prof Ryszard Kutner

e-mail:
fax: +48-22-8536980
web:
interest(s):

Affiliation:


University of Warsaw, Faculty of Physics, Institute of Experimental Physics

address: Hoża 69, Warsaw, 00-681, Poland
phone:
fax:
web:

Participant:


Symposium on Econo- and Sociophysics 2004

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

Symposium on Econo- and Sociophysics 2004

Non-linear long-term autocorrelations present in empirical and synthetic high-frequency financial time-series. Possibility of risk classification

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"

Econophysics on Faculty of Physics at Warsaw University

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

Model of the fractional viscoelastic market

Participant:


4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

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

4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

News from application of the Mittag-Leffler function to house and financial markets

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"

Catastrophic bifurcations on financial markets

Participant:


Econophysics group of Ryszard Kutner

began: 2012-06-23
ended: 2030-12-31
Presented:

Econophysics group of Ryszard Kutner

Rozmowa o Ekonofizycje - Akademickie Radio Kampus

Econophysics group of Ryszard Kutner

Higher-order phase transitions on financial markets

Econophysics group of Ryszard Kutner

Temporal condensation and dynamic λ-transition within the complex network: an application to real-life market evolution

Econophysics group of Ryszard Kutner

Backward jump continuous-time random walk: An application to market trading

Econophysics group of Ryszard Kutner

Income distribution in the European Union versus in the United States

Econophysics group of Ryszard Kutner

Stochastic simulations of time series within Weierstrass–Mandelbrot walks

Econophysics group of Ryszard Kutner

Comparative Analysis of Income Distributions in the European Union and the United States

Econophysics group of Ryszard Kutner

Excess Noise for Driven Diffusive Systems

Econophysics group of Ryszard Kutner

Diffusion in concentrated lattice gases. III. Tracer diffusion on a one-dimensional lattice

Econophysics group of Ryszard Kutner

Chemical diffusion in the lattice gas of non-interacting particles

Econophysics group of Ryszard Kutner

Diffusion in concentrated lattice gases. Self-diffusion of noninteracting particles in three-dimensional lattices

Econophysics group of Ryszard Kutner

Diffusion in concentrated lattice gases. II. Particles with attractive nearest-neighbor interaction on three-dimensional lattices

Econophysics group of Ryszard Kutner

Anomalous Diffusion: From Basics to Applications

Econophysics group of Ryszard Kutner

Mean square displacement of a tracer particle in a hard-core lattice gas

Econophysics group of Ryszard Kutner

Diffusion in concentrated lattice gases IV. Diffusion coefficient of tracer particle with different jump rate

Econophysics group of Ryszard Kutner

Diffusion in concentrated lattice gases. V. Particles with repulsive nearest-neighbor interaction on the face-centered-cubic lattice

Econophysics group of Ryszard Kutner

Thermal neutron scattering from a hydrogen-metal system in terms of a general multi-sublattice jump diffusion model—I: Theory

Econophysics group of Ryszard Kutner

Random walk on a random walk

Econophysics group of Ryszard Kutner

Diffusion in concentrated lattice gases. VI. Tracer diffusion on two coupled linear chains

Econophysics group of Ryszard Kutner

Hierarchical spatio-temporal coupling in fractional wanderings. (I) Continuous-time Weierstrass flights

Econophysics group of Ryszard Kutner

Correlated hopping in honeycomb lattice: tracer diffusion coefficient at arbitrary lattice gas concentration

Econophysics group of Ryszard Kutner

Diffusion in one-dimensional bosonic lattice gas

Econophysics group of Ryszard Kutner

Structural and topological phase transitions on the German Stock Exchange 

Econophysics group of Ryszard Kutner

Modeling of income distribution in the European Union with the Fokker-Planck equation

Econophysics group of Ryszard Kutner

Susceptibility and transport coefficient in a transient state on a one-dimensional lattice. I. Extended linear response and diffusion

Econophysics group of Ryszard Kutner

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

Econophysics group of Ryszard Kutner

Dynamic structural and topological phase transitions on the Warsaw Stock Exchange: A phenomenological approach

Econophysics group of Ryszard Kutner

Higher-order analysis within Weierstrass hierarchical walks

Econophysics group of Ryszard Kutner

Study of the non-linear autocorrelations within the Gaussian regime

Econophysics group of Ryszard Kutner

Anomalous transport and diffusion versus extreme value theory

Econophysics group of Ryszard Kutner

Diffusion in concentrated lattice gases: Intermediate incoherent dynamical scattering function for tagged particles on a square lattice

