Plenary Speaker

  • H. Eugene Stanley (Boston University)

Macroeconomy

  • Marcel Ausloos (University of Leicester)
    • SME investment best strategies
  • Sonia R. Bentes (Universitário de Lisboa)
    • Modelling the asymmetric behaviour of stock market volatility: New evidence
  • Ladislav Kristoufek (Charles University in Prague)
    • Fractal methods for fractional cointegration
  • Fabrizio Lillo (Scuola Normale Superiore)
    • Systemic risk due to fire sale spillover and portfolio overlaps
  • Mateusz Pipień (Cracow University of Economics)
    • Some recent advances in empirical analyses of economic cycles
  • Christophe Schinckus (University of Leicester; RMIT University, Vietnam)
    • Duhemian Econophysics vs Popperian Economics
  • Rafał Weron (Wrocław University of Technology)
    • Probabilistic forecasting in energy markets: Why? When? How?

Financial markets and Microstructure

  • Dariusz Grech (University of Wrocław)
    • Asymmetry of price returns – analysis and perspectives from non-extensive statistical physics point of view
  • Vygintas Gontis (Vilnius University)
    • The first passage time statistics as empirical test of observed long-range memory in the financial markets
  • Thomas Lux (Christian-Albrechts-Universität Kiel & Universitat Jaume I)
    • Estimation of Agent-Based Models of Financial Markets: A State-Space Approach
  • Silvio Queirós (Brazilian Center for Research in Physics)
    • The not so stylised shapes of financial markets: Intraday profiles of returns and trading volume
  • Wei-Xing Zhou (East China Universiuty of Science and Technology)
    • Diagonal effect in the Chinese stock market

Sociophysics

  • Stanisław Drożdż (Institute of Nuclear Science of Polish Academy of Sciences & Cracow University of Technology)
    • Volatility correlations in narrative
  • Janusz Hołyst (Warsaw University of Technology)
    • Hierarchical Partitions of Social Networks Between Rivaling Leaders
  • Jãnos Kertesz (Central European University & Budapest University of Technology and Economics)
    • Multiplex Modeling of the Society
  • Krzysztof Kułakowski (AGH University of Science and Technology)
    • Paradox of integration – a computational model
  • Boris Podobnik (University of Rijeka)
    • Estimating the tipping point of right-wing populism in response to unbalanced immigration
  • Tobias Preis (University of Warwick)
    • Sensing human activity using online data
  • Peter Richmond (The University of Dublin)
    • On the relationship between income, fertility rates and the state of democracy in society
  • Enrico Scalas (University of Sussex)
    • Stylised models for the distribution of wealth
  • Sitabhra Sinha (The Institute of Mathematical Sciences, Chennai)
    • Is it rational for Homo Economicus to be “nice” to others? The co-action solution resolves social dilemmas
  • Zbigniew Struzik (Tokyo University)
    • Should we (try to) understand life?
  • Katarzyna Sznajd-Weron (Wrocław University of Technology)
    • Conformity in numbers: How to validate social agent-based models

Networks

  • Shlomo Havlin (Bar-Ilan University)
    • Cascading Failures and Recovery in Networks: applications to finance
  • Rosario N. Mantegna (Palermo University & Central European University)
    • Bootstrap validation of proximity based networks
  • Misako Takayasu (Center for TDB-Advanced Data Analysis and Modeling Tokyo Institute of Technology, Japan)
    • Network Fragility of Business Firms

General

  • Tiziana Di Matteo (King’s College London)
    • Multiscaling: real source and consequence
  • Arkadiusz Orłowski (Warsaw University of Life Sciences & Polish Academy of Sciences)
    • Methods of machine learning and pattern recognition with applications to econophysics
  • Hideki Takayasu (Sony Computer Science Laboratory & Meiji University)
    • Large Fluctuations of Commodity Sales