Time
|
Duration
|
Type
|
Presenting person
|
Title
|
November 4th, Wednesday |
|
| 09:00 |
REGISTRATION - Registration open until 19:00 |
| 10:45 |
Opening |
| 11:00 |
LECTURE - Chair: R.N. Mantegna - Scaling & multiscaling |
| 11:00 |
00:30:00 |
Invited oral |
Hideki Takayasu |
Similarity and difference between colloidal random walk and financial random walk |
| 11:30 |
00:30:00 |
Invited oral |
Ladislav Kristoufek |
Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales |
| 12:00 |
00:30:00 |
Invited oral |
Paweł Oświęcimka |
Asymmetry Effect in Fractal Organization of Financial Time Series |
| 12:30 |
00:30:00 |
Invited oral |
Dariusz Grech |
Where and how is multiscaling hidden in real time series? A case of financial data |
| 13:00 |
LUNCH - Hilton Garden Inn |
| 14:00 |
LECTURE - Chair: H. Takayasu - Complexity, strategies & networking |
| 14:00 |
00:30:00 |
Invited oral |
Stanisław Drożdż |
Complexity characteristics of world econo- and sociophysics scientific collaboration network |
| 14:30 |
00:30:00 |
Invited oral |
Davor Horvatic |
The Cost of Attack in Competing Networks |
| 15:00 |
00:30:00 |
Invited oral |
Rosario N. Mantegna |
Patterns of investment of single investors at the Nordic Stock Exchange |
| 15:30 |
00:30:00 |
Invited oral |
Tiziana Di Matteo |
A navigation map in the complexity of financial markets |
| 16:00 |
Coffee/Tea break & Poster Session - Beginning of the Poster Session (part 1) |
| 17:00 |
LECTURE - Chair: T. Di Matteo - Similarity & universality |
| 17:00 |
00:30:00 |
Invited oral |
Czesław Mesjasz |
Prediction in physics, economics, finance and management: Similarities and discrepancies |
| 17:30 |
00:30:00 |
Invited oral |
Ryszard Kutner |
Universality of market superstatistics. Superscaling |
| 18:00 |
00:20:00 |
Oral |
Andrzej Kulig |
Zipf distribution related characteristics of punctuation marks in narrative texts |
| 18:20 |
00:20:00 |
Oral |
Ewa M. Syczewska |
Granger causality, transfer entropy and GARCH models |
| 19:00 |
Meeting of the PTF FENS |
| 20:00 |
Welcome meeting & Live music - Hilton Garden Inn |
| 22:00 |
End of Welcome meeting & Live music |
November 5th, Thursday |
|
| 09:00 |
LECTURE - Chair: L. Kristoufek - Catastrophes & extremes |
| 09:00 |
00:30:00 |
Invited oral |
Zbigniew R. Struzik |
Catastrophic events that matter |
| 09:30 |
00:30:00 |
Invited oral |
Takashi Odagaki |
Self-organization of extreme hierarchies in competitive societies |
| 10:00 |
00:20:00 |
Oral |
Jacek Chudziak |
On a risk measure related to the certainty equivalent under Cumulative Prospect Theory |
| 10:20 |
00:20:00 |
Oral |
Jakub Porzycki |
Social network generation based on census data |
| 10:40 |
Coffee/Tea break & Poster Session - Beginning of the Poster Session (part 2) |
| 11:20 |
LECTURE - Chair: T. Odagaki - Wealth, tax & income |
| 11:20 |
00:30:00 |
Invited oral |
Marcel Ausloos |
Studies on Regional Wealth Inequalities |
| 11:50 |
00:30:00 |
Invited oral |
Zdzislaw Burda |
Tax on income vs tax on wealth in a model of wealth distribution |
| 12:20 |
00:20:00 |
Oral |
Bartłomiej Dybiec |
Rises and falls in money addicted social hierarchies |
| 12:40 |
00:20:00 |
Oral |
Paweł Sobkowicz |
Breakdown of metastable political duopoly due to asymmetry of emotions in partisan propaganda |
| 13:00 |
LUNCH - Hilton Garden Inn |
