prof Stanisław Drożdż

e-mail:
fax: +48-12-6628458
web:
interest(s):

Affiliation:


Polish Academy of Sciences, Institute of Nuclear Physics (IFJ PAN)

address: Radzikowskiego 152, Kraków, 31-342, Poland
phone:
fax:
web:

Affiliation:


Cracow University of Technology, Institute of Computing Science

address: Al. Jana Pawła II 37, Kraków, 31-864, Poland
phone: (12)6283644
fax:
web:

Participant:


Symposium on Econo- and Sociophysics 2004

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

Participant:


2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

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

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"

Current status of financial log-periodicity

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:

5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

World markets development from log-periodic perspective

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"

Current world markets development from log-periodic perspective

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"

Complexity characteristics of world econo- and sociophysics scientific collaboration network

Participant:


Econophysics Colloquium 2017

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

Econophysics Colloquium 2017

Volatility correlations in narrative

Publications:


  1. Accuracy analysis of the box counting algorithm
  2. A comparative study of the applicability of the MF-DFA and the wavelet methods in the context of financial data
  3. Agent-based modelling of commodity market dynamics
  4. Analysis of a network structure of the foreign currency exchange market
  5. Asymmetric fractal properties of positive and negative returns
  6. Asymmetry Effect in Fractal Organization of Financial Time Series
  7. Characteristics of distributions for the stock returns and trading volumes
  8. Complexity characteristics of currency networks
  9. Complexity characteristics of world econo- and sociophysics scientific collaboration network
  10. Complexity: what it is and how it can be identified
  11. Correlation matrix decomposition of intraday WIG20 fluctuations
  12. Correlation structure decomposition through scale- and amplitude-dependent qMST methodology  
  13. Cross-correlations in Warsaw Stock Exchange
  14. Current status of financial log-periodicity
  15. Current world markets development from log-periodic perspective
  16. Effect of detrending on multifractal characteristics
  17. Financial extreme events with negative fractal dimensions.
  18. Foreign currency network: its structure, evolution and subtle interactions
  19. Fractals, log-periodicity and financial crashes
  20. Internal organization of languages: Decomposing "Ulysses"
  21. Literary and scientific texts in network representation
  22. Long-range dependences in natural language
  23. Measuring subtle effects of persistence in the stock market dynamics
  24. Modelling emergence of money
  25. Multifractal cross-correlation and casual direction between energy and financial markets in 2014-2016
  26. Multifractal Model of Asset Returns versus real stock market dynamics
  27. Non-Hermitean matrices in an analysis of financial correlations
  28. Power like scaling in Minimal Spanning Tree Graphs for FOREX networks
  29. Statistical properties of stock market eigensignals
  30. Technological stock market revolution from multifractal perspective
  31. The generalized detrended cross-correlation coefficient ρq and its application to financial data.
  32. Time correlations in currency exchange rates
  33. Volatility correlations in narrative
  34. World markets development from log-periodic perspective
  35. Zipf distribution related characteristics of punctuation marks in narrative texts
  36.   Statistical and network-based analysis of English and Polish literary texts.



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