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dr Paweł Oświęcimka
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: |
- 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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