| 14:00 |
Conference photo |
| 14:15 |
Poster Session & Coffee/Tea break |
| 14:15 |
#1 |
Poster |
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 |
| 14:15 |
#2 |
Poster |
Andrzej Buda |
Diffusion paths between hit singles charts in Europe. |
| 14:15 |
#3 |
Poster |
Second Bwanakare |
Predicting Gross Domestic Product Components Trough Tsallis Entropy Econometrics |
| 14:15 |
#4 |
Poster |
Mateusz Denys |
Universality of market superstatistics |
| 14:15 |
#5 |
Poster |
Piotr J. Dudojć |
The impact of rate of return calculation on the quality of data. |
| 14:15 |
#6 |
Poster |
Krzysztof Dzienisiuk |
The research of events characteristics based on EventRegistry.org database. |
| 14:15 |
#7 |
Poster |
Marcin Halicki |
On the Foster-Hart measure of riskiness |
| 14:15 |
#8 |
Poster |
Beata Jackowska-Zduniak |
Numerical analysis of modified Kaldor-Kalecki models with couplings and delays |
| 14:15 |
#9 |
Poster |
Maciej Jagielski |
Income and wealth distribution of Norwegian households |
| 14:15 |
#10 |
Poster |
Aleksander Jakimowicz |
Prosumption in the public administration sector |
| 14:15 |
#11 |
Poster |
Aleksander Jakimowicz |
Econophysics as a new school of economic thought: twenty years of research |
| 14:15 |
#12 |
Poster |
Krzysztof Karpio |
Visualizing income determinants of Polish households |
| 14:15 |
#13 |
Poster |
Marek J. Karwanski |
Mixed models and ensemble methods and their performance in LGD modeling. |
| 14:15 |
#15 |
Poster |
Zbigniew Kozioł |
Dynamics of Users Activity on Web-Blogs |
| 14:15 |
#16 |
Poster |
Grzegorz Link |
Dynamic bifurcations on financial markets |
| 14:15 |
#17 |
Poster |
Piotr Łukasiewicz |
The quantile decomposition of income distributions of males and females in the USA |
| 14:15 |
#18 |
Poster |
Robert W. Przybycień |
Locating the source of diffusion in complex networks |
| 14:15 |
#19 |
Poster |
Tomasz Raducha |
Coevolution in model of social interactions: getting closer to real-world networks |
| 14:15 |
#20 |
Poster |
Ewa Ratuszny |
Risk modeling using the Extreme Value Theory. Application of Ecompassing Method and Combined Forecasts to VaR quantification. |
| 14:15 |
#21 |
Poster |
Tomasz Soboń |
Multiway similarity approach based on divergence functions and smoothness measure. |
| 14:15 |
#22 |
Poster |
Tomasz Soboń |
Analysis of financial time series morphology with AMUSE algorithm and its extensions |
| 14:15 |
#23 |
Poster |
Dominik Strzałka |
Influence of long-term dependencies on hard drives performance during human computer interaction |
| 14:15 |
#24 |
Poster |
Piotr M. Tempczyk |
Study of time series reversibility with Pomeau criterion |
| 14:15 |
#25 |
Poster |
Joanna Toruniewska |
Co-evolution of the Potts model and topology of interactions |
| 14:15 |
#26 |
Poster |
Marcin Wątorek |
Stochastic modeling of stock market speculative bubbles |
| 14:15 |
#27 |
Poster |
Dorota Wejer |
Complexity of cardiac rhythms by permutation entropy of ordinal patterns with repeated values |
| 14:15 |
#28 |
Poster |
Mateusz J. Wilinski |
Complex correlation based networks - clustering and causalities in the market |
| 14:15 |
#29 |
Poster |
Sebastian Wójcik |
Invariance of Certainty Equivalent under Cumulative Prospect Theory |
| 14:15 |
#30 |
Poster |
Jeremi K. Ochab |
Reinventing the Triangles: Rule of Thumb for Assessing Detectability |
