dr Marzena Kozłowska

Affiliation:

Faculty of Physics, University of Warsaw

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"

Publications:

1. Anomalous transport and diffusion versus extreme value theory
2. Asymmetric noises on a stock exchange.
3. Catastrophic bifurcations on financial markets
4. Dynamic bifurcations on financial markets
5. Dynamics of the Warsaw Stock Exchange index as analysed by the fractional relaxation equation
6. Fractional Market Model and its verification on stock markets of small size
7. Fractional Market Model and its Verification on the Warsaw Stock Exchange
8. Model of the fractional viscoelastic market
9. News from application of the Mittag-Leffler function to house and financial markets
10. Non-linear long-term autocorrelations present in empirical and synthetic high-frequency financial time-series. Possibility of risk classification
11. Uogólniony i zreinterpretowany model materiałów lepkosprężystych jako narzędzie badania dynamiki wybranych indeksów giełdowych