Jarosław Kwapień

Follow

Generating author description...

All published works
Action Title Year Authors
+ PDF Chat Punctuation patterns in "Finnegans Wake" by James Joyce are largely translation-invariant 2025 Krzysztof Bartnicki
Stanisław Drożdż
Jarosław Kwapień
Tomasz Stanisz
+ Disentangling Sources of Multifractality in Time Series 2025 Robert Kluszczyński
Stanisław Drożdż
Jarosław Kwapień
Tomasz Stanisz
Marcin Wątorek
+ PDF Chat Approaching Multifractal Complexity in Decentralized Cryptocurrency Trading 2024 Marcin Wątorek
Marcin Królczyk
Jarosław Kwapień
Tomasz Stanisz
Stanisław Drożdż
+ PDF Chat Approaching multifractal complexity in decentralized cryptocurrency trading 2024 Marcin Wątorek
Marcin Królczyk
Jarosław Kwapień
Tomasz Stanisz
Stanisław Drożdż
+ PDF Chat Quantifying multifractal anisotropy in two dimensional objects 2024 Rafał Rak
Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ Multifractal Hopscotch in Hopscotch by Julio Cortázar 2024 Jakub Dec
Michał Dolina
Stanisław Drożdż
Jarosław Kwapień
Tomasz Stanisz
+ PDF Chat Statistics of punctuation in experimental literature—The remarkable case of Finnegans Wake by James Joyce 2024 Tomasz Stanisz
Stanisław Drożdż
Jarosław Kwapień
+ PDF Chat Correlations versus noise in the NFT market 2024 Marcin Wątorek
Paweł Szydło
Jarosław Kwapień
Stanisław Drożdż
+ PDF Chat Correlations versus noise in the NFT market 2024 Marcin Wątorek
Paweł Szydło
Jarosław Kwapień
Stanisław Drożdż
+ Characteristics of price related fluctuations in non-fungible token (NFT) market 2024 Paweł Szydło
Marcin Wątorek
Jarosław Kwapień
Stanisław Drożdż
+ PDF Chat Complex systems approach to natural language 2023 Tomasz Stanisz
Stanisław Drożdż
Jarosław Kwapień
+ Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components 2023 Marcin Wątorek
Maria Skupień
Jarosław Kwapień
Stanisław Drożdż
+ PDF Chat What Is Mature and What Is Still Emerging in the Cryptocurrency Market? 2023 Stanisław Drożdż
Jarosław Kwapień
Marcin Wątorek
+ PDF Chat Genuine multifractality in time series is due to temporal correlations 2023 Jarosław Kwapień
Paweł Błasiak
Stanisław Drożdż
Paweł Oświęcimka
+ PDF Chat Cryptocurrencies Are Becoming Part of the World Global Financial Market 2023 Marcin Wątorek
Jarosław Kwapień
Stanisław Drożdż
+ PDF Chat Universal versus system-specific features of punctuation usage patterns in major Western languages 2023 Tomasz Stanisz
Stanisław Drożdż
Jarosław Kwapień
+ Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components 2023 Marcin Wątorek
Maria Skupień
Jarosław Kwapień
Stanisław Drożdż
+ Characteristics of price related fluctuations in Non-Fungible Token (NFT) market 2023 Paweł Szydło
Marcin Wątorek
Jarosław Kwapień
Stanisław Drożdż
+ PDF Chat Analysis of inter-transaction time fluctuations in the cryptocurrency market 2022 Jarosław Kwapień
Marcin Wątorek
Marija Bezbradica
Martin Crane
Tai Tan
Stanisław Drożdż
+ PDF Chat Multifractal Cross-Correlations of Bitcoin and Ether Trading Characteristics in the Post-COVID-19 Time 2022 Marcin Wątorek
Jarosław Kwapień
Stanisław Drożdż
+ Genuine multifractality in time series is due to temporal correlations 2022 Jarosław Kwapień
Paweł Błasiak
Stanisław Drożdż
Paweł Oświȩcimka