Econophysics group of Ryszard Kutner

Fractional Market Model and its Verification on the Warsaw Stock Exchange

Econophysics group of Ryszard Kutner

Bose-Einstein condensation shown by Monte Carlo simulation

Econophysics group of Ryszard Kutner

Remarks on the possible universal mechanism of the non-linear long-term autocorrelations in financial time-series

Econophysics group of Ryszard Kutner

Random walk on a linear chain with a quenched distribution of jump lengths

Econophysics group of Ryszard Kutner

Modified Fermi-Dirac Statistics of Fermionic Lattice Gas by the Back-Jump Correlations

Econophysics group of Ryszard Kutner

Thermal neutron scattering from the hydrogen-metal systems in terms of general multi-sublattice jump diffusion model - II: Remarks on hydrogen diffusion in the α-phase of Nb-H

Econophysics group of Ryszard Kutner

Simple molecular mechanisms of heat transfer: Debye relaxation versus power-law

Econophysics group of Ryszard Kutner

Stock market context of the Lévy walks with varying velocity

Econophysics group of Ryszard Kutner

Tracer diffusion on two coupled lines: The long-time tail of the velocity autocorrelation function compared to the mode-coupling prediction

Econophysics group of Ryszard Kutner

Distribution for Fermionic Discrete Lattice Gas within the Canonical Ensemble

Econophysics group of Ryszard Kutner

Monte Carlo Simulations of Lattice Gases Exhibiting Quantum Statistical Distributions

Econophysics group of Ryszard Kutner

Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk

Econophysics group of Ryszard Kutner

Biased random walk on a biased random walk

Econophysics group of Ryszard Kutner

Possible origin of the non-linear long-term autocorrelations within the Gaussian regime

Econophysics group of Ryszard Kutner

Applications of statistical mechanics to non-brownian random motion

Econophysics group of Ryszard Kutner

Real-time numerical simulation of the Carnot cycle

Econophysics group of Ryszard Kutner

Quantum statistics and discreteness. Differences between the canonical and grand canonical ensembles for a fermionic lattice gas

Econophysics group of Ryszard Kutner

Tracer diffusion in honey-comb lattice correlations over several consecutive jumps

Econophysics group of Ryszard Kutner

Spatio–temporal coupling in the continuous-time Lévy flights

Econophysics group of Ryszard Kutner

Determination of the chemical diffusion coefficient by Monte Carlo simulation of the center-of-mass propagation

Econophysics group of Ryszard Kutner

Tracer Diffusion in Concentrated Lattice Gas Models. Rectangular Lattices with Anisotropic Jump Rates

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"

Universality of market superstatistics. Superscaling

Participant:


Econophysics Colloquium 2017

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

Participant:


7 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began:
ended:
Presented:

Publications:


