dr Andrzej Z. Górski
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Affiliation:
Polish Academy of Sciences, Institute of Nuclear Physics (IFJ PAN)
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Radzikowskiego 152, Kraków, 31-342,
Poland
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Publications:
Analysis of a network structure of the foreign currency exchange market
Asymmetric fractal properties of positive and negative returns
Complexity characteristics of currency networks
Fractals, log-periodicity and financial crashes
Modelling emergence of money
Multifractal Model of Asset Returns versus real stock market dynamics
Non-Hermitean matrices in an analysis of financial correlations
Power like scaling in Minimal Spanning Tree Graphs for FOREX networks
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