Selected Papers of the 6th Polish Symposium of Physics in

Selected Papers of the 6th Polish Symposium of Physics in

Selected Papers of the
6th Polish Symposium
of Physics in Economy
and Social Sciences
FENS2012
Gda«sk, Poland, 1921 April 2012
Editors of the Proceedings:
Stanisªaw Dro»d», Grzegorz Gra, Dariusz Grech, Jarosªaw Kwapie«, Danuta Makowiec,
Janusz Hoªyst, Andrzej Krawiecki, Ryszard Kutner, Krzysztof Kuªakowski, Krzysztof Malarz,
Czesªaw Mesjasz, Paweª O±wi¦cimka, Zbigniew Struzik
WARSAW
POLISH ACADEMY OF SCIENCES
INSTITUTE OF PHYSICS
Organized by:
Institute of Theoretical Physics and Astrophysics, University of Gdansk
Faculty of Technical Physics and Applied Mathematics, Gdansk University of Technology
Polish Physical Society, Section Physics in Economy and Social Sciences
Sponsored by:
Institute of Theoretical Physics and Astrophysics, University of Gdansk
Faculty of Technical Physics and Applied Mathematics, Technical University of Gda«sk
Polish Academy of Science under the project PAN/509/12/BW/W-III, 30 March 2012
City of Gda«sk
Honorary Committee
Prof. Wiesªaw A. Kami«ski (President of the Polish Physical Society)
Prof. Wªadysªaw A. Majewski (Dean of the Faculty of Mathematics, Physics and Informatics, University of Gda«sk)
Prof Józef Sienkiewicz (Dean of Faculty of Technical Physics and Applied Mathematics, Gda«sk University of
Technology)
Scientic Committee
Stanisªaw Dro»d» (Cracow University of Technology , Polish Academy of Sciences)
Grzegorz Gra (Gdansk University of Technology)
Dariusz Grech (University of Wrocªaw)
Janusz Hoªyst (Warsaw University of Technology)
Wiesªaw
Kami«ski (Maria Curie-Skªodowska University in Lublin )
Krzysztof Kuªakowski (AGH University of Science and Technology )
Ryszard Kutner (University of Warsaw )
Danuta Makowiec (University of Gda«sk)
Czesªaw Mesjasz (Cracow University of Economics)
Arkadiusz Orªowski (Warsaw University of Life Sciences SGGW, Polish Academy of Sciences)
Zbigniew Struzik ( University of Tokyo)
Organizing Committee
Danuta Makowiec ITPA UG
Grzegorz Gra FTPAM GUT
Wiesªaw Miklaszewski ITPA UG
Piotr Gnaci«ski ITPA UG
Dorota Wejer ITPA UG
Agnieszka Kaczkowska FTPAM GUT
Preface
This volume presents a collection of selected papers that follow the talks presented at the 6th Polish Symposium
of Physics in Economy and Social Sciences (called in Polish FENS). The conference was held in Gda«sk, Poland,
1921 April 2012. It took place at Faculty of Mathematics, Physics and Informatics of the University of Gda«sk. We
are obligated for the generous support of the Institute of Theoretical Physics and Astrophysics of Gda«sk University,
Faculty of Technical Physics and Applied Mathematics of Gdansk University of Technology, Polish Academy of Science
and the City of Gda«sk.
Complex systems are pervasive in many elds of science and we encounter them every day and everywhere in
our life.
Their example include nancial markets, human economies, social relations.
Therefore, many aspects of
economy or sociology may be explained when based on mathematical models derived from the statistical physics.
The objective of the symposium was to bring researchers working on interdisciplinary and multidisciplinary problems,
and to provide them a forum for exchange the ideas and presentation of results of their research. We were given an
invited lecture by prof. Zbigniew Struzik about critical slowing down that characterizes an approaching catastrophic
bifurcation in a variety of complex systems, including nancial systems. We discussed about a great intellectual as
well as practical challenge consisting in detecting imprints of deterministic patterns in the nancial dynamics and
identifying their origin proposed by prof. Stanisªaw Dro»d». Together with prof. Ryszard Kutner we were fascinated
by the question of whether the early-warning signals are present in nancial markets.
Then Prof.
Krzysztof
Kuªakowski provided a new phase diagram with ordered, disordered and non-stationary phases for the modied
Axelrod model, while prof J. Hoªyst taught us the method to articially prolong the duration of discussion that
relies on inserting into dialogues appropriate comments which was based on observation of emotionally annotated
massive data from IRC. Prof. Czeslaw Mesjasz ensured us that the impact of physics upon social sciences, including
also economics, management and nance, has been one of decisive factors of development of the later. Finally, prof.