  1. Analysis of leptokurtosis in model distributions and simulated noises
  2. Analysis of times between events by methods of statistical physics
  3. Anomalous Diffusion: From Basics to Applications
  4. Anomalous left-sided multifractal structure of intertransation time-intervals and the possible third-order phase transition on financial market
  5. Anomalous transport and diffusion versus extreme value theory
  6. Application of the MST technique to the analysis of cross-correlations in the Warsaw Stock Exchang.
  7. Applications of statistical mechanics to non-brownian random motion
  8. Asymmetric noises on a stock exchange.
  9. Backward jump continuous-time random walk: An application to market trading
  10. Backward jump Continuous-Time Random Walk on a stock market. What is the true origin of the autocorrelation on the market?
  11. Biased random walk on a biased random walk
  12. Bose-Einstein condensation shown by Monte Carlo simulation
  13. Catastrophic bifurcations on financial markets
  14. Chemical diffusion in the lattice gas of non-interacting particles
  15. Comparative Analysis of Income Distributions in the European Union and the United States
  16. Continuous-Time Random Walk models with memory. An application to description of market dynamics
  17. Correlated hopping in honeycomb lattice: tracer diffusion coefficient at arbitrary lattice gas concentration
  18. Correlations and dependencies in high-frequency stock market data
  19. Determination of the chemical diffusion coefficient by Monte Carlo simulation of the center-of-mass propagation
  20. Diffusion in concentrated lattice gases. III. Tracer diffusion on a one-dimensional lattice
  21. Diffusion in concentrated lattice gases. II. Particles with attractive nearest-neighbor interaction on three-dimensional lattices
  22. Diffusion in concentrated lattice gases: Intermediate incoherent dynamical scattering function for tagged particles on a square lattice
  23. Diffusion in concentrated lattice gases IV. Diffusion coefficient of tracer particle with different jump rate
  24. Diffusion in concentrated lattice gases. Self-diffusion of noninteracting particles in three-dimensional lattices
  25. Diffusion in concentrated lattice gases. VI. Tracer diffusion on two coupled linear chains
  26. Diffusion in concentrated lattice gases. V. Particles with repulsive nearest-neighbor interaction on the face-centered-cubic lattice
  27. Diffusion in one-dimensional bosonic lattice gas
  28. Distribution for Fermionic Discrete Lattice Gas within the Canonical Ensemble
  29. Dynamic bifurcations on financial markets
  30. Dynamics of the Warsaw Stock Exchange index as analysed by the fractional relaxation equation
  31. Dynamic structural and topological phase transitions on the Warsaw Stock Exchange: A phenomenological approach
  32. Econophysics on Faculty of Physics at Warsaw University
  33. Excess Noise for Driven Diffusive Systems
  34. Fractional Market Model and its verification on stock markets of small size
  35. Fractional Market Model and its Verification on the Warsaw Stock Exchange
  36. Hierarchical spatio-temporal coupling in fractional wanderings. (I) Continuous-time Weierstrass flights
  37. Higher-order analysis within Weierstrass hierarchical walks
  38. Higher-order phase transitions on financial markets
  39. Income and wealth distribution of Norwegian households
  40. Income distribution in the European Union versus in the United States
  41. Influence of super-extreme events on a Weierstrass-Mandelbrot Continuous-Time Random Walk
  42. Inter-transaction times and long memory of financial time series
  43. Intraday correlation structure for high frequency financial data
  44. Is Implied Volatility based mostly on recent price activity?
  45. Mean square displacement of a tracer particle in a hard-core lattice gas
  46. Modeling of income distribution in the European Union with the Fokker-Planck equation
  47. Modeling of large claims in a non-life insurance company
  48. Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk
  49. Modelling of annual European Union household incomes by using an equilibrium solution of the threshold Fokker-Planck equation
  50. Model of the fractional viscoelastic market
  51. Modified Fermi-Dirac Statistics of Fermionic Lattice Gas by the Back-Jump Correlations
  52. Monte Carlo Simulations of Lattice Gases Exhibiting Quantum Statistical Distributions
  53. Multifractality within the continuous-time random walk in financial markets
  54. News from application of the Mittag-Leffler function to house and financial markets
  55. Non-Gaussian statistics on the Forex
  56. Non-linear long-term autocorrelations present in empirical and synthetic high-frequency financial time-series. Possibility of risk classification
  57. Possible origin of the non-linear long-term autocorrelations within the Gaussian regime
  58. Problem of rare events in modelling of the financial state of insurance company
  59. Quantum statistics and discreteness. Differences between the canonical and grand canonical ensembles for a fermionic lattice gas
  60. Random walk on a linear chain with a quenched distribution of jump lengths
  61. Random walk on a random walk
  62. Real-time numerical simulation of the Carnot cycle
  63. Remarks on the possible universal mechanism of the non-linear long-term autocorrelations in financial time-series
  64. 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
  65. Rozmowa o Ekonofizycje - Akademickie Radio Kampus
  66. Share price movements as non-independent continuous-time random walk
  67. Simple molecular mechanisms of heat transfer: Debye relaxation versus power-law
  68. Spatio–temporal coupling in the continuous-time Lévy flights
  69. Stochastic simulations of time series within Weierstrass–Mandelbrot walks
  70. Stock market context of the Lévy walks with varying velocity
  71. Structural and topological phase transitions on the German Stock Exchange 
  72. Study of households' income in Poland by using the statistical physics approach
  73. Study of the non-linear autocorrelations within the Gaussian regime
  74. Study of  households' income  in Poland and European Union by using the statistical physics approach
  75. Superextreme Events and Their Impact on Characteristics of Time Series
  76. Susceptibility and transport coefficient in a transient state on a one-dimensional lattice. I. Extended linear response and diffusion
  77. Temporal condensation and dynamic λ-transition within the complex network: an application to real-life market evolution
  78. The non-gaussian continuous-time random walk analisys of the option dynamics
  79. Thermal neutron scattering from a hydrogen-metal system in terms of a general multi-sublattice jump diffusion model—I: Theory
  80. Thermal neutron scattering from the hydrogen-metal systems in terms of general multi-sublattice jump diffusion model - II: Remarks on hydrogen diffusion in the α-phase of Nb-H
  81. The role of driving parameters of the three-state Ising model on the stability of the reconstruction of financial market phenomena
  82. Tracer Diffusion in Concentrated Lattice Gas Models. Rectangular Lattices with Anisotropic Jump Rates
  83. Tracer diffusion in honey-comb lattice correlations over several consecutive jumps
  84. Tracer diffusion on two coupled lines: The long-time tail of the velocity autocorrelation function compared to the mode-coupling prediction
  85. Universality of market superstatistics
  86. Universality of market superstatistics. Superscaling



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