dr Ryszard Kutner

Affiliation:

Warsaw University, Faculty of Physics

Publications:

1. Anomalous left-sided multifractal structure of intertransation time-intervals and the possible third-order phase transition on financial market
2. Dynamics of the Warsaw Stock Exchange index as analysed by the fractional relaxation equation
3. Econophysics on Faculty of Physics at Warsaw University
4. Fractional Market Model and its verification on stock markets of small size
5. Model of the fractional viscoelastic market
6. Multifractality within the continuous-time random walk in financial markets
7. News from application of the Mittag-Leffler function to house and financial markets
8. Non-linear long-term autocorrelations present in empirical and synthetic high-frequency financial time-series. Possibility of risk classification
9. Problem of rare events in modelling of the financial state of insurance company
10. Share price movements as non-independent continuous-time random walk
11. Study of households' income in Poland by using the statistical physics approach