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 Preliminary titles and ABSTRACTS of already submitted confererence contributions 
(the list was last updated on 6 Oct 2003)


Preliminary Title

A. Carbone, G. Castelli and H.E. Stanley Time-Dependent Hurst Exponent Calculated by Detrending Analysis.
Jacek Juzwiszyn

Three-dimensional finance market trajectories.

Adam Zawadowski, Janos Kertesz, Gyorgy Andor Large changes on small scales: Exogeneous versus endogenuous.
Adam Krawiec, Marek Szydłowski Dynamics of simple economic growth models.

Paul Ormerod, Bridget Rosewell, Laurence Smith

An Agent-Based Model of the Evolution of Market Structure and Competition.

Roma Cont An agent-based model of heterogenity and feedback in speculative markets
Taisei Kaizoji and Michiyo Kaizoji A mechanism leading bubbles to crashes.
D. Helbing and M. Shoenhof The competition for restricted goods: experiment and simulation of decision dynamics.
P. Weber and B. Rosenow An order book approach to the price impact function.

L Xu, M. Dixon, B. Eales, B. Read and F. F. Cai

Barrier Option Pricing Using Neural Network Model.

Arkadiusz Orlowski, Zbigniew Struzik, Ewa Syczewska, Magdalena
Fluctuations dynamics of exchange rates on emerging markets.
Przemyslaw Repetowicz and Peter Richmond Modelling share price evolution as a continuous random walk with non-independent waiting ttimes and price returns.
Diane Wilcox and Tim Gebbie Analysis of cross-correlations in South African financial market data.
K. Urbanowicz and Janusz A. Hołyst

Minimization of the noise level in a portfolio: a novel investment strategy.

V.V. Popkov, D.B. Berg and K.A. Becklemishev Phase diagram for bussiness-cycles analysis.
Dariusz Grech and Zygmunt Mazur Can one make any predictions in finances using the Hurst exponent?

Giulia Iori, Saqid Jafarey and Ovidiu Precup

An analysis of liquidity and systematic risk in alternative settlement architectures.
Gabriele Susinno and Augusta Miceli Ultrametricity in Hedge fund Selection and Fund of Funds Diversification.
Emmanuel Haven

’Non-Classical’ Uncertainty and the Existence of Valued Preferences for Risk.

Emmanuel Haven

The Schrodinger Option Price versus the Black-Scholes 0ption Price: A Discussion.

Diego Garlaschelli, Maria I. Loffredo Complex networks in economic and financial systems.

Ryszard Kokoszczyński

Macroeconomic Modeling at the National Bank of Poland.

S. Rawal and G.J. Rodgers Modelling inflation as a random process.

Amador Muriel

Short-term predictions of foreign exchange rates using a new kinetic equation.

Domenico Delli Gatti, Corrado Di Guilmi, Edoardo Gaffeo, Mauro
Gallegati, Gianfranco Giulioni, Antonio Palestrini
Scaling Laws in the Macroeconomy.
Jorgen Vitting Andersen Could short selling  make  financial markets tumble?
V. Gafiychuk, B. Datsko, J. Izmailova and O.  Ponomaryov Analysis of  data clusters obtained by self-organization methods.
Maria Jadamus-Hacura and Andrzej Hacura Bayesian Approach to a Portfolio Selection Problem.
Sheri M. Markose Novelty and surprises in complex adaptive system (CAS) dynamics: a computational theory of actor innovation.
Boris Podobnik, Plamen Ch. Ivanov, Kaushik Matia, Ivo Grosse, H. E.
ARCH-GARCH approches to modeling high-frequency financial data.
V.P. Budaev Turbulence in magnetized plasmas and financial markets: comparative study of multifractal statistics.

Peijie Wang

Statistical Distributions of Time Series in the Frequency Domain and the Patterns of Violation of White Noise Conditions.

David Collings and Nicola Baxter Telecommunications bandwidth market design, using  agent based  modelling.
Ghassan Dibeh Nonlinear Speculative Dynamics and Currency Crisis in Lebanon.
Kyungsik Kim and Seong-Min Yoon Multifractal features in financial markets.
Kyungsik Kim and Seong-Min Yoon Dynamics of the minority game for patients.
J.  Kwapień, S. Drożdż and J. Speth Financial correlations viewed  from different time scale.

