Welcome

HOME PAGE of Ryszard Kutner: CV 

Born in Łódź, Poland, 15 April 1947, married with Anna Maria Sobolska-Kutner, one daughter Joanna Elżbieta Kutner-Pielaszek married with Roman Pielaszek, two grandsons Filip and Adam and one granddaughter Paulina

Tenure Professor (the title of professor of physical sciences from 2011 year)

Position: Professor on the Chair of Econo- and Sociophysics Group in Division of Biomedical Physics, Institute of Experimental Physics,  Faculty of Physics, University of Warsaw, Pasteura 5, PL-02093 Warsaw, Poland

https://science24.com/event/econo-erka/main

http://www.fuw.edu.pl/home.html

http://brain.fuw.edu.pl/index.php/ekono-fizyka/

http://www.fuw.edu.pl/tl_files/informator/IIst/2015-2016/Ekono fizykaIIst_2015_16.pdf

Member of the Polish Physical Society (PPS) and European Physical Society (EPS)

Chairman of the Polish Physical Society Section of Physics in Economy and Social Sciences

http://www.ptf.net.pl/pl/towarzystwo/sekcje/fens/zarzad/

Coorganizer  of the cyclic Polish Symposiums on Physics in Economy and Social Sciences systematically from 2004

http://www.ptf.net.pl/pl/towarzystwo/sekcje/fens/

Statistics (from scholar.google.com)

total number of my publications = 170 (according PBN)

h-index = 22

i10-index = 35  (concerning papers' citations not less than 10 times)

number of paper cited not less than 100 times = 6

total number of citations = 2135

number of citations for last 5 year = 524

maksimal number of citations of a single paper = 268

Attention: The corresponding results taken from the Web of Science reduces all above given results (to good approximation) by 15%.

Educational, academic and scientific experience

•Master thesis at University of Warsaw (1970)

•Research scientist at Faculty of Physics, University of Warsaw (1970-1977)

•PhD at Faculty of Physics University of Warsaw (1977)

•Post-Doc (on Henrich Hertz fund) in Kurt Binder and Klaus Kehr Group, Institut für Festkörperforschung, Kernfoschungsanlage (now Forschungszentrum) Jülich, Germany, (1979-1981).

•Researcher in Kurt Binder and Klaus Kehr group, Institut für Festkörperforschung, Kernfoschungsanlage (now Forschungszentrum) Jülich, Germany, (1983-85).

•Habilitation at Faculty of Physics University of Warsaw (1985)

•Invited lecture in Wolfgang Dieterich group, Faculty of Physics, Konstanz University, Germany (1991).

•Researcher in Kazuo Kitahara group, Department of Applied Physics, Tokyo Institute of Technology, Japan (1991)

•Visiting professor: Konstanz University (1993-1995).

•Invited lecture in Joel Lebowitz group, Theoretical Condensed Matter Physics, Center for Mathematical Sciences Research, Rutgers University, US (1999)

•Invited lecture in Eugene Stanley group, Center for Polimer Studies, Department of Physics, Boston University (1999).

•Invited lecture in Wolfgang Dieterich group, Faculty of Physics, University of Konstanz, Germany (2002)

•Invited lecture in Katarzyna Sznajd-Weron group, Institute of Physics, Wrocław University (2010).

•Several other invited talks and lectures on domestic and international conferences, symposiums and schools.

•Referee and distinguished referee of several scientific international journals (Physica A, The European Physical Journal B, Physical Review E, Physical Review Letters, European Journal of Physics, Journal of Physics A, Physics Letters A, New Journal of Physics, European Physics Letters, ... )

•Several systematic lectures for graduate and PhD students of Faculty of Physics University of Warsaw from about two decades to now - see USOS web:

https://usosweb.uw.edu.pl/kontroler.php?_action=katalog2/osoby/pokazOsobe&os_id=3025

•Promoted dozens bachelors and masters theses; also 5 doctoral dissertations - see USOS web (login and password delivered separately):

https://apd.uw.edu.pl

Currently, a supervisor of 4  PhD-students and several master and bachelor ones.

http://old.ptf.net.pl/fens/

•Reviewer dozens of doctoral, graduate and undergraduate theses and reviewer of  Centralna Komisja do Spraw Stopni i Tytułów in a few habilitation procedures as well  chairman in such procedures as a referee in procedures concerning the title of professor.

