Zobrazeno 1 - 10
of 723
pro vyhledávání: '"Kwapień, J."'
Publikováno v:
Acta Phys. Pol. A 123, 597-603 (2013)
Different variants of MFDFA technique are applied in order to investigate various (artificial and real-world) time series. Our analysis shows that the calculated singularity spectra are very sensitive to the order of the detrending polynomial used wi
Externí odkaz:
http://arxiv.org/abs/1212.0354
Autor:
Rak R; College of Natural Sciences, University of Rzeszów, Pigonia 1, 35-310 Rzeszów, Poland., Drożdż S; Complex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, ul. Radzikowskiego 152, 31-342 Kraków, Poland.; Faculty of Computer Science and Telecommunications, Cracow University of Technology, ul. Warszawska 24, 31-155 Kraków, Poland., Kwapień J; Complex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, ul. Radzikowskiego 152, 31-342 Kraków, Poland., Oświęcimka P; Complex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, ul. Radzikowskiego 152, 31-342 Kraków, Poland.
Publikováno v:
Chaos (Woodbury, N.Y.) [Chaos] 2024 Oct 01; Vol. 34 (10).
Autor:
Dec J; Faculty of Computer Science and Telecommunications, Cracow University of Technology, 31-155 Kraków, Poland., Dolina M; Faculty of Computer Science and Telecommunications, Cracow University of Technology, 31-155 Kraków, Poland., Drożdż S; Faculty of Computer Science and Telecommunications, Cracow University of Technology, 31-155 Kraków, Poland.; Complex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, 31-342 Kraków, Poland., Kwapień J; Complex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, 31-342 Kraków, Poland., Stanisz T; Complex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, 31-342 Kraków, Poland.
Publikováno v:
Entropy (Basel, Switzerland) [Entropy (Basel)] 2024 Aug 22; Vol. 26 (8). Date of Electronic Publication: 2024 Aug 22.
Autor:
Stanisz T; Complex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, ul. Radzikowskiego 152, 31-342 Kraków, Poland., Drożdż S; Complex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, ul. Radzikowskiego 152, 31-342 Kraków, Poland.; Faculty of Computer Science and Telecommunications, Cracow University of Technology, ul. Warszawska 24, 31-155 Kraków, Poland., Kwapień J; Complex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, ul. Radzikowskiego 152, 31-342 Kraków, Poland.
Publikováno v:
Chaos (Woodbury, N.Y.) [Chaos] 2024 Aug 01; Vol. 34 (8).
Publikováno v:
AIP Conf.Proc. 1261:256-264,2010
In the area of traditional physics the atomic nucleus belongs to the most complex systems. It involves essentially all elements that characterize complexity including the most distinctive one whose essence is a permanent coexistence of coherent patte
Externí odkaz:
http://arxiv.org/abs/1009.1105
A large collection of daily time series for 60 world currencies' exchange rates is considered. The correlation matrices are calculated and the corresponding Minimal Spanning Tree (MST) graphs are constructed for each of those currencies used as refer
Externí odkaz:
http://arxiv.org/abs/0810.1215
Publikováno v:
Acta. Phys. Pol. A114 (2008) 531
Correlation matrices of foreign exchange rate time series are investigated for 60 world currencies. Minimal Spanning Tree (MST) graphs for the gold, silver and platinum are presented. Inverse power like scaling is discussed for these graphs as well a
Externí odkaz:
http://arxiv.org/abs/0809.0437
Publikováno v:
Acta Physica Polonica A Vol. 114 No 3. page 547 (2008)
We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra $f(\alpha)$ we show that retu
Externí odkaz:
http://arxiv.org/abs/0803.1374
We study the inter-stock correlations for the largest companies listed on Warsaw Stock Exchange and included in the WIG20 index. Our results from the correlation matrix analysis indicate that the Polish stock market can be well described by a one fac
Externí odkaz:
http://arxiv.org/abs/0803.0057
Publikováno v:
Acta Physica Polonica B 58, 4027-4039 (2007)
In order to pursue the issue of the relation between the financial cross-correlations and the conventional Random Matrix Theory we analyse several characteristics of the stock market correlation matrices like the distribution of eigenvalues, the cros
Externí odkaz:
http://arxiv.org/abs/0711.0644