+ Universal versus system-specific features of punctuation usage patterns in~major Western~languages 2022 Tomasz Stanisz
Stanisław Drożdż
Jarosław Kwapień
+ PDF Chat Cryptocurrency Market Consolidation in 2020–2021 2021 Jarosław Kwapień
Marcin Wątorek
Stanisław Drożdż
+ Financial Return Distributions: Past, Present, and COVID-19 2021 Marcin Wątorek
Jarosław Kwapień
Stanisław Drożdż
+ PDF Chat Multiscale characteristics of the emerging global cryptocurrency market 2020 Marcin Wątorek
Stanisław Drożdż
Jarosław Kwapień
Ludovico Minati
Paweł Oświȩcimka
Marek Stanuszek
+ PDF Chat Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-19 2020 Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
Tomasz Stanisz
Marcin Wątorek
+ PDF Chat Universal features of mountain ridge networks on Earth 2019 Rafał Rak
Jarosław Kwapień
Paweł Oświȩcimka
P. Zięba
Stanisław Drożdż
+ PDF Chat Linguistic data mining with complex networks: A stylometric-oriented approach 2019 Tomasz Stanisz
Jarosław Kwapień
Stanisław Drożdż
+ PDF Chat Hierarchical organization of H. Eugene Stanley scientific collaboration community in weighted network representation 2017 Stanisław Drożdż
Andrzej Kulig
Jarosław Kwapień
Artur Niewiarowski
Marek Stanuszek
+ PDF Chat Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations 2017 Jarosław Kwapień
Paweł Oświȩcimka
Marcin Forczek
Stanisław Drożdż
+ PDF Chat In narrative texts punctuation marks obey the same statistics as words 2016 Andrzej Kulig
Jarosław Kwapień
Tomasz Stanisz
Stanisław Drożdż
+ PDF Chat Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations 2015 Jarosław Kwapień
Paweł Oświȩcimka
Stanisław Drożdż
+ PDF Chat Inferring cultural regions from correlation networks of given baby names 2015 Mateusz Pomorski
Małgorzata J. Krawczyk
K. Kułakowski
Jarosław Kwapień
M. Ausloos
+ PDF Chat Quantifying origin and character of long-range correlations in narrative texts 2015 Stanisław Drożdż
Paweł Oświȩcimka
Andrzej Kulig
Jarosław Kwapień
Katarzyna Bazarnik
Iwona Grabska-Gradzińska
Jan Rybicki
Marek Stanuszek
+ PDF Chat Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies 2015 Rafał Rak
Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ PDF Chat Modeling the average shortest-path length in growth of word-adjacency networks 2015 Andrzej Kulig
Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ PDF Chat Multiscaling Edge Effects in an Agent-based Money Emergence Model 2015 Paweł Oświȩcimka
Stanisław Drożdż
Robert Gębarowski
A. Z. Górski
Jarosław Kwapień
+ Quantifying origin and character of long-range correlations in narrative texts 2014 Stanisław Drożdż
Paweł Oświȩcimka
Andrzej Kulig
Jarosław Kwapień
Katarzyna Bazarnik
Iwona Grabska-Gradzińska
Jan Rybicki
Marek Stanuszek
+ Quantifying principles of the narrative text formation. 2014 Stanisław Drożdż
Paweł Oświȩcimka
Andrzej Kulig
Jarosław Kwapień
Katarzyna Bazarnik
Iwona Grabska-Gradzińska
Jan Rybicki
Marek Stanuszek
+ Modelling subtle growth of linguistic networks 2014 Andrzej Kulig
Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ PDF Chat Detrended cross-correlation analysis consistently extended to multifractality 2014 Paweł Oświȩcimka
Stanisław Drożdż
Marcin Forczek
S. Jadach
Jarosław Kwapień
+ Quantifying origin and character of long-range correlations in narrative texts 2014 Stanisław Drożdż