•The member of Kapituła d/s Nagród Naukowych Polskiego Towarzystwa Fizycznego.

Lectures and seminars (from 2005 year to now) https://usosweb.uw.edu.pl/kontroler.php?_action=katalog2/osoby/pokazOsobe&os_id=3025

Winter semester

  1. Symulacje komputerowe w fizyce z przykładami (kod w USOS: 1101-5Eko11), 30h, wykład specjalistyczny.
  2. Niegaussowskie procesy stochastyczne w naukach przyrodniczych z elementami ekono- i socjofizyki (kod w USOS: 1101-5Eko12), 30h, wykład specjalistyczny.
  3. Seminarium z ekono- i socjofizyki II (kod w USOS: 1101-5sESF1) 30h, seminarium specjalistyczne.

Spring semester

  1. Metody fizyki w ekonomii – wprowadzenie (kod w USOS: 1101-4Eko23) 30h, wykład specjalistyczny.
  2. Fizyka dnia codziennego (kod w USOS: 1101-FDC-OG), 30h, wykład ogólnouniwersytecki.
  3. Wprowadzenie do fizyki złożoności. Fizyka statystyczna sieci złożonych (kod w USOS: 1100-WFZ-OG), 30h , wykład ogólnouniwersytecki.
  4. Seminarium z ekono- i socjofizyki I (kod w USOS: 1101-5sESF1 ) , 30h, seminarium specjalistyczne.
  5. Proseminarium z fizyki układów złożonych B2+ (kod w USOS: 1101-5Eko25), 30h, proseminarium specjalistyczne.

Some teaching materials for students are placed in the katalog `Econophysics' under the address: http://www.fuw.edu.pl/materialy-IV-V-rok.html

Organizational activity

•Member of the first team in Poland which in the years 1987-88 has installed EARN/bitnet at Faculty of Physics University of Warsaw (cf. `Rewolucja informacyjna: 10lat Internetu w Polsce', ISBN 83-88374-16-8, Uniwersytet Warszawski, Wydział Fizyki, Warszawa 2001.)

•Organizer of Postgraduate Study of Physics and Astronomy at Faculty of Physics University of Warsaw (academic years 1988-89) and its head to 1993 year.

•Organizer (in 2006) and chairman of Physics in Economy (Econophysics) speciality on Faculty of Physics University of Warsaw (from 2006 to now).

•Coorganizer, member of scientific committees of domestic and international conferences, and chair of scientific committee of many scientific conferences, for instance, http://science24.com/event/fens2015/ Currently, the main organizer of the international Econophysics Colloquium 2017 in Warsaw.

Fields of research interest

General interest

•Various random walks (Gaussian and non-Gaussian, in discrete and continuous times) and diffusions (normal and anomalous) on regular and statically & dynamically disordered lattices and networks.

•Complex systems in physics, econophysics, sociophysics, geophysics, biomedical physics, economy including finance, social science.

•Evolving complex networks and their applications in different branches of science.

•Equilibrium and non-equilibrium statistical mechanics and thermodynamics (theory of phase transitions, multifractality, ...) and their applications.

•Stochastic dynamics, Gaussian and non-Gaussian stochastic processes and their various applications.

•Applications of Extreme Value Theory in finance and geophysics.

•Applications of Catastrophe Theory in finance.

•Power-laws, scaling, universality (in physics and beyond)

•Non-Debye relaxation

•Numerical simulations in physics and beyond

Current interest

Inter- and cross-disciplinary science

Physics in finance, economy and social sciences

•Physics of complex systems and pattern formation in spatio-temporal structures, dynamical system theory, pattern recognition, self-organized criticality, prediction of complex systems, time series analysis, complex networks, emergency.

•Prediction of crises and extreme events in complex systems (with applications to finance, economics, sociology, biology, medicine (neuroscience, cardiodynamics), geophysics (earthquakes, rupture, climatology).

