Acta Physica Polonica A | ||
Vol. 121 | No. 2B | February 2012 |
Proceedings of the 5th Symposium on Physics in Economics and Social Sciences
Warszawa, Poland, November 25-27, 2010 |
Preface
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On the Zipf Strategy for Short-Term Investments in WIG20 Futures
B. Bieda and P. Chodorowski and D. Grech, page B-7,
abstract
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DOI: 10.12693/APhysPolA.121.B-7
On a Class of One-Switch Multiattribute Utility Functions
J. Chudziak, page B-11,
abstract
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DOI: 10.12693/APhysPolA.121.B-11
Microeconomic Evolution Model with Technology Diffusion
K. Cichy, page B-16,
abstract
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DOI: 10.12693/APhysPolA.121.B-16
Short Comprehensive Report on the Non-Brownian Stochastic Dynamics at Financial and Commodity Markets
T. Ciepliński, A. Dominiczak and and R. Kutner, page B-24,
abstract
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DOI: 10.12693/APhysPolA.121.B-24
Accuracy Analysis of the Box-Counting Algorithm
A.Z. Górski, S. Drożdż, A. Mokrzycka and J. Pawlik, page B-28,
abstract
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DOI: 10.12693/APhysPolA.121.B-28
Cooperation Model with Costly Punishment
T.M. Gradowski, M.J. Mrowinski and R.A. Kosinski, page B-31,
abstract
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DOI: 10.12693/APhysPolA.121.B-31
Multifractal Background Noise of Monofractal Signals
D. Grech and G. Pamuła, page B-34,
abstract
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DOI: 10.12693/APhysPolA.121.B-34
Examples of Migration Matrices Models and their Performance in Credit Risk Analysis
U. Grzybowska, M. Karwański and A. Orłowski, page B-40,
abstract
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DOI: 10.12693/APhysPolA.121.B-40
Preliminary Comparison of Households' Income in Poland with European Union and United States Ones by Using the Statistical Physics Methods
M. Jagielski and R. Kutner and M. Pęczkowski, page B-47,
abstract
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DOI: 10.12693/APhysPolA.121.B-47
Stability of the Cournot-Nash Equilibrium in Standard Oligopoly
A. Jakimowicz, page B-50,
abstract
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DOI: 10.12693/APhysPolA.121.B-50
Vortex Stabilization of Market Equilibrium in Theory and in Practice of Economics
A. Jakimowicz and J. Juzwiszyn, page B-54,
abstract
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DOI: 10.12693/APhysPolA.121.B-54
Price-Volume Relationship in Polish Stock Market
K. Karpio, P. Łukasiewicz and A. Orłowski, page B-61,
abstract
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DOI: 10.12693/APhysPolA.121.B-61
Model of Communities Isolation at Hierarchical Modular Networks
P. Kondratiuk and J.A. Hołyst , page B-67,
abstract
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DOI: 10.12693/APhysPolA.121.B-67
Structural Stochastic Multiresonance in Hierarchical Networks
A. Krawiecki and M. Kaim, page B-72,
abstract
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DOI: 10.12693/APhysPolA.121.B-72
Evacuation in the Social Force Model is not Stationary
P. Gawroński, K. Kułakowski and M. Kämpf and J. W. Kantelhardt, page B-77,
abstract
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DOI: 10.12693/APhysPolA.121.B-77
The Models of Personal Incomes in USA
P. Łukasiewicz, K. Karpio and A. Orłowski, page B-82,
abstract
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DOI: 10.12693/APhysPolA.121.B-82
Bounded confidence model: addressed information maintain diversity of opinions
K. Malarz and K. Kułakowski, page B-86,
abstract
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DOI: 10.12693/APhysPolA.121.B-86
Analysis of Time Series Correlation. The Choice of Distance Metrics and Network Structure
J. Miśkiewicz, page B-89,
abstract
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DOI: 10.12693/APhysPolA.121.B-89
Models of Pedestrian Evacuation based on Cellular Automata
M.J. Mrowinski, T.M. Gradowski and R.A. Kosinski, page B-95,
abstract
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DOI: 10.12693/APhysPolA.121.B-95
Bayesian Value-at-Risk and Expected Shortfall for a Large Portfolio (Multi- and Univariate Approaches)
A. Pajor and J. Osiewalski, page B-101,
abstract
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DOI: 10.12693/APhysPolA.121.B-101
A Random Matrix Approach to Dynamic Factors in Macroeconomic Data
M. Snarska, page B-110,
abstract
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DOI: 10.12693/APhysPolA.121.B-110
Behavior of Exchange Rates and Returns: Long Memory and Cointegration
E.M. Syczewska, page B-121,
abstract
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DOI: 10.12693/APhysPolA.121.B-121
Emotional Analysis of Blogs and Forums Data
P. Weroński, J. Sienkiewicz, G. Paltoglou, K. Buckley, M. Thelwall and J.A. Hołyst, page B-128,
abstract
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DOI: 10.12693/APhysPolA.121.B-128
Student's t-Distribution versus Zeldovich-Kompaneets Solution of Diffusion Problem
R. Wojnar, page B-133,
abstract
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DOI: 10.12693/APhysPolA.121.B-133