Zobrazeno 1 - 10
of 3 333
pro vyhledávání: '"Rak, R"'
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).
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:
Physica A 383, 59-64 (2007)
We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index alpha > 3 and this index tends to increase quickly with decreasing s
Externí odkaz:
http://arxiv.org/abs/0704.0664
Publikováno v:
Acta Physica Polonica B 37, 3123-3132 (2006)
Using the correlation matrix formalism we study the temporal aspects of the Warsaw Stock Market evolution as represented by the WIG20 index. The high frequency (1 min) WIG20 recordings over the time period between January 2001 and October 2005 are us
Externí odkaz:
http://arxiv.org/abs/physics/0606041
Publikováno v:
Acta Phys. Pol. B 37, No 11, (2006), p3083.
There is more and more empirical evidence that multifractality constitutes another and perhaps the most significant financial stylized fact. A realistic model of the financial dynamics should therefore incorporate this effect. The most promising in t
Externí odkaz:
http://arxiv.org/abs/physics/0605147
Publikováno v:
PhysicaA374:315-324,2007
The statistics of return distributions on various time scales constitutes one of the most informative characteristics of the financial dynamics. Here we present a systematic study of such characteristics for the Polish stock market index WIG20 over t
Externí odkaz:
http://arxiv.org/abs/physics/0603071
Publikováno v:
Acta Phys. Pol. B, 36, (2005), 2459-2468.
The conventional formal tool to detect effects of the financial persistence is in terms of the Hurst exponent. A typical corresponding result is that its value comes out close to 0.5, as characteristic for geometric Brownian motion, with at most smal
Externí odkaz:
http://arxiv.org/abs/physics/0504158
Autor:
Kolodkin-Gal I; Scojen Institute for Synthetic Biology, Reichman University, Herzliya, Israel. Electronic address: ilana.kolodkin@runi.ac.il., Dash O; Department of Animal Sciences, Faculty of Agriculture and Environmental Sciences, The Hebrew University of Jerusalem, Rehovot, Israel; Institute of Animal Science, ARO, The Volcani Center, Rishon LeZion, Israel., Rak R; Institute of Animal Science, ARO, The Volcani Center, Rishon LeZion, Israel. Electronic address: ronir@volcani.agri.gov.il.
Publikováno v:
Trends in biotechnology [Trends Biotechnol] 2024 Mar; Vol. 42 (3), pp. 269-281. Date of Electronic Publication: 2023 Oct 05.
Autor:
Hauser M; The George S. Wise Faculty of Life Sciences, Tel Aviv University, Tel Aviv, Israel., Zirman A; The George S. Wise Faculty of Life Sciences, Tel Aviv University, Tel Aviv, Israel.; Institute for Animal Research, Agricultural Research Organization, Volcani Center, Rishon LeZion, Israel., Rak R; Institute for Animal Research, Agricultural Research Organization, Volcani Center, Rishon LeZion, Israel., Nachman I; The George S. Wise Faculty of Life Sciences, Tel Aviv University, Tel Aviv, Israel.
Publikováno v:
Frontiers in nutrition [Front Nutr] 2024 Feb 07; Vol. 11, pp. 1315555. Date of Electronic Publication: 2024 Feb 07 (Print Publication: 2024).