Proceedings in APPA

Rzeszów 2015

  Webpage ` Econophysics Colloquium (EC) 2017 & Physics in Economy and Social Sciences (FENS) 2017' will be open soon!   IMG_1708888.jpg

Photo Gallery

      Participants on the conference photo

      Reminiscence & Summary

      Concert (film)

PRESENTATIONS

Notice: Public use of whole presentation or its part requires its citation according to the scheme `Autor name, title of presentation, 8 Polish Symposium FENS, University of Rzeszow 2015, http://science24.com/event/fens2015/

November 4th, Wednesday

Hideki Takayasu,  Similarity and difference between colloidal random walk and financial random walk

Ladislav Kristoufek,  Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales

Paweł Oświęcimka,  Asymmetry Effect in Fractal Organization of Financial Time Series

Dariusz Grech,  Where and how is multiscaling hidden in real time series? A case of financial data

Stanisław Drożdż,  Complexity characteristics of world econo- and sociophysics scientific collaboration network

Davor Horvatic,  The Cost of Attack in Competing Networks

Rosario N. Mantegna,  Patterns of investment of single investors at the Nordic Stock Exchange

Tiziana Di Matteo,  A navigation map in the complexity of financial markets

Czesław Mesjasz,  Prediction in physics,  economics, finance and management:  Similarities and discrepancies

Ryszard Kutner,  Universality of market superstatistics. Superscaling

Andrzej Kulig,  Zipf distribution related characteristics of punctuation marks in narrative texts

Ewa M. Syczewska,  Granger causality, transfer entropy and GARCH models

November 5th, Thursday           

Zbigniew R. Struzik,  Catastrophic events that matter

Takashi Odagaki,  Self-organization of extreme hierarchies in competitive societies

Jacek Chudziak,  On a risk measure related to the certainty equivalent under Cumulative Prospect Theory

Jakub Porzycki,  Social network generation based on census data

Marcel Ausloos,  Studies on   Regional Wealth Inequalities

Zdzislaw Burda,  Tax on income vs tax on wealth in a model of wealth distribution

Bartłomiej Dybiec,  Rises and falls in money addicted social hierarchies

Paweł Sobkowicz,  Breakdown of metastable political duopoly due to asymmetry of emotions in partisan propaganda

Misako Takayasu,  Application of analysis and modeling of complex business relation network

Vygintas Gontis,  Interplay between endogenous and exogenous fluctuations in financial markets

Janusz Miśkiewicz,  Cross-Correlation of FOREX exchange rates using power law classification scheme

Sonia Bentes,  On the conditional behaviour of stock market volatility: A comparative analysis using the FIGARCH model

Paweł Fiedor,  Structural Sustainability of the Polish Trade System

Urszula Grzybowska,  Propensity score matching and its application to risk drivers selection in financial setting

November 6th, Friday

Robert Gębarowski,  Agent-based modelling of commodity market dynamics

Tomasz Gubiec,  Physics of polish banking system

Anna Kowalska-Pyzalska,  Two faces of word-of-mouth: understanding the impact of social interactions on demand curves for innovative products

Janusz A. Hołyst,  How much information is in New York Times articles ?

Arkadiusz J. Orłowski,  Applications of artificial intelligence methods to econophysics problems

Danuta Makowiec,  Complex networks tools for resolving heart rate dynamics

Second Bwanakare,  Quantitative analysis of meteorological data

Krzysztof Kułakowski,  No more presidents in my family

Katarzyna B. Sznajd-Weron,  The diamond model of social response within an agent-based approach

Karolina Ćwik,  Agent-based modeling of the intention-behavior gap: The case of dynamic electricity tariffs

POSTERS

Notice: Public use of entire poster or its part requires its citation according to the scheme  `Autors names, title of poster, 8 Polish Symposium FENS, University of Rzeszow 2015, http://science24.com/event/fens2015/ '

Preface

Physics, economics, sociology, computer science and mathematics are fields of science, which as a result of cross-fertilisation, has resulted in the creation of multi-, cross-, and interdisciplinary areas of science such as econophysics or sociophysics, thriving in the last two decades. They use methodology, methods and tools of physics for modeling, explaining and forecasting (widely understood) economic and social phenomena.