Paweł Oświȩcimka
Andrzej Kulig
Jarosław Kwapień
Katarzyna Bazarnik
Iwona Grabska-Gradzińska
Jan Rybicki
Marek Stanuszek
+ Detrended Cross-Correlation Analysis Consistently Extended to Multifractality 2013 Paweł Oświȩcimka
Stanisław Drożdż
Marcin Forczek
S. Jadach
Jarosław Kwapień
+ Refined Multifractal Cross-Correlation Analysis 2013 Paweł Oświȩcimka
Stanisław Drożdż
Marcin Forczek
S. Jadach
Jarosław Kwapień
+ Effect of Detrending on Multifractal Characteristics 2013 Paweł Oświȩcimka
Stanisław Drożdż
Jarosław Kwapień
A. Z. Górski
+ PDF Chat Stock Returns Versus Trading Volume: Is the Correspondence More General? 2013 Rafał Rak
Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ Detrended Cross-Correlation Analysis Consistently Extended to Multifractality 2013 Paweł Oświȩcimka
Stanisław Drożdż
Marcin Forczek
S. Jadach
Jarosław Kwapień
+ PDF Chat COMPLEX NETWORK ANALYSIS OF LITERARY AND SCIENTIFIC TEXTS 2012 Iwona Grabska-Gradzińska
Andrzej Kulig
Jarosław Kwapień
Stanisław Drożdż
+ Multifractal analysis of sentence lengths in English literary texts 2012 Iwona Grabska-Gradzińska
Andrzej Kulig
Jarosław Kwapień
Paweł Oświȩcimka
Stanisław Drożdż
+ Effect of detrending on multifractal characteristics 2012 Paweł Oświȩcimka
Stanisław Drożdż
Jarosław Kwapień
A. Z. Górski
+ Computational approach to multifractal music 2011 Paweł Oświȩcimka
Jarosław Kwapień
Iwona Celinska
Stanisław Drożdż
Rafał Rak
+ Czy można przewidzieć krach 2011 Paweł Oświęcimka
Stanisław Drożdż
Jarosław Kwapień
Rafał Rak
+ PDF Chat Asymmetric random matrices: What do we need them for? 2011 Stanisław Drożdż
Jarosław Kwapień
Andreas A. Ioannides
+ Computational approach to multifractal music 2011 Paweł Oświȩcimka
Jarosław Kwapień
Iwona Celińska
Stanisław Drożdż
Rafał Rak
+ PDF Chat The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect 2010 Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
Rafał Rak
+ Linguistic complexity: English vs. Polish, text vs. corpus 2010 Jarosław Kwapień
Stanisław Drożdż
Adam Orczyk
+ Fractals, Log-Periodicity and Financial Crashes 2010 Paweł Oświęcimka
Stanisław Drożdż
Jarosław Kwapień
A. Z. Górski
+ Linguistic Complexity: English vs. Polish, Text vs. Corpus 2010 Jarosław Kwapień
Stanisław Drożdż
Adam Orczyk
+ Sign and Amplitude Representation of the Forex Networks 2010 Sylwia Gworek
Jarosław Kwapień
Stanisław Drożdż
+ PDF Chat Coherent Patterns in Nuclei and in Financial Markets 2010 Stanisław Drożdż
Jarosław Kwapień
J. Speth
Wally Melnitchouk
+ Linguistic complexity: English vs. Polish, text vs. corpus 2010 Jarosław Kwapień
Stanisław Drożdż
Adam Orczyk
+ PDF Chat Quantitative features of multifractal subtleties in time series 2009 Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
Rafał Rak
+ Sign and amplitude representation of the forex networks 2009 Sylwia Gworek
Jarosław Kwapień
Stanisław Drożdż
+ Analysis of a network structure of the foreign currency exchange market 2009 Jarosław Kwapień
Sylwia Gworek
Stanisław Drożdż
A. Z. Górski
+ PDF Chat Analysis of a network structure of the foreign currency exchange market 2009 Jarosław Kwapień
Sylwia Gworek
Stanisław Drożdż
A. Z. Górski
+ Structure and evolution of the foreign exchange networks 2009 Jarosław Kwapień
