dr Jarosław Kwapień

Affiliation:

Polish Academy of Sciences, Institute of Nuclear Physics

Participant:

Symposium on Econo- and Sociophysics 2004

Participant:

2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

International Conference on Economic Science with Heterogeneous Interacting Agents 2008

Participant:

4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

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 ρ_q 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.