The Symposium FENS 2015 will mainly be devoted to multi-, cross-, and interdisciplinary applications of methods of physics, for instance, in economics, financial engineering, linguistics, and social sciences. The Symposium FENS 2015 is a continuation of the previous seven symposium editions that were held in Warsaw (2004) , Krakow (2006) , Wroclaw (2007) , Rzeszow (2009) , Warszaw (2010) , Gdansk (2012) and Lublin (2014) selected papers of which were published in Acta Physica Polonica B and in Acta Physica Polonica A

It is our pleasure to announce that forthcoming 8th Symposium FENS 2015 will possess an international programme and will take place at the University of Rzeszów, Poland.

The frame aims of the Symposium FENS 2015

  • Presentation of the methods and models developed in physics, mathematics, and computer science that can be successfully applied in economics and social sciences.
  • Meeting people representing different scientific fields that are interested in multi-, cross-, and interdisciplinary cooperations.
  • Strengthening the interaction between the academia and the industry, including business people, bank representatives, insurance institutions, IT companies, and the stock exchange.
  • Popularization of the relatively new, quickly developing fields of interdisciplinary science like econophysics and sociophysics among graduate students, Ph.D. students, and anyone interested in such subjects.

Conference topics

Frame programme

The multi-, cross- and interdisciplinary programme of the Symposium provides:

► Financial time series analysis with methods of statistical physics
► Algorithmic trading
► Thermodynamics formalism in economic research
► Nonextensive effects in the dynamics of finance
► The role of extreme events
► Risk Management & portfolio analysis
► Models of market dynamics
► The structure of the social networks
► Complex adaptive systems in the study of social phenomena
► Conflicts dynamics
► Modeling of changes of the opinions
► Complex systems and their applications
► Fractal and multifractal  effects in real data
► Complex networks in economics and social sciences
► Random matrix theory and its applications
► Computing in Economics and Social Sciences

Invited speakers

  • Marcel Ausloos, `Studies on Regional Wealth Inequalities' (Liege University, Belgium & Leicester University (School of Management), UK)
  • Sónia M. R. Bentes, `On the conditional behaviour of stock market volatility'   (Lisbon Institute of Management and Accounting, Portugal)
  • Zdzisław Burda, 'Tax on wealth in a simple model of wealth distribution' (AGH University of Science and Technology, Poland)
  • Stanisław Drożdż, `Complexity characteristics of world econo- and sociophysics scientific collaboration network' (Cracow University of Technology & Polish Academy of Sciences, Poland)
  • Robert Gębarowski, `Agent-based modelling of commodity market dynamics' (Cracow University of Technology
  • Vygintas Gontis, `Interplay between endogenous and exogenous fluctuations in financial markets' (Vilnius University, Lithuania)
  • Dariusz Grech, 'Where and how is multiscaling hidden in real time series? A case of financial data' (University of Wroclaw, Poland)
  • Janusz A. Hołyst, `How much information is in New York Times articles?' (Warsaw University of Technology, Poland)
  • Davor Horvatic, `The Cost of Attack in Competing Networks' (Zagreb University, Croatia)
  • Ladislav Kristoufek, `Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales' (Charles University in Prague & Czech Academy of Sciences)
  • Krzysztof Kułakowski, `No more presidents in my family' (AGH University of Science and Technology, Poland)
  • Ryszard Kutner, `Universality of market superstatistics. Superscaling' (University of Warsaw, Poland)
  • Jarosław Kwapień, 'The generalized detrended cross-correlation coefficient  ρ q  and its application to financial data' (Polish Academy of Sciences, Poland)
  • Rosario N. Mantegna, `Empirical evidence of network markets: credit market, interbank market and stock market'   (Central European University, Hungary & Palermo University, Italy)
  • Tiziana Di Matteo, `A navigation map in the complexity of financial markets' (King's College London, UK)
  • Czesław Mesjasz, `Prediction in Physics and in SocPrediction in physics, economics, finance and management: Similarities and discrepanciesial Sciences'
     (Cracow University of Economics, Poland)
  • Takashi Odagaki, `Self-organization of extreme hierarchies in competitive societies' (Tokyo Denki University, Japan)
  • Arkadiusz Orłowski, `Applications of artificial intelligence methods to econophysics problems' (Warsaw University of Life Sciences & Polish Academy of Sciences, Poland)
  • Paweł Oświęcimka, `Asymmetry Effect in Fractal Organization of Financial Time Series' (Polish Academy of Sciences, Poland)
  • Zbigniew R. Struzik, `Catastrophic events that matter' (Tokyo University, Japan)
  • Hideki Takayasu, `Similarity and difference between colloidal random walk and financial random walk' (Sony Computer Science Lab. & Meiji University, Japan)
  • Misako Takayasu, ' Application of analysis and modeling of complex business relation network ' (Center for TDB-Advanced Data Analysis and Modeling Tokyo Institute of Technology, Japan)