Maris Karima Rahadiyan

The Resilience of Finance Analysis in Time Series Perspective: Case Study in Volatility of Indonesian Currency Rate.

Bing-Hong Wang, Weisong Yang and Chin-Kun Hu

Sub-strategy updating evolution in minority game.

Bing-Hong Wang, P.M. Hui, Chin-Kun Hu

Two Way Selection Traffic Flow: Mean Field Theory.

Bing-Hong Wang, Kan Chen and Baosheng Yuan

Theory of Phase Transition in the Evolutionary Minority Game.

Bing-Hong Wang, Yi-ming Wei, Shang-jun Ying, Ying Fan

The effect of investment intent on stock market - an analysis based on cellular automaton.

 Filippo Petroni and Maurizio Serva High frequency foreign exchange market and time series.
T. Mart and Y. Surya Statistical properties of the Indonesian stock exchange index
Pragya Shukla Application of Random Matrix Theory in Financial Analysis.
Robert Axtell The 'Scaling Puzzle' of Firm Growth from an Individual Agent Perspective.
D. Subbarao and Harvinder Singh A simple mean-field model for stockmarket polarization.
Bing-Hong Wang The effect of investment intent on stock market: An analysis based on cellular automaton.
Hideaki Aoyama Kinematics and Dynamics of Pareto-Zipf's and Gibrat's laws.
Yoshi Fujiwara, Hideaki Aoyama, Corrado DiGuilmi, Wataru Souma, Mauro Gallegati Gibrat and Pareto-Zipf revisted with European firms.
M. Ausloos and K. Ivanova Tsallis nonextensive statistical mechanics and Beck turbulence model for S&P500 in large time windows.
Peter Richmond Langevin processes, agent models and socio-economic systems.
Hokky Situngkir,
Yohanes Surya.
Neural Network Revisited: Perception on Modified Poincare Map of Financial Time Series Data.
Florentin Paladi and Vitalie Eremeev

Agent-Based Computational Approach to the Evolution of Market Structure.

S.V. Malynovska Stochastic integral models for equilibrium and non-equilibrium markets.
N.S. Loboda Market modelling: Time series multi-fractal and stochastic algorithm analysis.
A.V. Glushkov, A.I. Pavlovsky Financial neural network on the basis of photon echo.
A.V. Glushkov, S.V. Ambrosov, A.I. Pavlovsky Multi-fractal features in the turbulent regime of governing by
financial operations.
Kaushik Matia and H. Eugene Stanley Statistical Properties of Commodity Price Fluctuations.
Paul De Grauwe and Marianna Grimaldi Exchange rate puzzles. A tale of switching attractors.

Krzysztof Jajuga

Quantitative models in finance – a prospective of economics.

H. Eugene Stanley

Econophysics: understanding large economic fluctuations.

Jerzy Jurkiewicz Signal and Noise in a Gaussian Correlation Matrix.
Kyungsik Kim, Seong-Min Yoon Dynamics of the Minority Game for Patients.
Kyungsik Kim, Seong-Min Yoon Multifractal Features in Financial Markets.
Huba Laszlo Szoecs

A method of transformation of degenerate stochastic processes as well time-series into ordinary processes and theirs analysis.

Huba Laszlo Szoecs

A method of transformation of degenerate stochastic processes as well time-series into ordinary processes and theirs analysis.

Megan Khoshyaran The New Capitalists: A Structural Change from the Stock
Market Economy to the Free Market Economy.
Silvio M. Duarte Queiros Correlation and Non-Gaussianity in Financial Time Series- Analisys under Generalized Statistical Physics.
Silvio M. Duarte Queiros Anomalous distribution in intra-day time series using Generalized Statistical Physics.
Yohanes Surya,
Hokky Situngkir
Neural Network Revisited: Perception on Modified Poincare Map of Financial Time Series Data
Vikentia Provizionatou A semi-parametric Approach to Value-at-Risk using the Generalised Pareto Distribution to account for fat tails in financial asset returns.

Nicolas Million

Are Central Bankers opportunistic? A threshold cointegration investigation.

