Time
|
Duration
|
Type
|
Presenting person
|
Title
|
November 25th, Thursday |
|
| 12:00 |
REGISTRATION/COFFEE - b.34 A.IV |
| 14:00 |
OPENING SESSION |
| 14:15 |
PLENARY SESSION - Dariusz Grech - b.34 A.IV |
| 14:15 |
00:45:00 |
Invited oral |
Janusz A. Hołyst |
The Lehman Brothers Effect and Bankruptcy Cascades |
| 15:00 |
00:45:00 |
Invited oral |
Krzysztof Karpio |
Prices and Volumes on the Stock Market |
| 15:45 |
COFFEE BREAK |
| 16:20 |
PLENARY SESSION - Arkadiusz Orłowski - b.34 A.IV |
| 16:20 |
00:20:00 |
Oral |
Ewa M. Syczewska |
Behaviour of exchange rates, and logarithmic returns: long memory and cointegration |
| 16:40 |
00:20:00 |
Oral |
Paweł Chodorowski |
On the Zipf strategy for short-time investments in WIG 20 futures |
| 17:00 |
00:20:00 |
Oral |
Marzena Kozłowska |
Asymmetric noises on a stock exchange. |
| 17:20 |
00:20:00 |
Oral |
Andrzej Karpio |
Causality in financial mathematics |
| 17:40 |
00:20:00 |
Oral |
Rafał Rak |
Characteristics of distributions for the stock returns and trading volumes |
| 18:00 |
POSTER SESSION Chair: Maciej Janowicz |
| 18:00 |
#1 |
Poster |
Tomasz M. Ciepliński |
The non-gaussian continuous-time random walk analisys of the option dynamics |
| 18:00 |
#2 |
Poster |
Adam Pawluczyk |
Observations of extreme events at Warsaw Stock Market |
| 18:00 |
#3 |
Poster |
Agnieszka Czaplicka |
Emotional Agents at the Square Lattice |
| 18:00 |
#4 |
Poster |
Tomasz M. Gradowski |
Cooperation model with costly punishment |
| 18:00 |
#5 |
Poster |
Aleksander Jakimowicz |
Stability of the Cournot-Nash equilibrium in standard oligopoly models |
| 18:00 |
#6 |
Poster |
Piotr Kosewski |
Non-Gaussian statistics on the Forex |
| 18:00 |
#7 |
Poster |
Krzysztof Malarz |
Bounded confidence model: addressed information maintain diversity of opinions |
| 18:00 |
#8 |
Poster |
Maciej J. Mrowiński |
Models of pedestrian evacuation based on cellular automata |
| 18:00 |
#9 |
Poster |
Julian M. Sienkiewicz |
Analysis and simulation of emotional states in Internet communities |
| 18:00 |
#10 |
Poster |
Grzegorz Siudem |
External bias in the model of isolation of communities |
| 18:00 |
#11 |
Poster |
Malgorzata Snarska |
Applying Free Random Variables to the Analysis of Temporal Correlations in Real Complex Systems |
| 18:00 |
#12 |
Poster |
Dominik Strzałka |
Fractal properties of Linux self-organized kernel maps |
| 18:00 |
#13 |
Poster |
Ryszard Wojnar |
Student's t-distribution versus Zeldovich-Kompaneets solution of diffusion problem |
| 18:00 |
#14 |
Poster |
Agnieszka Czaplicka |
Modele agentów emocjonalnych |
| 18:00 |
#15 |
Poster |
Maciej Jagielski |
Badanie zamożności gospodarstw domowych w Polsce metodami egzotycznej i tradycyjnej fizyki statystycznej. |
| 18:00 |
#16 |
Poster |
Andrzej Jarynowski |
Proste modele epidemiologiczne |
| 18:00 |
#17 |
Poster |
Grzegorz Siudem |
Złamanie symetrii w modelu izolacji grup społecznych |
| 18:00 |
#18 |
Poster |
Alicja I. Zalewska |
Analiza autokorelacji krótkookresowych w finansowych szeregach czasowych. |
| 18:00 |
#19 |
Poster |
Marzena Kozłowska |
Uogólniony i zreinterpretowany model materiałów lepkosprężystych jako narzędzie badania dynamiki wybranych indeksów giełdowych |
| 18:00 |
#20 |
Poster |
Maciej W. Janowicz |
Time-dependent statistical analysis of the Polish stock market index WIG20 |
November 26th, Friday |
|
| 08:30 |
COFFEE |
| 09:00 |
PLENARY SESSION - Czesław Mesjasz - b.34 A.IV |
| 09:00 |
00:45:00 |
Invited oral |
Stanisław Drożdż |
World markets development from log-periodic perspective |
| 09:45 |
00:45:00 |
Invited oral |
Tomasz Gubiec |
Backward jump Continuous-Time Random Walk on a stock market. What is the true origin of the autocorrelation on the market? |
