Acta Physica Polonica A | ||
Vol. 114 | No. 3 | September 2008 | Proceedings of the 3rd Polish Symposium on Econo- and Sociophysics Wrocław, Poland, November 22-24, 2007 |
Preface
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Cluster Expansion Method for Evolving Weighted Networks Having Vector-Like Nodes
M. Ausloos and M. Gligor, page 491,
abstract
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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
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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
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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
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DOI: 10.12693/APhysPolA.114.517
A Threshold Model of Financial Markets
P. Sieczka and J.A. Hołyst, page 525,
abstract
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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
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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
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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
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DOI: 10.12693/APhysPolA.114.547
Toy Model for Large Non-Symmetric Random Matrices
M. Snarska, page 555,
abstract
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DOI: 10.12693/APhysPolA.114.555
Cross-Correlations in Warsaw Stock Exchange
R. Rak, J. Kwapień, P. Oświęcimka and S. Drożdż, page 561,
abstract
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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
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DOI: 10.12693/APhysPolA.114.569
Statistical Properties of the Proportional Voting Process
T.M. Gradowski and R.A. Kosiński, page 575,
abstract
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DOI: 10.12693/APhysPolA.114.575
The Sznajd Dynamics on a Directed Clustered Network
K. Malarz and K. Kułakowski, page 581,
abstract
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DOI: 10.12693/APhysPolA.114.581
The SIRS Model of Epidemic Spreading in Virtual Society
A. Grabowski and R. Kosiński, page 589,
abstract
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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
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DOI: 10.12693/APhysPolA.114.597
Subdiffusion with External Time Modulation
R. Wojnar, page 607,
abstract
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DOI: 10.12693/APhysPolA.114.607
Modelling of Short Term Interest Rate Based on Fractional Relaxation Equation
K. Jaworska, page 613,
abstract
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DOI: 10.12693/APhysPolA.114.613
Bounds for Value at Risk for Multiasset Portfolios
P. Jaworski, page 619,
abstract
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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
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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
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DOI: 10.12693/APhysPolA.114.637