Sylwia Gworek
Stanisław Drożdż
+ Structure and evolution of the foreign exchange networks 2009 Jarosław Kwapień
Sylwia Gworek
Stanisław Drożdż
+ Approaching the Linguistic Complexity 2009 Stanisław Drożdż
Jarosław Kwapień
Adam Orczyk
+ Analysis of a network structure of the foreign currency exchange market 2009 Jarosław Kwapień
Sylwia Gworek
Stanisław Drożdż
A. Z. Górski
+ Sign and amplitude representation of the forex networks 2009 Sylwia Gworek
Jarosław Kwapień
Stanisław Drożdż
+ Criticality Characteristics of Current Oil Price Dynamics 2008 Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ PDF Chat Scale free effects in world currency exchange network 2008 A. Z. Górski
Stanisław Drożdż
Jarosław Kwapień
+ Minimal Spanning Tree graphs and power like scaling in FOREX networks 2008 A. Z. Górski
Stanisław Drożdż
Jarosław Kwapień
+ Current Log-Periodic View on Future World Market Development 2008 Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
J. Speth
+ Different Fractal Properties of Positive and Negative Returns 2008 Paweł Oświȩcimka
Jarosław Kwapień
A. Z. Górski
Stanisław Drożdż
Rafał Rak
+ Cross-Correlations in Warsaw Stock Exchange 2008 Rafał Rak
Jarosław Kwapień
Paweł Oświȩcimka
Stanisław Drożdż
+ Minimal Spanning Tree Graphs and Power Like Scaling in FOREX Networks 2008 A. Z. Górski
Jarosław Kwapień
Paweł Oświȩcimka
Stanisław Drożdż
+ Criticality Characteristics of Current Oil Price Dynamics 2008 Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ Different fractal properties of positive and negative returns 2008 Paweł Oświȩcimka
Jarosław Kwapień
Stanisław Drożdż
A. Z. Górski
Rafał Rak
+ Cross-correlations in Warsaw Stock Exchange 2008 Rafał Rak
Jarosław Kwapień
Stanisław Drożdż
Paweł Oświȩcimka
+ Current log-periodic view on future world market development 2008 Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
J. Speth
+ Criticality Characteristics of Current Oil Price Dynamics 2008 Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ Minimal Spanning Tree graphs and power like scaling in FOREX networks 2008 A. Z. Górski
Stanisław Drożdż
Jarosław Kwapień
+ Cross-correlations in Warsaw Stock Exchange 2008 Rafał Rak
Jarosław Kwapień
Stanisław Drożdż
Paweł Oświȩcimka
+ Different fractal properties of positive and negative returns 2008 Paweł Oświȩcimka
Jarosław Kwapień
Stanisław Drożdż
A. Z. Górski
Rafał Rak
+ Current log-periodic view on future world market development 2008 Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
J. Speth
+ EMPIRICS VERSUS RMT IN FINANCIAL CROSS-CORRELATIONS ∗ 2007 Stanisław Drożdż
Jarosław Kwapień
+ PDF Chat World currency exchange rate cross-correlations 2007 Stanisław Drożdż
A. Z. Górski
Jarosław Kwapień
+ PDF Chat Stock market return distributions: From past to present 2007 Stanisław Drożdż
Marcin Forczek
Jarosław Kwapień
P. Oświe ̧cimka
Rafał Rak
+ Empirics versus RMT in financial cross-correlations 2007 Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ PDF Chat Nonextensive statistical features of the Polish stock market fluctuations 2006 Rafał Rak
Stanisław Drożdż
Jarosław Kwapień
+ PDF Chat Wavelet versus detrended fluctuation analysis of multifractal structures 2006 Paweł Oświȩcimka
Jarosław Kwapień
Stanisław Drożdż
