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dr Jarosław Kwapień
e-mail: | ***@ifj.edu.pl |
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Affiliation: |
Polish Academy of Sciences, Institute of Nuclear Physics
address: | Radzikowskiego 152, Kraków, 31-342, Poland | phone: | 012-662-8209 | fax: | 012-662-8458 | web: | http://www.ifj.edu.pl | |
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Publications: |
- A comparative study of the applicability of the MF-DFA and the wavelet methods in the context of financial data
- Analysis of a network structure of the foreign currency exchange market
- Asymmetric fractal properties of positive and negative returns
- Characteristics of distributions for the stock returns and trading volumes
- Complexity characteristics of currency networks
- Complexity: what it is and how it can be identified
- Correlation matrix decomposition of intraday WIG20 fluctuations
- Correlation structure decomposition through scale- and amplitude-dependent qMST methodology
- Cross-correlations in Warsaw Stock Exchange
- Current status of financial log-periodicity
- Current world markets development from log-periodic perspective
- Effect of detrending on multifractal characteristics
- Financial extreme events with negative fractal dimensions.
- Foreign currency network: its structure, evolution and subtle interactions
- Fractals, log-periodicity and financial crashes
- Internal organization of languages: Decomposing "Ulysses"
- Literary and scientific texts in network representation
- Long-range dependences in natural language
- Measuring subtle effects of persistence in the stock market dynamics
- 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
- Statistical properties of stock market eigensignals
- The generalized detrended cross-correlation coefficient ρq and its application to financial data.
- Time correlations in currency exchange rates
- Volatility correlations in narrative
- World markets development from log-periodic perspective
- Statistical and network-based analysis of English and Polish literary texts.
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