dr Andrzej Z. Górski

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Affiliation:


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

address: Radzikowskiego 152, Kraków, 31-342, Poland
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fax:
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Publications:


  1. Analysis of a network structure of the foreign currency exchange market
  2. Asymmetric fractal properties of positive and negative returns
  3. Complexity characteristics of currency networks
  4. Fractals, log-periodicity and financial crashes
  5. Modelling emergence of money
  6. Multifractal Model of Asset Returns versus real stock market dynamics
  7. Non-Hermitean matrices in an analysis of financial correlations
  8. Power like scaling in Minimal Spanning Tree Graphs for FOREX networks



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