Acta Physica Polonica A
Vol. 129 No. 5 May 2016
Proceedings of the 8th Polish Symposium of Physics in Economy and Social Sciences FENS,
Rzeszów, Poland, November 4-6, 2015

Preface
Full Text PDF



Econophysics by economist eye

Econophysics as a New School of Economic Thought: Twenty Years of Research (P)
A. Jakimowicz, page 897,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.897



Scaling, similarity, multiscaling, and universality

Scaling of Dependence between Foreign Exchange Rates and Stock Markets in Central Europe (I)
L. Kristoufek, page 908,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.908

Statistical Collapse of Excessive Market Losses (I)
M. Denys, M. Jagielski, T. Gubiec, R. Kutner, H.E. Stanley, page 913,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.913

Cross-Correlations of the Forex Market Using Power Law Classification Scheme Picture (C)
J. Miśkiewicz, page 917,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.917

Quantitative Characteristics of Correlations of Meteorological Data (C)
R. Rak, S. Bwanakare, page 922,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.922

Multiway Similarity Approach Based on Divergence Functions and Smoothness Measure (P)
R. Szupiluk, T. Sobon, page 927,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.927

World Financial 2014-2016 Market Bubbles: Oil Negative - US Dollar Positive (P)
M. Wątorek, S. Drożdż, P. Oświęcimka, page 932,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.932



Catastrophes, extremes and risk

Self-Organization of Plutonomy in a Fair Competitive Society (I)
Y. Todate, R. Fujie, T. Odagaki, page 937,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.937

Positive Homogeneity of the Principle of Equivalent Utility (C)
J. Chudziak, M. Chudziak, B. Sobek, page 941,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.941

Propensity Score Matching and Its Application to Risk Drivers Detection in Financial Setting (C)
M. Karwański, U. Grzybowska, page 945,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.945

On the Foster-Hart Measure of Riskiness under Cumulative Prospect Theory (P)
J. Chudziak, M. Halicki, page 950,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.950

Invariant Value Functions under Cumulative Prospect Theory (P)
S. Wójcik, page 955,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.955



Wealth, tax and income

Studies on Regional Wealth Inequalities: The Case of Italy (I)
M. Ausloos, R. Cerqueti, page 959,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.959

The Quantile Decomposition of Personal Income Distributions in the USA (C)
K. Karpio, J.M. Landmesser, P. Łukasiewicz, A.J. Orłowski, page 965,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.965



Applications of complex networks for market analysis

Entropy Based Trees to Support Decision Making for Customer Churn Management (I)
K. Gajowniczek, A. Orłowski, T. Ząbkowski, page 971,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.971

Identification of Insider Trading Using Network Numerical Models (P)
A. Jakimowicz, A. Baklarz, page 980,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.980



Applications of non-extensive statistical physics to market analysis

Methods of Non-Extensive Statistical Physics in Analysis of Price Returns on Polish Stock Market (P)
Ł. Bil, D. Grech, E. Podhajska, page 986,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.986

Predicting Gross Domestic Product Components through Tsallis Entropy Econometrics (P)
S. Bwanakare, M. Cierpiał-Wolan, A. Mantaj, page 993,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.993



Macroeconomics & econometrics versus econophysics

On the Conditional Behavior of Stock Market Volatility: A Sub-Sample Analysis Using the FIGARCH Approach for Developed and Emerging Markets (I)
S.R. Bentes, page 997,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.997

Structural Sustainability of the Polish Trade System (C)
P. Fiedor, page 1004,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.1004

Numerical Analysis of Modified Kaldor-Kalecki Model with Couplings and Delays (P)
B. Jackowska-Zduniak, A. Orłowski, page 1008,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.1008

Prosumption in the Public Administration Sector (P)
A. Jakimowicz, D. Rzeczkowski, page 1011,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.1011

Analysis of Financial Time Series Morphology with AMUSE Algorithm and Its Extensions (P)
R. Szupiluk, T. Ząbkowski, T. Soboń, page 1018,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.1018



Agent-based modeling in econo- and sociophysics

Interplay between Endogenous and Exogenous Fluctuations in Financial Markets (I)
V. Gontis, page 1023,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.1023

Agent-Based Modelling of a Commodity Market Dynamics (I)
R. Gębarowski, S. Drożdż, A.Z. Górski, P. Oświęcimka, page 1032,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.1032

Naming Boys after U.S. Presidents in 20th Century (I)
K. Kułakowski, P. Kulczycki, K. Misztal, A. Dydejczyk, P. Gronek, M.J. Krawczyk, page 1038,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.1038

Impact of Social Interactions on Demand Curves for Innovative Products (C)
K. Maciejowska, A. Jędrzejewski, A. Kowalska-Pyzalska, R. Weron, page 1045,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.1045

The Diamond Model of Social Response within an Agent-Based Approach (C)
P.R. Nail, K. Sznajd-Weron, page 1050,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.1050

Linking Consumer Opinions with Reservation Prices in an Agent-Based Model of Innovation Diffusion (C)
A. Kowalska-Pyzalska, K. Ćwik, A. Jędrzejewski, K. Sznajd-Weron, page 1055,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.1055

Dynamics of Users Activity on Web-Blogs (P)
Z. Kozioł, page 1060,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.1060

Influence of Long-Term Dependences on Hard Drives Performance during Human Computer Interaction (P)
D. Strzałka, page 1064,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.1064

Key Courses of Academic Curriculum Uncovered by Data Mining of Students' Grades (P)
Ł.G. Gajewski, J. Chołoniewski, J.A. Hołyst, page 1071,  abstract   Full Text PDF
DOI: 10.12693/APhysPolA.129.1071


(I) - invited, (C) - contributed, (P) - poster