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dr Andrzej Z. Górski
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| e-mail: | ***@ifj.edu.pl |
| phone: | +48-12-6628241 |
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Affiliation: |
Polish Academy of Sciences, Institute of Nuclear Physics (IFJ PAN)
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| address: | Radzikowskiego 152, Kraków, 31-342, Poland | | phone: | | | fax: | | | web: | | |
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Participant: |
| began: | 2009-05-07 |
| ended: | 2009-05-09 |
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4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych" |
Modelling emergence of money |
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Participant: |
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| began: | 2015-11-04 |
| ended: | 2015-11-07 |
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Publications: |
- Accuracy analysis of the box counting algorithm
- Accuracy of the box-counting algorithm for noisy fractals
- Agent-based modelling of commodity market dynamics
- Analysis of a network structure of the foreign currency exchange market
- Asymmetric fractal properties of positive and negative returns
- Complexity characteristics of currency networks
- Effect of detrending on multifractal characteristics
- 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
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