8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach...
on-line journal
Lectures
8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Posters
8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Timetable
8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Book of Abstracts
Statistics
Participants
Countries
Institutions
Presentations per country
Symposia attendance
No.
Presenting person
Title
1
Łukasz Bil
Methods of non-extensive statistical physics in the study of chosen companies from the Polish and Portuguese stock markets treated as example of complex financial system
2
Andrzej Buda
Diffusion paths between hit singles charts in Europe.
3
Second Bwanakare
Predicting Gross Domestic Product Components Trough Tsallis Entropy Econometrics
4
Mateusz Denys
Universality of market superstatistics
5
Piotr J. Dudojć
The impact of rate of return calculation on the quality of data.
6
Krzysztof Dzienisiuk
The research of events characteristics based on EventRegistry.org database.
7
Marcin Halicki
On the Foster-Hart measure of riskiness
8
Beata Jackowska-Zduniak
Numerical analysis of modified Kaldor-Kalecki models with couplings and delays
9
Maciej Jagielski
Income and wealth distribution of Norwegian households
10
Aleksander Jakimowicz
Prosumption in the public administration sector
11
Aleksander Jakimowicz
Econophysics as a new school of economic thought: twenty years of research
12
Krzysztof Karpio
Visualizing income determinants of Polish households
13
Marek J. Karwanski
Mixed models and ensemble methods and their performance in LGD modeling.
15
Zbigniew Kozioł
Dynamics of Users Activity on Web-Blogs
16
Grzegorz Link
Dynamic bifurcations on financial markets
17
Piotr Łukasiewicz
The quantile decomposition of income distributions of males and females in the USA
18
Robert W. Przybycień
Locating the source of diffusion in complex networks
19
Tomasz Raducha
Coevolution in model of social interactions: getting closer to real-world networks
20
Ewa Ratuszny
Risk modeling using the Extreme Value Theory. Application of Ecompassing Method and Combined Forecasts to VaR quantification.
21
Tomasz Soboń
Multiway similarity approach based on divergence functions and smoothness measure.
22
Tomasz Soboń
Analysis of financial time series morphology with AMUSE algorithm and its extensions
23
Dominik Strzałka
Influence of long-term dependencies on hard drives performance during human computer interaction
24
Piotr M. Tempczyk
Study of time series reversibility with Pomeau criterion
25
Joanna Toruniewska
Co-evolution of the Potts model and topology of interactions
26
Marcin Wątorek
Stochastic modeling of stock market speculative bubbles
27
Dorota Wejer
Complexity of cardiac rhythms by permutation entropy of ordinal patterns with repeated values
28
Mateusz J. Wilinski
Complex correlation based networks - clustering and causalities in the market
29
Sebastian Wójcik
Invariance of Certainty Equivalent under Cumulative Prospect Theory
30
Jeremi K. Ochab
Reinventing the Triangles: Rule of Thumb for Assessing Detectability
31
Łukasz G. Gajewski
Is there group impact on study records? Data mining analysis of students’ scores at Faculty of Physics, WUT
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