Jarosªaw Kwiapie« persuaded that it seems indispensable to attempt to characterize complex systems by analyzing
manifestations of their complexity based on empirical data, in order to nd properties of such systems and, possible
to derive some lows that could be universal or at least common to a large group of complex systems. All abstracts
of the conference talks are given on the conference home page
www.science24.com/event/fens2012/.
The papers collected in this volume were written after the conference was over. They were thoroughly reviewed
and corrected according to the feedback received.
We hope you will appreciate the eorts of a team of authors,
reviewers and publishers to produce high-quality papers.
Danuta Makowiec and Dorota Wejer
Editors of Proceedings
List of participants (alphabetic order):
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Mirosªaw Beªej, University of Warmia and Mazury in Olsztyn
Andrzej Buda,
Aleksandra Budzowska, UNIQA T.U. S.A.
Andrzej W. Burgs, University of Warsaw
Second Bwanakare, University of Information Technology and Management
Anna Chmiel, Warsaw University of Technology
Jan Choªoniewski, Warsaw University of Technology
Jacek Chudziak, University of Rzeszów
Agnieszka Czaplicka, Warsaw University of Technology
Šukasz Czarnecki, University of Warsaw
Mateusz S. D¡browski, University of Warsaw
Mateusz Denys, University of Warsaw
Stanisªaw Dro»d», Polish Academy of Sciences
RafaªJ. Duczmal, University of Warsaw
Piotr J. Dudoj¢, Gdansk University of Technology
Andrzej S. Dyka, Gdansk University of Technology
Jarosªaw J. Garus, Gdansk University of Technology
Przemysªaw Gawro«ski, AGH University of Science and Technology
Robert G¦barowski, Cracow University of Technology
Yury Glazunov, Gdansk University of Technology
Andrzej Z. Górski, Polish Academy of Sciences
Grzegorz Gra, Gdansk University of Technology
Dariusz Grech, Wrocªaw University
Urszula Grzybowska, Warsaw University of Life Sciences SGGW
Tomasz Gubiec, University of Warsaw
Janusz A. Hoªyst, Warsaw University of Technology
Maciej Jagielski, University of Warsaw
Aleksander Jakimowicz, University of Warmia and Mazury in Olsztyn
Marta Jakubowska, Polish-Japanese Institute of Information Technology
Andrzej Jarynowski, Jagiellonian University
Wiesªaw A. Kami«ski, Maria Curie-Skªodowska University in Lublin
Krzysztof Karpio, Warsaw University of Life Sciences SGGW
Marek J. Karwanski, Warsaw University of Life Sciences SGGW
PaweªKondratiuk, Warsaw University of Technology
Piotr Kosewski, University of Warsaw
Daniel J. Kosiorowski, Cracow University of Economics
Marzena Kozªowska, University of Warsaw
Andrzej Krawiecki, Warsaw University of Technology
Krzysztof Kuªakowski, AGH University of Science and Technology
Sªawomir Kulesza, University of Warmia and Mazury in Olsztyn
Andrzej Kulig, Polish Academy of Science
Ryszard Kutner, University of Warsaw
Jarosªaw Kwapie«, Polish Academy of Sciences
Marcin Lebied¹, University of Warsaw
Jan A. Lipski, University of Warsaw
Piotr Šukasiewicz, Warsaw University of Life Sciences SGGW
Danuta Makowiec, University of Gda«sk
Krzysztof Malarz, AGH University of Science and Technology
Czesªaw Mesjasz, Cracow University of Economics
Janusz Mi±kiewicz, University of Wrocªaw
Piotr Nyczka, University of Wrocªaw
Arkadiusz J. Orªowski, Polish Academy of Science
PaweªO±wi¦cimka, Polish Academy of Sciences
Robert M. Paluch, Warsaw University of Technology
Grzegorz Pamuªa, University of Wrocªaw
Mateusz Pipie«, Cracow University of Economics
Tomasz Ryczkowski, Warsaw University of Technology
Adam Sienkiewicz, University of Warsaw
Julian M. Sienkiewicz, Warsaw University of Technology
PaweªSobkowicz
Zbigniew R. Struzik, University of Tokyo
Dominik Strzaªka, Rzeszow University of Technology
Ewa M. Syczewska, Warsaw School of Economics
Krzysztof Szczygielski, University of Gda«sk
Adam Szmagli«ski, Cracow University of Technology
Grzegorz A. Szulik, Cracow University of Economics
Tomasz R. Werner, University of Warsaw
Mateusz J. Wili«ski, University of Warsaw
Ryszard Wojnar, Polish Academy of Science
RafaªWolfram, Cracow University of Economics