session 2.4 - R. Kutner, D. Grech |
| 19:00 |
Social event |
November 24th, Saturday |
|
| 08:30 |
Session 3.1 - J. Miśkiewicz |
| 08:30 |
00:25:00 |
Oral |
Witold Kwaśnicki |
Physical analogies and metaphors as an inspirations to economic analysis |
| 09:00 |
00:25:00 |
Oral |
Arkadiusz J. Orłowski |
Some applications of rank clocks method |
| 09:30 |
00:25:00 |
Oral |
Małgorzata Schroeder |
The price of european option on stock and bond. classical look and its quantum extension |
| 10:00 |
00:25:00 |
Oral |
Krystyna Jaworska |
Modelling of Short Term Interest Rate Based on Fractional Relaxation Equation |
| 10:30 |
00:25:00 |
Oral |
Anna Chmiel |
Networks of companies and branches in Poland |
| 11:00 |
Coffee break |
| 11:30 |
Session 3.2 - S. Drożdż |
| 11:30 |
00:25:00 |
Oral |
Krzysztof Kułakowski |
Magnetic ordering in a social structure |
| 12:00 |
00:25:00 |
Oral |
Krzysztof Malarz |
The Sznajd dynamics in a social network |
| 12:30 |
00:25:00 |
Oral |
Andrzej Grabowski |
Dynamic phenomena and human activity in artificial society |
| 13:00 |
00:25:00 |
Oral |
Paulina Hetman |
How groups shape social network. On assortativity of social networks |
| 13:30 |
00:25:00 |
Oral |
Jarosław Kwapień |
Internal organization of languages: Decomposing "Ulysses" |
| 14:00 |
Lunch |
| 15:00 |
Session 3.3 - A. Orłowski |
| 15:00 |
00:25:00 |
Oral |
Andrzej S. Dyka |
Emotional feedback in capital markets due to trader attitude |
| 15:30 |
00:25:00 |
Oral |
Anna Szczypińska |
Deterministic view of the capital risk |
| 16:00 |
00:25:00 |
Oral |
Piotr Jaworski |
Bounds for Value at Risk for multiasset portfolios |
| 16:30 |
00:25:00 |
Oral |
Agnieszka Wyłomańska |
The autocorrelation and autocovariance functions – helpful tools in the modeling problem |
| 17:00 |
00:25:00 |
Oral |
Piotr Żebrowski |
Financial data analysis by means of coupled continuous-time random walk in Rachev - Rüschendorf model |
| 17:30 |
Closing |
