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dr Paweł Oświęcimka
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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
Participant:
Symposium on Econo- and Sociophysics 2004
began:
2004-11-19
ended:
2004-11-20
Presented:
Symposium on Econo- and Sociophysics 2004
A comparative study of the applicability of the MF-DFA and the wavelet methods in the context of financial data
Participant:
2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
began:
2006-04-21
ended:
2006-04-22
Presented:
2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Multifractal Model of Asset Returns versus real stock market dynamics
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"
Asymmetric fractal properties of positive and negative returns
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
Time correlations in currency exchange rates
Participant:
4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
began:
2009-05-07
ended:
2009-05-09
Presented:
4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Fractals, log-periodicity and financial crashes
Participant:
5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
began:
2010-11-25
ended:
2010-11-27
Presented:
5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Financial extreme events with negative fractal dimensions.
Participant:
6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
began:
2012-04-19
ended:
2012-04-21
Presented:
6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Effect of detrending on multifractal characteristics
Participant:
8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
began:
2015-11-04
ended:
2015-11-07
Presented:
8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Asymmetry Effect in Fractal Organization of Financial Time Series
Participant:
Econophysics Colloquium 2017
began:
2017-07-04
ended:
2017-07-07
Presented:
Econophysics Colloquium 2017
Correlation structure decomposition through scale- and amplitude-dependent qMST methodology
Publications:
Accuracy of the box-counting algorithm for noisy fractals
A comparative study of the applicability of the MF-DFA and the wavelet methods in the context of financial data
Agent-based modelling of commodity market dynamics
Asymmetric fractal properties of positive and negative returns
Asymmetry Effect in Fractal Organization of Financial Time Series
Complexity characteristics of currency networks
Correlation structure decomposition through scale- and amplitude-dependent qMST methodology
Current world markets development from log-periodic perspective
Effect of detrending on multifractal characteristics
Financial extreme events with negative fractal dimensions.
Fractals, log-periodicity and financial crashes
Hurst exponent as a tool of technical analysis in the foreign exchange market
Modelling emergence of money
Multifractal cross-correlation and casual direction between energy and financial markets in 2014-2016
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
Technological stock market revolution from multifractal perspective
Time correlations in currency exchange rates
World markets development from log-periodic perspective
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