+ Correlation matrix decomposition of WIG20 intraday fluctuations 2006 Rafał Rak
Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ Complexity characteristics of currency networks 2006 A. Z. Górski
Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ Multifractal Model of Asset Returns versus real stock market dynamics 2006 Paweł Oświȩcimka
Jarosław Kwapień
Stanisław Drożdż
A. Z. Górski
Rafał Rak
+ Asymmetric matrices in an analysis of financial correlations 2006 Jarosław Kwapień
Stanisław Drożdż
A. Z. Górski
Paweł Oświȩcimka
+ Multifractal Model of Asset Returns versus real stock market dynamics 2006 Paweł Oświȩcimka
Jarosław Kwapień
Stanisław Drożdż
A. Z. Górski
Rafał Rak
+ Asymmetric matrices in an analysis of financial correlations 2006 Jarosław Kwapień
Stanisław Drożdż
A. Z. Górski
Paweł Oświȩcimka
+ Correlation matrix decomposition of WIG20 intraday fluctuations 2006 Rafał Rak
Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ Complexity characteristics of currency networks 2006 A. Z. Górski
Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ The bulk of the stock market correlation matrix is not pure noise 2005 Jarosław Kwapień
Stanisław Drożdż
P. Oświe ̧cimka
+ Detecting subtle effects of persistence in the stock market dynamics 2005 Rafał Rak
Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ Detecting subtle effects of persistence in the stock market dynamics 2005 Rafał Rak
Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
+ PDF Chat Components of multifractality in high-frequency stock returns 2004 Jarosław Kwapień
P. Oświe ̧cimka
Stanisław Drożdż
+ PDF Chat Multifractality in the stock market: price increments versus waiting times 2004 P. Oświe ̧cimka
Jarosław Kwapień
Stanisław Drożdż
+ PDF Chat Time scales involved in emergent market coherence 2004 Jarosław Kwapień
Stanisław Drożdż
J. Speth
+ PDF Chat Alternation of different fluctuation regimes in the stock market dynamics 2003 Jarosław Kwapień
Stanisław Drożdż
J. Speth
+ PDF Chat Identifying complexity by means of matrices 2002 Stanisław Drożdż
Jarosław Kwapień
J. Speth
Marcin Wójcik
+ Are the contemporary financial fluctuations sooner converging to normal 2002 Stanisław Drożdż
Jarosław Kwapień
F. Gruemmer
F. Ruf
J. Speth
+ PDF Chat Decomposing the stock market intraday dynamics 2002 Jarosław Kwapień
Stanisław Drożdż
F. Grümmer
F. Ruf
J. Speth
+ Are the contemporary financial fluctuations sooner converging to normal? 2002 Stanisław Drożdż
Jarosław Kwapień
F. Gruemmer
F. Ruf
J. Speth
+ PDF Chat Quantifying the dynamics of financial correlations 2001 Stanisław Drożdż
Jarosław Kwapień
F. Grümmer
F. Ruf
J. Speth
+ PDF Chat Temporal correlations versus noise in the correlation matrix formalism: An example of the brain auditory response 2000 Jarosław Kwapień
Stanisław Drożdż
Andreas A. Ioannides
+ Entropy computing via integration over fractal measures 2000 Wojciech Słomczyński
Jarosław Kwapień
Karol Życzkowski
+ Collectivity in the Brain Sensory Response 1999 Stanisław Drożdż
Jarosław Kwapień
Andreas A. Ioannides
Lillian Liu
+ PDF Chat Cooperative dynamics in auditory brain response 1998 Jarosław Kwapień
Stanisław Drożdż
L. C. Liu
Andreas A. Ioannides
+ PDF Chat Coherent states measurement entropy 1997 Jarosław Kwapień
