dr Jarosław Kwapień

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Affiliation:


Polish Academy of Sciences, Institute of Nuclear Physics

address: Radzikowskiego 152, Kraków, 31-342, Poland
phone: 012-662-8209
fax: 012-662-8458
web: http://www.ifj.edu.pl

Participant:


Symposium on Econo- and Sociophysics 2004

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

Symposium on Econo- and Sociophysics 2004

Statistical properties of stock market eigensignals

Participant:


2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

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

2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Non-Hermitean matrices in an analysis of financial correlations

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"

Internal organization of languages: Decomposing "Ulysses"

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

Analysis of a network structure of the foreign currency exchange 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"

  Statistical and network-based analysis of English and Polish literary texts.

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"

Long-range dependences in natural language

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"

Complexity: what it is and how it can be identified

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"

The generalized detrended cross-correlation coefficient ρq and its application to financial data.

Publications:


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



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