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dr Tomasz R. Werner

e-mail:
phone: +48-22-5532301
fax: +48-22-6219475
web:
interest(s):

Affiliation:

Uniwersytet Warszawski, Wydział Fizyki, Instytut Fizyki Teoretycznej

address: Hoża 69, Warszawa, 00-681, Poland
phone: +48-22-5532000
fax: +48-22-6219475
web: http://www.fuw.edu.pl

Participant:

4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2009-05-07
ended: 2009-05-09
Presented:

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"
Influence of super-extreme events on a Weierstrass-Mandelbrot Continuous-Time Random Walk

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"
Superextreme Events and Their Impact on Characteristics of Time Series

Publications:
  1. Catastrophic bifurcations on financial markets
  2. Dynamic bifurcations on financial markets
  3. Influence of super-extreme events on a Weierstrass-Mandelbrot Continuous-Time Random Walk
  4. Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk
  5. Superextreme Events and Their Impact on Characteristics of Time Series



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