dr Paweł Oświęcimka

e-mail:
fax:
web:
interest(s):

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

A comparative study of the applicability of the MF-DFA and the wavelet methods in the context of financial data

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"

Multifractal Model of Asset Returns versus real stock market dynamics

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"

Asymmetric fractal properties of positive and negative returns

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

Time correlations in currency exchange rates

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"

Fractals, log-periodicity and financial crashes

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"

Financial extreme events with negative fractal dimensions.

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"

Effect of detrending on multifractal characteristics

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"

Asymmetry Effect in Fractal Organization of Financial Time Series

Participant:


Econophysics Colloquium 2017

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

Econophysics Colloquium 2017

Correlation structure decomposition through scale- and amplitude-dependent qMST methodology  

Publications:


  1. Accuracy of the box-counting algorithm for noisy fractals
  2. A comparative study of the applicability of the MF-DFA and the wavelet methods in the context of financial data
  3. Agent-based modelling of commodity market dynamics
  4. Asymmetric fractal properties of positive and negative returns
  5. Asymmetry Effect in Fractal Organization of Financial Time Series
  6. Complexity characteristics of currency networks
  7. Correlation structure decomposition through scale- and amplitude-dependent qMST methodology  
  8. Current world markets development from log-periodic perspective
  9. Effect of detrending on multifractal characteristics
  10. Financial extreme events with negative fractal dimensions.
  11. Fractals, log-periodicity and financial crashes
  12. Hurst exponent as a tool of technical analysis in the foreign exchange market
  13. Modelling emergence of money
  14. Multifractal cross-correlation and casual direction between energy and financial markets in 2014-2016
  15. Multifractal Model of Asset Returns versus real stock market dynamics
  16. Non-Hermitean matrices in an analysis of financial correlations
  17. Power like scaling in Minimal Spanning Tree Graphs for FOREX networks
  18. Technological stock market revolution from multifractal perspective
  19. Time correlations in currency exchange rates
  20. World markets development from log-periodic perspective



Google
 
Web science24.com
© 1998-2019 pielaszek research, all rights reserved Powered by the Conference Engine