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