| 14:15 |
#31 |
Poster |
Łukasz G. Gajewski |
Is there group impact on study records? Data mining analysis of students’ scores at Faculty of Physics, WUT |
| 15:00 |
LECTURE - Chair: M. Ausloos - Fluctuations, correlations, memory & dynamics |
| 15:00 |
00:30:00 |
Invited oral |
Misako Takayasu |
Application of analysis and modeling of complex business relation network |
| 15:30 |
00:30:00 |
Invited oral |
Vygintas Gontis |
Interplay between endogenous and exogenous fluctuations in financial markets |
| 16:00 |
00:20:00 |
Oral |
Janusz Miśkiewicz |
Cross-Correlation of FOREX exchange rates using power law classification scheme. |
| 16:20 |
Coffee/Tea break & Poster Session - Continuation of the Poster Session (part 3) |
| 17:30 |
LECTURE - Chair: V. Gontis - Fluctuations, correlations, memory & dynamics |
| 17:30 |
00:30:00 |
Invited oral |
Sonia Bentes |
On the conditional behaviour of stock market volatility: A comparative analysis using the FIGARCH model |
| 18:00 |
00:20:00 |
Oral |
Paweł Fiedor |
Structural Sustainability of the Polish Trade System |
| 18:20 |
00:20:00 |
Oral |
Urszula Grzybowska |
Propensity score matching and its application to risk drivers selection in financial setting |
| 19:00 |
Conference Dinner & Live music |
| 22:00 |
End of Conference Dinner & Live music |
November 6th, Friday |
|
| 09:00 |
LECTURE - Chair: S. Bentes - Fluctuations, correlations, memory & dynamics |
| 09:00 |
00:30:00 |
Invited oral |
Jarosław Kwapień |
The generalized detrended cross-correlation coefficient ρq and its application to financial data. |
| 09:30 |
00:30:00 |
Invited oral |
Robert Gębarowski |
Agent-based modelling of commodity market dynamics |
| 10:00 |
00:20:00 |
Oral |
Tomasz Gubiec |
Physics of polish banking system |
| 10:20 |
00:20:00 |
Oral |
Anna Kowalska-Pyzalska |
Two faces of word-of-mouth: understanding the impact of social interactions on demand curves for innovative products |
| 10:40 |
Coffee/Tea break & Poster Session - Continuation of the Poster Session (part 4) |
| 11:30 |
LECTURE - Chair: Z. Struzik - Information capacity & artificial intelligence |
| 11:30 |
00:30:00 |
Invited oral |
Janusz A. Hołyst |
How much information is in New York Times articles ? |
| 12:00 |
00:30:00 |
Invited oral |
Arkadiusz J. Orłowski |
Applications of artificial intelligence methods to econophysics problems |
| 12:30 |
00:20:00 |
Oral |
Danuta Makowiec |
Complex networks tools for resolving heart rate dynamics |
| 12:50 |
00:20:00 |
Oral |
Second Bwanakare |
Quantitative analysis of meteorological data |
| 13:15 |
Award ceremony & photos |
| 13:30 |
Lunch - Hilton Garden Inn |
| 14:30 |
LECTURE - Chair: D. Horvatic - Social interaction, intention behaviour & fashion |
| 14:30 |
00:30:00 |
Invited oral |
Krzysztof Kułakowski |
No more presidents in my family |
| 15:00 |
00:20:00 |
Oral |
Katarzyna B. Sznajd-Weron |
The diamond model of social response within an agent-based approach. |
| 15:20 |
00:20:00 |
Oral |
Karolina Ćwik |
Agent-based modeling of the intention-behavior gap: The case of dynamic electricity tariffs |
| 15:40 |
Closing |
| 16:00 |
Sightseeing in the Rzeszów city |
November 7th, Saturday |
|
| 09:00 |
Trip around the Podkarpackie region |
| 16:00 |
End of the trip around the Podkarpackie region |
