- Mateusz J. Wilinski

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Affiliation:


Uniwersytet Warszawski, Wydział Fizyki

address: ul. Pasteura 5, Warszawa, 02-093, Poland
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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"

Complex correlation based networks - clustering and causalities in the market

Participant:


Econophysics Colloquium 2017

began: 2017-07-04
ended: 2017-07-07
Presented:

Econophysics Colloquium 2017

Intraday correlation structure for high frequency financial data

Econophysics Colloquium 2017

Modeling Endogenous Contagion on O/N Interbank Market

Publications:


  1. Complex correlation based networks - clustering and causalities in the market
  2. Intraday correlation structure for high frequency financial data
  3. Modeling Endogenous Contagion on O/N Interbank Market



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