prof Dariusz Grech

Affiliation:

Wrocław University, Institute of Theoretical Physics

Participant:

Symposium on Econo- and Sociophysics 2004

Participant:

2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

International Conference on Economic Science with Heterogeneous Interacting Agents 2008

Participant:

4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

Econophysics Colloquium 2017

Publications:

1. Asymmetry of price returns - analysis and perspectives from non-extensive statistical physics point of view
2. Econophysics training at the University of Wroclaw
3. Global and local approach in description of complex phenomena on the Polish stock market
4. Methods of non-extensive statistical physics in the study of chosen companies from the Polish and Portuguese stock markets treated as example of complex financial system
5. Multifractal background of monofractal finite signals with long memory
6. Multifractal dynamics of stock markets - study of developing and developed financial stocks.
7. Multifractality of nonlinear transformations of monofractal signals with application in finances
8. New unbiased measure of multifractality and its application to multifractal assymetry in finances
9. On the Zipf strategy for short-time investments in WIG 20 futures 
10. Properties of old and new techniques of detrended analysis in time series.
11. Report on Foundation and Organization of Econophysics Graduate Courses at Faculty of Physics of University of Warsaw and Department of Physics and Astronomy of the Wrocław University
12. Scaling Range for Power Laws in Time Series
13. The impact of heavy tailed asymmetric and symmetric probability distributions on spurious multifractallity
14. The log-periodic oscillations and local fractal properties of the WIG time series in the vicinity of crash points.
15. Where and how is multiscaling hidden in real time series? A case of financial data