Acta Physica Polonica A
Vol. 114No. 3September 2008
Proceedings of the 3rd Polish Symposium on Econo- and Sociophysics Wrocław, Poland, November 22-24, 2007

Preface
Full Text PDF

Cluster Expansion Method for Evolving Weighted Networks Having Vector-Like Nodes
M. Ausloos and M. Gligor, page 491,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.491

A Simple Model of Local Prices and Associated Risk Evaluation
K. Urbanowicz, J.A. Hołyst and P. Richmond, page 501,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.501

Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index in Discrete-Time SV Models
A. Pajor, page 507,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.507

On the Empirical Importance of the Conditional Skewness Assumption in Modelling the Relationship between Risk and Return
M. Pipień, page 517,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.517

A Threshold Model of Financial Markets
P. Sieczka and J.A. Hołyst, page 525,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.525

Minimal Spanning Tree Graphs and Power Like Scaling in FOREX Networks
A.Z. Górski, J. Kwapień, P. Oświęcimka and S. Drożdż, page 531,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.531

Current Log-Periodic View on Future World Market Development
S. Drożdż, J. Kwapień, P. Oświęcimka and J. Speth, page 539,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.539

Different Fractal Properties of Positive and Negative Returns
P. Oświęcimka, J. Kwapień, A.Z. Górski, S. Drożdż and R. Rak, page 547,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.547

Toy Model for Large Non-Symmetric Random Matrices
M. Snarska, page 555,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.555

Cross-Correlations in Warsaw Stock Exchange
R. Rak, J. Kwapień, P. Oświęcimka and S. Drożdż, page 561,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.561

New Results on Gain-Loss Asymmetry for Stock Markets Time Series
M. Grudziecki, E. Gnatowska, K. Karpio, A. Orłowski and M. Załuska-Kotur, page 569,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.569

Statistical Properties of the Proportional Voting Process
T.M. Gradowski and R.A. Kosiński, page 575,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.575

The Sznajd Dynamics on a Directed Clustered Network
K. Malarz and K. Kułakowski, page 581,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.581

The SIRS Model of Epidemic Spreading in Virtual Society
A. Grabowski and R. Kosiński, page 589,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.589

How Nodes and Groups Properties Influence Assortativity in Social Networks?
P. Hetman, P. Magnuszewski, J. Stefańska, L. Bujkiewicz and K. Ostasiewicz, page 597,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.597

Subdiffusion with External Time Modulation
R. Wojnar, page 607,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.607

Modelling of Short Term Interest Rate Based on Fractional Relaxation Equation
K. Jaworska, page 613,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.613

Bounds for Value at Risk for Multiasset Portfolios
P. Jaworski, page 619,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.619

Financial Data Analysis by means of Coupled Continuous-Time Random Walk in Rachev-Rűschendorf Model
A. Jurlewicz, A. Wyłomańska and P. Żebrowski, page 629,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.629

Report on Foundation and Organization of Econophysics Graduate Courses at Faculty of Physics of University of Warsaw and Department of Physics and Astronomy of the Wrocław University
R. Kutner and D. Grech, page 637,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.114.637