Search for content and authors
 

- Andrzej Kasprzak

e-mail:
phone:
fax:
web:
interest(s):

Affiliation:


Warsaw University, Faculty of Physics

address: Hoża 69, Warszawa, 00-681, Poland
phone: +48 22 5532123
fax: +48 22 6252336
web: http://www.fuw.edu.pl

Participant:


3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

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

3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Multifractality within the continuous-time random walk in financial markets

Participant:


International Conference on Economic Science with Heterogeneous Interacting Agents 2008

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

International Conference on Economic Science with Heterogeneous Interacting Agents 2008

Anomalous left-sided multifractal structure of intertransation time-intervals and the possible third-order phase transition on financial market

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:

Publications:


  1. Anomalous left-sided multifractal structure of intertransation time-intervals and the possible third-order phase transition on financial market
  2. Fractional Market Model and its Verification on the Warsaw Stock Exchange
  3. Higher-order phase transitions on financial markets
  4. Model of the fractional viscoelastic market
  5. Multifractality within the continuous-time random walk in financial markets



Google
 
Web science24.com
© 1998-2024 pielaszek research, all rights reserved Powered by the Conference Engine