Organisers

Uniwersytet Rzeszowski      ptf.jpg

University of Rzeszow

Polish Physical Society

Scientific Committee

► Zdzisław Burda (AGH University of Science and Technology, Krakow)
► Jacek Chudziak (University of Rzeszow)
► Stanisław Drożdż (Cracow University of Technology & Polish Academy of Sciences, Krakow)
► Dariusz Grech (University of Wroclaw)
► Janusz Hołyst (Warsaw University of Technology)
► Wiesław Andrzej Kamiński (Maria Curie-Sklodowska University, Lublin)
► Krzysztof Kułakowski (AGH University of Science and Technology, Krakow)
► Ryszard Kutner - Chairman of SC (University of Warsaw)
► Danuta Makowiec (University of Gdansk)
► Czesław Mesjasz (Cracow University of Economics, Krakow)
► Maciej Nowak (Jagiellonian University)
► Arkadiusz Orłowski (Warsaw University of Life Sciences & Polish Academy of Sciences, Warsaw)
► Paweł Oświęcimka (Polish Academy of Sciences, Krakow)
► Rafał Rak (University of Rzeszow)
► Katarzyna Sznajd-Weron (Wroclaw University of Technology)

Organizing Committee

► Jacek Chudziak - Conference Vice-Chairman (University of Rzeszow)
► Dariusz Grech (University of Wroclaw)
► Ryszard Kutner - Chairman of SC (University of Warsaw)
► Ewa Rak (University of Rzeszow)
► Rafał Rak - Conference Chairman (University of Rzeszow)

Awards

The competition for the best doctoral, master's or bachelor's thesis

The aim of the competition is to encourage young followers to present their paper at the conference FENS 2015.

Who may report the paper?

The paper may submit its author. The notification of the paper by the supervisor or reviewer is also possible.

What should the application contain?

Reporting the paper one should send the text of this paper within October 15, 2015 in PDF format (Adobe Acrobat) and a cover letter (maximum 1 page) describing the advantages of the paper at the following address: rafalrak@ur.edu.pl.

The submitted papers will be presented on the poster session.

 The winner of the best master’s thesis is 

Marcin Wątorek

"Stochastyczne modelowanie giełdowych baniek spekulacyjnych"

The competition for the best poster presentation

During the conference will vote for the best poster.

The winner of the best poster is

Piotr Tempczyk & Tomasz Gubiec

"Study of time series reversibility with Pomeau criterion"

For Winners there are expected attractive awards !

Abstracts & presentations

Abstracts

During the registration the participant enters in the form an abstract in English only . It is possible to correct them on-line till 6 September, 2015 .