| 10:30 |
COFFEE BREAK |
| 11:00 |
PLENARY SESSION - Stanisław Drożdż - b.34 A.IV |
| 11:00 |
00:20:00 |
Oral |
Second Bwanakare |
Non extensive Cross-Entropy approach to balancing a Polish National Matrix of Economy including Ecological Aspects |
| 11:20 |
00:20:00 |
Oral |
Jacek Chudziak |
One-switch utility functions with annuity payments |
| 11:40 |
00:20:00 |
Oral |
Andrzej Buda |
Does pop music exist? Hierarchical structure in phonographic market. |
| 12:00 |
00:20:00 |
Oral |
Andrzej Z. Górski |
Accuracy analysis of the box counting algorithm |
| 12:20 |
00:20:00 |
Oral |
Jarosław Kwapień |
Long-range dependences in natural language |
| 12:40 |
00:20:00 |
Oral |
Andrzej M. Wilkowski |
Notes on line dependent coefficient and multiaverage |
| 13:00 |
LUNCH |
| 14:00 |
PLENARY SESSION - Ryszard Kutner - b.34 A.IV |
| 14:00 |
00:20:00 |
Oral |
Danuta Makowiec |
Multifractal Estimators of Long Range Dependences |
| 14:20 |
00:20:00 |
Oral |
Grzegorz Pamuła |
Multifractal background of monofractal finite signals with long memory |
| 14:40 |
00:20:00 |
Oral |
Paweł Oświęcimka |
Financial extreme events with negative fractal dimensions. |
| 15:00 |
00:20:00 |
Oral |
Janusz Miśkiewicz |
Time series distance measures |
| 15:20 |
00:20:00 |
Oral |
Maciej Jagielski |
Study of households' income in Poland and European Union by using the statistical physics approach |
| 15:40 |
00:20:00 |
Oral |
Tomasz R. Werner |
Influence of super-extreme events on a Weierstrass-Mandelbrot Continuous-Time Random Walk |
| 16:00 |
COFFEE BREAK |
| 16:30 |
PLENARY SESSION - Ewa Syczewska - b.34 A.IV |
| 16:30 |
00:20:00 |
Oral |
Krzysztof M. Cichy |
Microeconomic evolution model with technology diffusion |
| 16:50 |
00:20:00 |
Oral |
Aleksander Jakimowicz |
Vortex stabilization of market equilibrium in theory and in practice of economics |
| 17:10 |
00:20:00 |
Oral |
Anna Pajor |
Bayesian Value-at-Risk and Expected Shortfall for a portfolio (multi- and univariate approaches) |
| 17:30 |
00:20:00 |
Oral |
Mateusz Pipień |
On the empirical importance of the orthogonal transformation in copula-based M-GARCH models. bayesian comparison |
| 17:50 |
00:20:00 |
Oral |
Marta D. Seweryniak |
The methods of funding the improvement of financial situation in households and the factors determining their choice |
| 18:10 |
BREAK |
| 19:00 |
CONFERENCE DINNER |
November 27th, Saturday |
|
| 08:30 |
COFFEE |
| 09:00 |
POSTER SESSION - CONTINUATION Chair: Danuta Makowiec |
| 10:00 |
PLENARY SESSION - Janusz Hołyst - b.34 A.IV |
| 10:00 |
00:45:00 |
Invited oral |
Krzysztof Kułakowski |
A line graph as a model of a social network |
| 10:45 |
00:45:00 |
Invited oral |
Czesław Mesjasz |
Can physics help in improving prediction of social phenomena? |
| 11:30 |
COFFEE BREAK |
| 12:00 |
PLENARY SESSION - Krzysztof Kułakowski - b.34 A.IV |
| 12:00 |
00:20:00 |
Oral |
Anna Chmiel |
Negative emotions as a fuel for discussion in cyber communities |
| 12:20 |
00:20:00 |
Oral |
Julian M. Sienkiewicz |
Statistics, emotions and opinions in Digg.com website |
| 12:40 |
00:20:00 |
Oral |
Andrzej Jarynowski |
Social networks and MRSA spreading in hospitals |
| 13:00 |
00:20:00 |
Oral |
Andrzej Krawiecki |
Structural stochastic multiresonance in systems with a structure of hierarchical networks |
| 13:20 |
00:20:00 |
Oral |
Przemysław Gawroński |
Time lags in evacuation in the social force model |
| 13:40 |
00:20:00 |
Oral |
Paweł Sobkowicz |
Dilbert-Peter model of organization effectiveness: computer simulations |
| 14:00 |
LUNCH |
| 15:00 |
ANNOUNCEMENT ON COMPETITION RESULTS & FINAL REMARKS |
