prof Dariusz Grech

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Affiliation:


Wrocław University, Institute of Theoretical Physics

address: pl. Maksa Borna 9, Wrocław, 50-205, Poland
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Participant:


Symposium on Econo- and Sociophysics 2004

began: 2004-11-19
ended: 2004-11-20
Presented:

Symposium on Econo- and Sociophysics 2004

Properties of old and new techniques of detrended analysis in time series.

Participant:


2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2006-04-21
ended: 2006-04-22
Presented:

2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Scaling Range for Power Laws in Time Series

Participant:


3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2007-11-22
ended: 2007-11-24
Presented:

3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Econophysics training at the University of Wroclaw

Participant:


International Conference on Economic Science with Heterogeneous Interacting Agents 2008

began: 2008-06-19
ended: 2008-06-21
Presented:

International Conference on Economic Science with Heterogeneous Interacting Agents 2008

Global and local approach in description of complex phenomena on the Polish stock market

Participant:


4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2009-05-07
ended: 2009-05-09
Presented:

Participant:


5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2010-11-25
ended: 2010-11-27
Presented:

Participant:


6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2012-04-19
ended: 2012-04-21
Presented:

6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Multifractality of nonlinear transformations of monofractal signals with application in finances

Participant:


8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2015-11-04
ended: 2015-11-07
Presented:

8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Where and how is multiscaling hidden in real time series? A case of financial data

Participant:


Econophysics Colloquium 2017

began: 2017-07-04
ended: 2017-07-07
Presented:

Econophysics Colloquium 2017

Asymmetry of price returns - analysis and perspectives from non-extensive statistical physics point of view

Publications:


  1. Asymmetry of price returns - analysis and perspectives from non-extensive statistical physics point of view
  2. Econophysics training at the University of Wroclaw
  3. Global and local approach in description of complex phenomena on the Polish stock market
  4. Methods of non-extensive statistical physics in the study of chosen companies from the Polish and Portuguese stock markets treated as example of complex financial system
  5. Multifractal background of monofractal finite signals with long memory
  6. Multifractal dynamics of stock markets - study of developing and developed financial stocks.
  7. Multifractality of nonlinear transformations of monofractal signals with application in finances
  8. New unbiased measure of multifractality and its application to multifractal assymetry in finances
  9. On the Zipf strategy for short-time investments in WIG 20 futures 
  10. Properties of old and new techniques of detrended analysis in time series.
  11. Report on Foundation and Organization of Econophysics Graduate Courses at Faculty of Physics of University of Warsaw and Department of Physics and Astronomy of the Wrocław University
  12. Scaling Range for Power Laws in Time Series
  13. The impact of heavy tailed asymmetric and symmetric probability distributions on spurious multifractallity
  14. The log-periodic oscillations and local fractal properties of the WIG time series in the vicinity of crash points.
  15. Where and how is multiscaling hidden in real time series? A case of financial data



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