The following rules must be applied:

  • the length of the abstract is limited to 2000 characters, including spaces and formatting (approx. 1 page A4 ),
  • only Latin and Greek letters are allowed,
  • within formatting only upper and lower indices are permitted,
  • header information of abstract (title, authors, affiliations) may not be repeated in the text of the abstract,
  • the abstract should be submitted on-line (you can use copy/paste from your text editor),
  • the abstract is displayed in the browser in the final form (WYSIWYG) and must be verified/corrected on-line by the author, because the Organizers will not make interference in the text.

The authors will be informed about acceptance of their contributions by September 18, 2015.
All accepted abstracts will be published in the Conference Proceedings of Abstracts which will be available at the beginning of the Conference.
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A guide for authors and other relevant information for submission of abstracts is available on the Instructions for Authors page ( here ).

Presentations

The language of the conference presentations will be English. About the time of occurrence, including discussions, the organizers will decide on the basis of abstracts (20 to 45 minutes). Participants have at their disposal:

  • a projector with a computer and the software "Adobe AcroReader", "MS PowerPoint" and "OpenOffice"
  • a transparency projector  
  • a traditional whiteboard
  • a laser pointer

Organisers

Uniwersytet Rzeszowski      ptf.jpg

University of Rzeszow

  • Faculty of Mathematics and Natural Sciences             

Polish Physical Society

  • Physics in Economy and Social Science Section (FENS)

Ministry of Science and Higher Education

Important dates & fees

Important Dates:

September 6, 2015
•    Deadline for submission of abstracts
•    Deadline for application for the reduced fee

September 18, 2015
•    Deadline for notification of acceptance of submitted abstracts for oral presentation
•    Deadline for notification about a possible partial or total reduced fee
•    Deadline for registration

October 4, 2015
•    Deadline for  the payment of the conference fee

November 4-6, 2015   
•    Conference dates



Conference fees:

The regular conference fees (payment till October 4, 2015) are as follows:

  • participant fee: € 190 (750 PLN)
  • student, PhD student fee: € 60 (250 PLN) ( after approval by the organizers !! )

The Organizing Committee realizes that the full conference fee may be prohibitive for some participants. Since it is the scientific criteria only that should matter and since we appreciate taking part in the conference, we would like to offer such participants a reduced fee or even cover the full costs of the conference. Applications for the reduced fee should be send by e-mail to the Organizing Committee (rak.univ@gmail.com).

Participant fee includes:

  • conference documentation including Conference Proceedings of Abstracts
  • cost of printing of conference materials (but not postconference ones)
  • hotel accommodation
  • organization expenses
  • coffee breaks with small refreshment
  • lunches
  • banquet in a restaurant
  • excursion on November 7, 2015 (if it comes to fruition)

Method of payment :

Please pay the conference fee in our favour to:

Uniwersity of Rzeszow, Al. Rejtana 16c, 35-959 Rzeszów

  • Account No: 48 8642 1126 2012 1119 9353 0001
  • Details of payment :(in transfer title please enter) : FENS 2015  'Name and Surname'
  • Bank: Podkarpacki Bank Spółdzielczy Oddział w Rzeszowie
  • SWIFT Code: POLUPL_PR
  • IBAN: PL48 8642 1126 2012 1119 9353 0001
and please let the organizers know about your payment by e-mail with Subject: "PAYMENT OF CONFERENCE FEE FENS 2015" to rak.univ@gmail.com

Tour and local attractions

On November 7, 2015 the Organizers plan to arrange a trip around the Podkarpacie region. The plans include among others:

Venue


FENS 2015 takes place at the Faculty of Mathematics and Natural Sciences, Center for Innovation and Transfer of Natural Sciences and Engineering Knowledge Faculty of Social Sciences (in Polish: Centrum Innowacji i Transferu Wiedzy Technoczno-Przyrodniczej), University of Rzeszow (address: S. Pigonia street 1, 35-959 Rzeszów).

From the airport we recommend taking a taxi - the price is about 15 euros.


Googel maps ( access from the airport, conference venue, lunches, "Rzeszow Cellars" and conference dinner)


Contact

Ewa Rak email: rak.univ@gmail.com