Paweł Oświęcimka

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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

Publications:


  1. A comparative study of the applicability of the MF-DFA and the wavelet methods in the context of financial data
  2. Asymmetric fractal properties of positive and negative returns
  3. Complexity characteristics of currency networks
  4. Fractals, log-periodicity and financial crashes
  5. Modelling emergence of money
  6. Multifractal Model of Asset Returns versus real stock market dynamics
  7. Non-Hermitean matrices in an analysis of financial correlations
  8. Power like scaling in Minimal Spanning Tree Graphs for FOREX networks
  9. Time correlations in currency exchange rates



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