dr Tomasz Gubiec

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web: http://www.fuw.edu.pl/~tgubiec/
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Affiliation:


University of Warsaw, Faculty of Physics, Institute of Experimental Physics

address: Hoża 69, Warsaw, 00-681, Poland
phone:
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web:

Affiliation:


Center for Polymer Studies and Department of Physics, Boston University

address: 590 Commonwealth Ave, Boston, MA, 02215, United States
phone:
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Participant:


3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2007-11-22
ended: 2007-11-24
Presented:

Participant:


International Conference on Economic Science with Heterogeneous Interacting Agents 2008

began: 2008-06-19
ended: 2008-06-21
Presented:

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"

Share price movements as non-independent continuous-time random walk

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"

Backward jump Continuous-Time Random Walk on a stock market. What is the true origin of the autocorrelation on the market?

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"

Continuous-Time Random Walk models with memory. An application to description of market dynamics

6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Correlations and dependencies in high-frequency stock market data

Participant:


CyberEmotions conference

began: 2013-01-29
ended: 2013-01-30
Presented:

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"

Physics of polish banking system

Participant:


Econophysics Colloquium 2017

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

Econophysics Colloquium 2017

Inter-transaction times and long memory of financial time series

Publications:


  1. Analysis of times between events by methods of statistical physics
  2. Backward jump continuous-time random walk: An application to market trading
  3. Backward jump Continuous-Time Random Walk on a stock market. What is the true origin of the autocorrelation on the market?
  4. Catastrophic bifurcations on financial markets
  5. Coevolution in model of social interactions: getting closer to real-world networks
  6. Coevolving complex networks in the model of social interaction
  7. Continuous-Time Random Walk models with memory. An application to description of market dynamics
  8. Continuous-time random walk with memory in study of autocorrelations present in financial time series
  9. Correlations and dependencies in high-frequency stock market data
  10. Dynamic bifurcations on financial markets
  11. Dynamic structural and topological phase transitions on the Warsaw Stock Exchange: A phenomenological approach
  12. Influence of super-extreme events on a Weierstrass-Mandelbrot Continuous-Time Random Walk
  13. Inter-transaction times and long memory of financial time series
  14. Intraday correlation structure for high frequency financial data
  15. Modeling Endogenous Contagion on O/N Interbank Market
  16. Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk
  17. Physics of polish banking system
  18. Share price movements as non-independent continuous-time random walk
  19. Statistical mechanics of coevolving Ising model
  20. Structural and topological phase transitions on the German Stock Exchange 
  21. Study of time series reversibility with Pomeau criterion
  22. Superextreme Events and Their Impact on Characteristics of Time Series
  23. Temporal condensation and dynamic λ-transition within the complex network: an application to real-life market evolution
  24. Universality of market superstatistics
  25. Universality of market superstatistics. Superscaling



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