•Finance and economics: predictability in financial markets, theory of bubbles and crashes, large risks and tail dependence, theory of derivatives, portfolio optimization, trading strategies, insurance, macro-economics, agent-based models, market microstructure

Physics in biomedicine

•Prediction of epileptic seizure and asthma attack

Geophysics

•Study of earthquakes, ruptures, climate changes.

Recent scientific grants

In the last decade a head of few domestic and international scientific grants, e.g.,

  1. Grant Promotorski MNiSW (ealier KBN) No. GR-2392 (2006/07).
  2. Polish Research Grant No. 119 obtained within the First Competition of the Committee of Scientific Research organized by the National Bank of Poland (2010/11). 
  3. Study and Modelling of Households Incomes in Different Countries and Regions in Europe, Research Grant of EC EUROSTAT EU Statistics on Income and Living Conditions (SILC) No. EU-SILC/2010/26 (from 2010 to now).

Moreover, in the years 1988-2005 I was the head of the four research grants obtained in winning competitions of the MNiSW (or KBN). All grants received high marks final including one excellent.

List of all publications & scientific characteristic

Science24 (list of publications and their abstracts): http://science24.com/event/econo-erka/journal/?item=3

Google Scholar (list of publications ordered according citations, citation profile): https://scholar.google.pl/citations?user=rIeefdQAAAAJ&hl=en&oi=ao

Research Gate:   List of publications with abstracts, Skills, Research Expertise, Topics, and Disciplines (Physics and Socio-Economical Sciences), Research Connections: https://www.researchgate.net/profile/Ryszard_Kutner/ 

Most significant publications: 2005-2016

[1] M. Kozłowska, M. Denys, M. Wiliński, G. Link, T. Gubiec, T. R.  Werner , R. Kutner , and Z. R. Struzik (Tokyo Univ.) : Dynamic bifurcations on financial markets , Chaos, Solitons & Fractals 88 (2016), 126.

[2] M. Denys, M. Jagielski, T. Gubiec, R. Kutner , H.E. Stanley (Boston Univ.): Universality of market superstatistics , Phys. Rev. E 94 (2016), 042305.

[ 3 ] M. Wiliński, B. Szewczak, T. Gubiec, R. Kutner , Z.R. Struzik (Tokyo Univ.) : Temporal condensation and dynamic lambda-transition within the complex network: an application to real-life market evolution , Eur. Phys. J. B 88 (2015), 1 .

[ 4 ] M. Jagielski, R. Duczmal, R. Kutner , Income Distribution in the European Union Versus in the United States , Physica A 433 (2015), 36.

[ 5 ] M. Wiliński, A. Sienkiewicz, T. Gubiec, R. Kutner , Z.R. Struzik (Tokyo Univ.) : Structural and topological phase transitions on the German Stock Exchange , Physica A 392 (2013), 5963.

[6] M.Jagielski, R. Kutner : Modelling of income distribution in the European Union with the Fokker–Planck equation , Physica A 392 (2013), 2130.

[ 7 ] T. Werner, T. Gubiec, R. Kutner , D. Sornette (ETH Zürich): Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-Time Random Walk in Power-laws in real systems and beyond , The European Physical Journal Special Topics 205 (2012), 27.

[ 8 ] T. Gubiec, R. Kutner : Backward jump continuous-time random walk: An application to market trading , Physical Review E 82 (2010), 046119.

[ 9 ] A. Kasprzak, R. Kutner , J. Perelló (Univ. of Barcelona) , J. Masoliver (Univ. of Barcelona) : Higher-order phase transitions on financial markets , The European Journal of Physics B 76 (2010), 513.

[10] J. Perelló (Univ. of Barcelona), J. Masoliver (Univ. of Barcelona), A. Kasprzak, and R. Kutner : Model for interevent times with long tails and multifractality in human communications: An application to financial trading , Physical Review E 78 (2008), 036108.

[11] M. Kozłowska, A. Kasprzak, R. Kutner: Fractional Market Model and its Verification on the Warsaw Stock Exchange, International Journal of Modern Physics C 19 (2008), 453.

[12] M. Kozłowska, R. Kutner: Anomalous transport and diffusion versus extreme value theory, Physica A 357 (2005), 282.

