Conveners
S2: S2
- Paweł Sobkowicz
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Stanisław Drożdż (Institute of Nuclear Physics Polish Academy of Sciences and Cracow University of Technology, Poland)7/1/21, 12:00 PMInvited talk (40 min)
The dynamics of price changes involves very complex processes and constitutes one of the central issues in Econophysics. The functional forms of return distributions considered and reported in the literature include the Levy distribution and its truncated variant, power-laws and, in particular, its inverse-cubic case, the q-Gaussians and the stretched exponentials. These may vary among the...
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Tiziana Di Matteo (Department of Mathematics - King's College London)7/1/21, 12:40 PMInvited talk (40 min)
The multiscaling behaviour of financial time-series is one of the acknowledged stylized facts in the literature [1]. The source of the measured multifractality in financial markets has been long debated [2,3]. In this talk I will discuss the origin of multiscaling in financial time-series, investigate how to best quantify it [4,5] and I will introduce a new methodology that provides a robust...
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Janusz Miśkiewicz (Uniwersytet Wrocławski, Uniwersytet Przyrodniczy we Wrocławiu)7/1/21, 1:20 PMContributed talk (20 min)
Interaction is the basic feature of economic systems. Although it is possible to imagine a primitive self-sustained tribe, in the case of a developed economy the interaction (in positive and negative sense i.e. cooperation and competition) are a crucial factor of development. Those interactions are influenced by some events or the state of the systems. The special cases are global events such...
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Robert Paluch (Warsaw University of Technology)7/1/21, 1:40 PMContributed talk (20 min)
It is common nowadays to have to deal with information spreading on multilayer networks and often identification of the origin of said propagation can be a crucial task. We examine the issue of locating the source of Susceptible-Infected spreading process in a multilayer network using the Bayesian inference and the maximum likelihood method established for general networks and adapted here to...
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