V.R.Niculescu, Michaela Dobre, Catalin Stancu A correlation dimension for Romanian rate exchange.
E. Bronshtein, E. Prokudina The investment projects at active alternative.
Wataru Souma, Yoshi Fujiwara, Hideaki Aoyama Random matrix approach to shareholding networks.
Haven Emmanuel The Schrodinger Option Price versus the Black-Scholes 0ption Price: A Discussion.
Amador Muriel Short-term predictions of foreign exchange rates using a new kinetic equation .
Avetis Abel Sadoyan Application of method for approximate solutions of set of partially differential equations in numerical relativity to market modelling.
Vladimir V. Uchaikin, Dmitry V. Uchaikin Levy motion as an intermediate asymptotics for Brownian motion.
Andrzej Dyka Identification of stocks performing better than the market.
Katalin Martinas Learning in Economics
Sorin Solomon Pioneers on a New Continent:
Crossing the Ocean between Physics and Economics.
Hideki Takayasu Physics of foreign exchange fluctuations.
Janos Kertesz, Adam Zawadowski and Gyorgy Andor Large changes on the stock market: Exogenous versus endogenous causes.
M. Ausloos, P. Clippe, J. Miskiewicz, A. Pekalski A logistic map approach to economic cycles.
Taisei Kaizoji Inflation and deflation in financial markets.

Misako Takayasu

Basic properties of self-modulation processes in market.

G. Rotundo Neural Networks for large financial crashes’ forecast.
Ary A. Perez Jr. Fingerprints of multifractality in the dollar-Brazilian real exchange currency market.
E. Alessio, V. Frappietro, M.I.Krivoruchenko, and L.J. Streckert Probability density functions of returns and volatility forecasting for financial markets.
O. Hudak On behaviour of agents on emerging capital markets.
Fernando F. Ferreira and Matteo Marsili Is the market really a minority game?
Matteo Marsili, Fernando Vega-Redondo, and
Frantisek Slanina
The Rise and Fall of a Networked Society.
Luis Chavez Guzman The collision of masses and the way prices react to expectations.
Takaaki Ohnishi, Kazuyuki Aihara, Misako Takayasu, Hideki Takayasu Statistical properties of the moving average price in dollar-yen exchange rates.
Andrzej Dyka Psychology related phenomena in capital market.
Y. Aiba, N. Hatano, H. Takayasu Triangular Arbitrage in the Foreign Exchange Market
V.M. Yakovenko, A.C. Silva, and R.E. Prange Time evolution of the probability distribution of returns in the Heston model of stochastic volatility compared with the high-frequency stock-market data.
Aki-Hiro Sato Time intervals between successive tradings in yen/dollar foreign currency market: from microscopic model to macroscopic model.
J.D Wichard, M.J. Ogorzałek, and C. Merkwirth Entool - a toolbox for ensemble modelling
J.D Wichard, M.J. Ogorzałek, and C. Merkwirth Ensemble mathods for time series analysis and prediction.
Danuta Makowiec Follow the leader or contend him: Imitation or competition among traders in the percolation model of stock market.

Boon Leong Lan and Ying Oon Tan

Statistical Analysis of the Malaysian Stock Exchange Index.

J V Healy, M Dixon, B J Read and F F Cai

Risk-neutral Density Extraction from Option Prices: A New Non-parametric Approach.

J.D. Wichard, M.J. Ogorzałek Detecting correlation in stock indices with nonlinear cross prediction.
Piotr Gnaciński and Danuta Makowiec Another type of log-periodic oscillation on Polish stock market?
Paul Ormerod
Bridget Rosewell
The evolution of competition and market structure: an agent based approach.
J V Healy, M Dixon, B J Read and F F Cai Confidence Limits for Data Mining Models of Options Prices.
Lorenzo Sabatelli and Peter Richmond Random noise and stylised facts in a Sznajd world
M. G. Zimmermann,
V. M. Eguiluz,
M. San Miguel
Complex evolving and adaptive networks.
Antonios Antoniou and Constantinos Vorlow Recurrence quantification analysis of wavelet pre-filtered index returns.

V. Gontis and B. Kaulakys

Modelling financial market by the multiplicative sequence of trades.

