Prezentacje/Presentations



"Trivariate Models for Stochastic Episodes with Applications to Hydrology, Climate and Finance"
A.Panorska, Computational Statistics and Stochastic Modeling, Wroclaw University of Technology,, February 21, 2011 [ 792Kb]
"Heavy tails and regime switching in electricity prices"
R.Weron, ISBIS-2008 International Symposium on Business and Industrial Statistics, Invited Session 2j "Quantitative Finance in High Frequency and Low Temperature", Prague, July 1-4, 2008 [ 1.5Mb]
"Bezpieczeństwo elektroenergetyczne: Ryzyko > Zarządzanie ryzykiem > Bezpieczeństwo"
R.Weron, II Ogólnopolska Konferencja "Polska Elektroenergetyka - Realia, Problemy, Dylematy", Panel "Bezpieczeństwo elektroenergetyczne Polski", Warszawa, 28 maja 2008 [ 0.82Mb]
"Market price of risk implied by Asian-style electricity options and futures"
R.Weron, 7th Annual International Conference 'Forecasting Financial Markets and Economic Decision-Making' - FindEcon'2008, Łódź, May 14-17, 2008 [ 1.55Mb]
"A subordination approach to modelling of subdiffusion in space-time-dependent force fields"
A.Weron, M.Magdziarz, Modelling anomalous diffusion and relaxation. From single molecules to the flight of the albatross. ,Jerusalem, 28.03.2008[ 259Kb]
"The autocorrelation and autocovariance functions-helpful tools in the modelling problem"
A.Wyłomańska, J.Nowicka-Zagrajek, 3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych" FENS 2007,Wrocław, listopad 2007[ 259Kb]
"Short-term forecasting of spot electricity prices: Do semi-parametric time series models forecast better?"
R.Weron, IGSSE Workshop on Energy: Modelling and Pricing, Munich, November 26-27, 2007 [ 1.75Mb]
"Stable Carma processes"
A.Wyłomańska,Konferencja Inwest 2007, Szklarska Poręba, Wrzesień 2007[ 575Kb]
"Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices"
S,Truck, R.Weron, R.Wolff,56th Session of the International Statistical Institute, Invited Paper Meeting IPM71 "Statistics of risk aversion", Lisbon, Aug. 22-29, 2007 [ 0.75Mb]
"Forecasting spot and forward electricity prices: Semi-parametric time series models"
R.Weron,, Energyforum conference"Modelling & Measuring Energy Risk", Lisbon, June 14-15, 2007 [ 1.35Mb]
"Financial Engineering As A Tool Of Power Producers' Strategies Optimization"
A.Wyłomańska, M.Borgosz-Koczwara, International Conference "The European Electricity Market EEM-07" , Krakow, May 2007[ 98Kb]
"Modeling and forecasting electricity forward prices: A Dynamic Semiparametric Factor Model (DSFM) approach"
R.Weron, Sz.Borak, 2nd AMaMeF Conference "Advances in Mathematics of Finance", Będlewo, Apr. 30 - May 5, 2007 [ 1.4Mb]
"Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models"
R.Weron, , DIME WP 2.4 Workshop "Instituting the Market Process: Innovation, Market Architectures and Market Dynamics", Manchester, Dec. 7-8, 2006 [ 1.9Mb]
"Risk management for energy companies"
R.Weron, Modern Electric Power Systems MEPS'06, Wrocław, Sept. 6-8, 2006 [ 2.2Mb]
"A probability model for the electricity price duration curve"
A.Wyłomańska, M.Borgosz-Koczwara,International Conference "The European Electricity Market EEM-06", Warsaw, May 2006[ 128Kb]
"Metody inżynierii finansowej w ubezpieczeniach"
J.Iwanik,PhD presentation [ 764Kb]
"Visualization tools for insurance risk processes"
K.Burnecki, R.Weron, , Workshop on Data and Information Visualization, Berlin, Aug. 23-25, 2006 [ 1.2Mb]
"Zarządzanie ryzykiem. Część I: Narzędzia"
R.Weron, "Psychologia Biznesu" (WSPiZ im. L. Koźmińskiego), Warszawa, 20 listopada 2005 [ 1.91Mb]
"Heavy tails and electricity prices"
R.Weron,The Deutsche Bundesbank's 2005 Annual Fall Conference, Eltville, Nov. 10-12, 2005 [ 1.60Mb]
"Forecasting spot electricity prices with time series models"
R.Weron, A.Misiorek,The European Electricity Market EEM-05, Łódź, May 10-12, 2005[ 0.87Mb]
"Modelowanie i prognozowanie zapotrzebowania oraz cen energii elektrycznej w warunkach rynkowych"
R.Weron,Seminarium Wydziału Elektrycznego Politechniki Wrocławskiej, Wrocław, 6 grudnia 2004 [ 1.35Mb]
"Stochastic volatility model of Heston and the smile"
R.Weron,The Third Nikkei Econophysics Symposium, Tokyo, Nov. 9-11, 2004 [ 0.58Mb]
"Pricing derivatives in electricity markets"
R.Weron,StochFin 2004 International Conference, Lisbon, Sept. 26-30, 2004 [ 0.80Mb]
"Modeling and forecasting electricity loads: A comparison"
R.Weron,The European Electricity Market EEM-04, Łódź, Sept. 20-22, 2004 [ 0.70Mb]
"Ryzyko, Czarne Poniedziałki i długie ogony"
R.Weron,"Psychologia Biznesu" (WSPiZ im. L. KoĽmińskiego) , "Ciekawe Wykłady" (SGGW), Warszawa, 6-8 maja 2004 [ 1.76Mb]
"Periodically correlated processes"
R.Weron,Hejnice Compact Seminar, Hejnice, Feb. 12-16, 2004 [ 0.53Mb]
"Energy price risk management ... from a three year perspective"
R.Weron,XVIII Max Born Symposium, Lądek Zdrój, Sept. 22-25, 2003 [ 3.28Mb]
"Everything you always wanted to know about the Levy-stable law, but were afraid to ask"
R.Weron,The Second ISM/SOKENDAI ECONOMICS Meeting, Institute of Statistical Mathematics, Tokyo, Nov. 11, 2002 [ 0.92Mb]