2017
Conference "Complex Networks 2017", Lyon, France,
Transfer entropy between communities in complex financial networks.

Conference "Joint european thermodyanmics conference", Budapest, Hungary.
Jizba-Arimitsu hybrid entropy and its applications to thermodynamics and statistics.

Invited talk at Ningbo University, Ningbo, China.
Transfer entropy between communities in complex financial networks.

Workshop "Path integration in complex dynamical systems", Leiden, Netherlands.
Fractional diffusion and its applications in finance.

2016
Workshop "Fractality and Fractionality", Leiden, Netherlands.
Option pricing beyond Black-Scholes based on double-fractional diffusion.

Seminar on Nanophysics and Quantum Optics, Erlangen, Germany
Generalized entropies: what are they good for?
 
2015
International Colloquium  "Econophysics Colloquium 2015", Prague, Czech Republic.
Option pricing beyond Black-Scholes based on double-fractional diffusion.
 
International School "New Trends in Statistical Mechanical Foundations of Complexity",
Erice, Italy.
On q-non-extensive statistics with non-Tsallisian entropy.

Conference "Complex Systems 2015", New Forest, Hampshire, UK
Techniques for Multifractal Spectrum Estimation in Financial Time Series.

2014
Symposium "International Symposium on Complex Systems 2014", Florence, Italy
Applications of Multifractal Diffusion Entropy Analysis to Daily and Intraday Financial Time Series.

Conference "International Work-conference on Time Series Analysis", Granada, Spain
Multifractal Diffusion Entropy Analysis: Applications to Financial Time Series.

Workshop "Causality, Information Transfer and Dynamical Networks", Dresden, Germany
Rényi Transfer Entropy and its Applications for Intraday Financial Data.

2013
Symposium "International Symposium on Complex Systems 2013", Prague, Czech republic
Modeling Financial Time Series: Multifractal Cascades and Rényi Entropy.

Conference "Applied Stochastic Methods and Data Analysis 2013", Mataró, Spain.
Methods and Techniques for Multifractal Spectrum Estimation in Financial Time Series.

Workshop "Econophysics and Networks across the Scales", Leiden, Netherlands.
Methods and Techniques for Multifractal Spectrum Estimation in Financial Time Series.

Winter school on Mathematical Physics, Janské Lázně, Czech Republic.
Can be quantum mechanics formulated as a stochastic process?

2012
Minisymposium "Some fundamental aspects behind cell systems biology",
Nové Hrady, Czech Republic.
Anomalous diffusion in biology: fractional Brownian motion and Lévy flights.

Student Colloquium and School on Mathematical Physics, Stará Lesná, Slovakia.
Introduction to Non-equilibrium TD: from Onsager to micromotors.

2011

 Student Colloquium and School on Mathematical Physics, Stará Lesná, Slovakia.
 Applications of Multifractals in Financial Markets

Winter school on Mathematical Physics, Horní Polubný, Czech Republic.
Lévy distributions and hungry sharks.