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Proceedings in
APPA
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
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/ '
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.
► 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
► 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)
► 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)
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.
During the conference will vote for the best poster.
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 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
).
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:
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
The regular conference fees (payment till October 4, 2015) are as follows:
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:
Method of payment :
Please pay the conference fee in our favour to:
Uniwersity of Rzeszow, Al. Rejtana 16c, 35-959 Rzeszów
On November 7, 2015 the Organizers plan to arrange a trip around the Podkarpacie region. The plans include among others:
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.
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