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dr Rafał Rak
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web:
http://www.ur.edu.pl/wydzialy/matematyczno-przyrodniczy/jednostki-organizacyjne/katedra-fizyki-teoretycznej/pracownicy/dr-rafal-rak
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Affiliation:
Faculty of Mathematics and Natural Sciences, University of Rzeszów
address:
, Rzeszów, 35-959,
Poland
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Participant:
Symposium on Econo- and Sociophysics 2004
began:
2004-11-19
ended:
2004-11-20
Presented:
Symposium on Econo- and Sociophysics 2004
Measuring subtle effects of persistence in the stock market dynamics
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"
Correlation matrix decomposition of intraday WIG20 fluctuations
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"
Cross-correlations in Warsaw Stock Exchange
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:
5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Characteristics of distributions for the stock returns and trading volumes
Participant:
8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
began:
2015-11-04
ended:
2015-11-07
Presented:
Participant:
Econophysics Colloquium 2017
began:
2017-07-04
ended:
2017-07-07
Presented:
Econophysics Colloquium 2017
The impact of heavy tailed asymmetric and symmetric probability distributions on spurious multifractallity
Publications:
Characteristics of distributions for the stock returns and trading volumes
Correlation matrix decomposition of intraday WIG20 fluctuations
Cross-correlations in Warsaw Stock Exchange
Financial extreme events with negative fractal dimensions.
Measuring subtle effects of persistence in the stock market dynamics
Quantitative analysis of meteorological data
The generalized detrended cross-correlation coefficient ρ
q
and its application to financial data.
The impact of heavy tailed asymmetric and symmetric probability distributions on spurious multifractallity
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