Jarosław Kwapień

Affiliation:

Polish Academy of Sciences, Institute of Nuclear Physics

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. Complexity characteristics of currency networks
5. Correlation matrix decomposition of intraday WIG20 fluctuations
6. Cross-correlations in Warsaw Stock Exchange
7. Current status of financial log-periodicity
8. Foreign currency network: its structure, evolution and subtle interactions
9. Fractals, log-periodicity and financial crashes
10. Internal organization of languages: Decomposing "Ulysses"
11. Measuring subtle effects of persistence in the stock market dynamics
12. Modelling emergence of money
13. Multifractal Model of Asset Returns versus real stock market dynamics
14. Non-Hermitean matrices in an analysis of financial correlations
15. Power like scaling in Minimal Spanning Tree Graphs for FOREX networks
16. Statistical properties of stock market eigensignals
17. Time correlations in currency exchange rates
18.   Statistical and network-based analysis of English and Polish literary texts.