Ras B.Pandey,
Hui Wang
 A new technical analysis on DJI stocks.
Andreia Dionisio Mutual Information: a Measure of Dependency for Nonlinear Time Series.
Rafał Weron Risk management in the power market: seasonality, price spikes, mean-reversion and long-term predictions.
Yuichi Ikeda Forecast of Business Performance using an Agent - based Model and its Application to Decision Tree - Monte Carlo Business Valuation.
Damien Challet, Markus Chromik, Gabriele Ottino, Yi-Cheng Zhang Minority mechanism in commodity markets and money lending.
Enrico Capobianco Volatility Multi-scale Stochastic Dynamics and Scaling Sources.
Kestutis Staliunas  Bose-Einstein Condensation in Financial Systems.
Efim Bronshtein,
Elena Prokudina
The Investment Projects at Active Alternative.
Ralf Remer,
Reinhard Mahnke
Application of Heston model and its solution to German DAX data.
Mingzhi Zhang The Dynamic Mechanism of Constructing the Community of Scientific Research-industry.
J. Kisiel, B. Kozusznik, S. Mielimaka, E. Popiel,  A. Ratuszna Licentiate studies of econophysics in University of Silesia.
Rui Menezes,
Andreia Dionisio
Asymmetric price transmission within the Portuguese stock market.
Ovidiu V. Precup,
Giulia Iori
High-Frequency Cross-Correlation Dynamics in US Equity Markets.
An Application of an Ultrametric Distance to Portfolio Taxonomy. Critical Analysis and Comparison with other Methods.
P. Gopikrishnan, 
V. Plerou, X. Gabaix
and H. E. Stanley
Price changes, Trading Frequency, and Volume
Smirnov A.P., Shmelev A.B., Sheinin E. Ya Analysis of Fokker-Planck Approach for Foreign Exchange Market Statistics Study.
Brzozowska-Rup, Arkadiusz Orłowski.
Applications of bootstrap to detecting chaos in financial time series.
Giulia Iori, Carl Chiarella Modelling Limit Order Trading.
Andrei Leonidov Long Memory in Stock Trading.
S. Jain Phenomenological Models for the Time Evolution of Financial Markets.
Chipo Mlambo,
Nicholas Biekpe
Predicting stock price changes on frontier African stock markets: A non-linear model approach.
Xavier Gabaix A theory of large movement in stock market activity. 
Victor M. Yakovenko
et al.
Analytical derivation of the truncated Levy distribution from the Heston model of stochastic volatility and quantitative comparison with the stock-market fluctuations data for time lags from few minutes to a year.
Takayuki Mizuno,
Tohru Nakano,
Misako Takayasu, Hideki Takayasu
Statistical laws and dynamics of an open market in vary short time scales.
A. Krawiecki, J.A. Holyst, D. Helbing Volatility Clustering and Scaling for Financial Time Series due to Attractor Bubbling.
A. Krawiecki and J.A. Holyst Stochastic resonance as a model for market crashes and bubbles.
Janos Kertesz Networks in economy from financial data.
O. Hudak Topology and capital market agent's behaviour.
P.Repetowicz, P.Richmond Modelling share price evolution as a Continuous Random Walk with non-independent price changes and waiting times.
Ary A. Perez Jr. Multifractality underlying the dollar-Brazilian real exchange currency market.
S. V. Bulanov,
E. Y. Echkina,
I. N. Inovenkov
The nonlinear dynamics of the business center in Beckmann's model.
Andreia Dionysio,
Rui Menezes,
Diana Mendes
Mutual Information: a Dependence Measure for Nonlinear Time Series.
Thomas Lux Forecasting Financial Volatility with the Multi-Fractal Model
S.S. Kharintsev and M.Kh. Salakhov Wavelet-Based Nonlinear Prediction and Control of Chaotic Time Series.
R.Kutner, F. Świtała Possible origin of long-term correlations in financial time series.
Vladimir Litvin Multifractality in Transition Economies.
Vladimir Litvin Multiscaling behaviour of Transition Economies before and after 1998 Russian Financial Crisis.
Jaume Masoliver and Josep Perelló A comparison between correlated stochastic volatility models.
G. J. Rodgers Kinetic Models of Growing Networks and Herding Phenomena
R. Rothenstein, K. Pawelzik Efficient Market Hypothesis in a Stock Market Model