[13] J. Hurkała, M. Gall, R. Kutner, M. Maciejczyk: Real-time numerical simulation of the Carnot cycle, European Journal of Physics 26 (2005), 673.

International scientific cooperation

1)  Prof. Zbigniew R. Struzik, The Tokyo University

2)  Prof. Didier Sornette, ETH Zurich.

3) Research group of prof. Jaume Masoliver, University of Barcelona.

4) Prof. H. Eugene Stanley, Boston University.

Editor of Conference Proceedings and Special Issues

R. Kutner, A. Pękalski, K. Sznajd-Weron (eds.): Anomalous Diffusion. From Basics to Applications. Lecture Notes in Physics Vol. 519, Springer-Verlag, Berlin 1999.

R. Kutner, J. Hołyst (eds): First Polish Symposium on Econo- and Sociophysics, Acta Physica Polonica B 36(8), 2397 (2005).

D. Grech, J. Hołyst, W. Kamiński, R. Kutner, A. Orłowski (eds): Proceedings of the 7th Polish Symposium of Physics in Economy and Social Sciences, Acta Physica Polonica A 127(3-A), A-1 (2015). 

S. Drożdż, D. Grech, R. Kutner, R. Rak (eds.): Proceedings of the 8th Polish Symposium of Physics in Economy and Social Sciences, Acta Physica Polonica A (2016), in print.

R. Kutner, J. Masoliver (eds): Continuous Time Random Walk still trendy: Fifty-years history, current state, and outlook, The European Physical Journal B (2016)  Special Issue, in print.

Awards

  • Individual award of the third degree of the MNSWiT in 1978 year for my doctoral thesis.
  • I ndividual award of the second degree for achievements in the scientific research of the Rector of the University of Warsaw, 1979 year.
  • Award of the Director of the IFD WF UW for organizing and directing the Postgraduate Studies for Teachers of Physics, 1982 year.
  • Dean WF UW Award for organizational activities relating to computerization of the WF UW, 1989 year.
  • Editor's Award journal Physics in the School for a series of articles : Kącik fizyki komputerowej , 1990 year.
  • Thanks from the Board of the National Children's Fund for long-term cooperation and in particular for the teaching of youth remarkably gifted, 1993 year.
  • Jubilee Award of the Rector of the University of Warsaw on the occasion of the 20th anniversary of my professional activity, 1995 year.
  • Praise the Rector of the University of Konstanz (Germany) for active participation in the Open Days University, 1995 year.
  • Thanks Editor of the international Journal of Physics for working as a reviewer in 1995-99.
  • Praise Director of the Institute of Theoretical Physics, University of Wrocław prof. dr. George Łukierskiego for the joint organization of the Symposium XI Max Born and exemplary fulfillment of the obligations of one of the two directors Symposium (the other was Professor. A. Pękalski of IFT UWr), 1998 year.
  • Organisers II Memorial Festival of Science in 1998. For the teaching of young people.
  • Edited by me (as a leading editor and co-author) PWN Multimedia Encyclopedia of booklet 14 with CD titled: Technique, occupied in 2001 first place in the ranking, the biggest on the Polish market computer magazine: Computer and World, Publishing Axel Springer Poland, among eleven located on the Polish market of multimedia encyclopedia.
  • Jubilee Award of the Rector of the University of Warsaw on the occasion of the 30th anniversary of professional activity, 2004 year.
  • International Awards of the Journal of Physics for working as a reviewer in the years 1995-2001 and 2001-2005.
  • Awards Manager Initiative entitled: "New Emerging Science and Technology", which is part of the 6th EU Framework Programme of the European Union, for reviewing nine international projects in 2004 and 2006.
  • Memorial organizersof the XIII Science Festival in 2008 year for a lecture presentation.
  • Memorial organizers of the XIV Festival of Science in 2010 year for a lecture presentation.
  • Letter of commendation of the President of the Polish National Bank issued in 2011 for promising scientific activity of my research team, which completed a research grant obtained by my team from the Economic Institute of the NBP for 2010-2011 .
  • Distinguished referee of Physica A and The European Physical Journal B in 2014.