Presentations – FENS 2006

Title: Dynamics of the Warsaw Stock Exchange index as analysed by the fractional relaxation equation
Authors: Marzena Kozłowska, Ryszard Kutner
Title: Classification of Polish provinces according to their competitiveness using the cluster and neuron network methods
Authors: Krzysztof Karpio, Piotr J. Łukasiewicz, Arkadiusz J. Orłowski, Arkadiusz Gralak
Title: Quantitative and sociological analysis of blog networks
Authors: Wiktor Bachnik, Stanisław Szymczyk, Piotr Leszczyński, Rafał Podsiadło, Ewa Rymszewicz, Łukasz Kuryłło, Danuta Makowiec, Beata Bykowska
Title: Transition to Coherent Oscillatory Behaviour in a Route Choice Game
Authors: Dirk Helbing, Martin Schonhof, Hans-Ulrich Stark, Janusz A. Hołyst
Title: On Value at Risk for foreign exchange rates – the copula approach
Authors: Piotr Jaworski
Title: Levy matrices
Authors: Jerzy Jurkiewicz
Title: Dogadamy się czy nie? – o modelowaniu ewolucji opinii w socjofizyce
Authors: Katarzyna Sznajd-Weron
Title: Automatic Trading Agent. RMT based Portfolio Theory and Portfolio Selection
Authors: Malgorzata M. Snarska
Title: The Asymptotic Dependence of Elliptic Random Variables
Authors: Krystyna Jaworska
Title: Influence of economic and social factors on disease control strategies
Authors: Bartłomiej Dybiec, Adam Kleczkowski, Christopher A. Gilligan
Title: Methods of dynamical systems theory in modelling economic growth
Authors: Adam Krawiec
Title: Efficiency of social dimerization
Authors: Mateusz Waśko, Krzysztof Kułakowski
Title: Blog as a new form of sociality
Authors: Marta Olcoń
Title:Modelling Homogeneous Complex Networks
Authors: Bartłomiej Wacław
Title: Voter model on Sierpinski fractals
Authors: Krzysztof Suchecki, Janusz A. Hołyst
Title: Solidarity in the shadow of class-struggle history. Some experimental evidence on redistributive behavior
Authors: Szymon Czarnik
Title: Modeling hierarchical structures – Hierarchical Linear Modeling using MPlus
Authors: Magdalena Jelonek
Title:Needs and decisions in ghetto
Authors: Krzysztof Kułakowski
Title:Gain-loss asymmetry for emerging stock markets
Authors: Magdalena A. Zaluska-Kotur, Krzysztof Karpio, Arkadiusz J. Orłowski
Title: Electricity market and real options theory
Authors: Ewa Broszkiewicz-Suwaj
Title: Measures of dependence for PARMA models with stable innovations
Authors: Agnieszka Wyłomańska, Joanna Nowicka-Zagrajek
Title: PDEs in finance
Authors: Marek Capiński
Title: Non-Hermitean matrices in an analysis of financial correlations
Authors: Jarosław Kwapień, Stanisław Drożdż, Andrzej Z. Górski, Paweł Oświęcimka
Title: Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models
Authors: Anna Pajor
Title: Complexity characteristics of currency networks
Authors: Andrzej Z. Górski, Stanisław Drożdż, Jarosław Kwapień, Paweł Oświęcimka
Title: Empirical Covariance Matrix with Heavy Tails in Quantitative Finance
Authors: Zdzislaw Burda, Andrzej T. Goerlich, Bartłomiej Wacław
Title: On Winning and Blocking Power in Voting Games
Authors: Tadeusz Sozański