Wojciech Słomczyński
Karol Życzkowski
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat Multifractal detrended fluctuation analysis of nonstationary time series 2002 Jan W. Kantelhardt
Stephan Zschiegner
Eva Koscielny–Bunde
Shlomo Havlin
Armin Bunde
H. Eugene Stanley
31
+ PDF Chat Quantitative features of multifractal subtleties in time series 2009 Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
Rafał Rak
24
+ PDF Chat Wavelet versus detrended fluctuation analysis of multifractal structures 2006 Paweł Oświȩcimka
Jarosław Kwapień
Stanisław Drożdż
23
+ PDF Chat Multifractality in the stock market: price increments versus waiting times 2004 P. Oświe ̧cimka
Jarosław Kwapień
Stanisław Drożdż
19
+ PDF Chat Scaling of the distribution of fluctuations of financial market indices 1999 Parameswaran Gopikrishnan
Vasiliki Plerou
Luı́s A. Nunes Amaral
Martin Meyer
H. Eugene Stanley
16
+ PDF Chat Components of multifractality in high-frequency stock returns 2004 Jarosław Kwapień
P. Oświe ̧cimka
Stanisław Drożdż
15
+ PDF Chat Multiscale characteristics of the emerging global cryptocurrency market 2020 Marcin Wątorek
Stanisław Drożdż
Jarosław Kwapień
Ludovico Minati
Paweł Oświȩcimka
Marek Stanuszek
14
+ PDF Chat The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect 2010 Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
Rafał Rak
13
+ PDF Chat Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects 2018 Stanisław Drożdż
Robert Gębarowski
Ludovico Minati
Paweł Oświȩcimka
Marcin Wątorek
13
+ PDF Chat Detecting and interpreting distortions in hierarchical organization of complex time series 2015 Stanisław Drożdż
Paweł Oświȩcimka
13
+ PDF Chat Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series 1999 Vasiliki Plerou
Parameswaran Gopikrishnan
Bernd Rosenow
Luı́s A. Nunes Amaral
H. Eugene Stanley
13
+ PDF Chat Scaling of the distribution of price fluctuations of individual companies 1999 Vasiliki Plerou
Parameswaran Gopikrishnan
Luı́s A. Nunes Amaral
Martin Meyer
H. Eugene Stanley
13
+ PDF Chat Distributions of singular values for some random matrices 1999 Ashis SenGupta
Partha P. Mitra
12
+ PDF Chat Stock market return distributions: From past to present 2007 Stanisław Drożdż
Marcin Forczek
Jarosław Kwapień
P. Oświe ̧cimka
Rafał Rak
12
+ PDF Chat Nonextensive statistical features of the Polish stock market fluctuations 2006 Rafał Rak
Stanisław Drożdż
Jarosław Kwapień
11
+ PDF Chat Noise Dressing of Financial Correlation Matrices 1999 Laurent Laloux
Pierre Cizeau
Jean‐Philippe Bouchaud
Marc Potters
11
+ PDF Chat Dynamics of competition between collectivity and noise in the stock market 2000 Stanisław Drożdż
F. Grümmer
A. Z. Górski
F. Ruf
J. Speth
11
+ PDF Chat Generalized Hurst exponent and multifractal function of original and translated texts mapped into frequency and length time series 2012 M. Ausloos
11
+ PDF Chat Time scales involved in emergent market coherence 2004 Jarosław Kwapień
Stanisław Drożdż
J. Speth
11
+ PDF Chat Multifractal properties of price fluctuations of stocks and commodities 2003 Kaushik Matia
Yosef Ashkenazy
H. Eugene Stanley
10
+ PDF Chat Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations 2015 Jarosław Kwapień
Paweł Oświȩcimka
Stanisław Drożdż
10
+ PDF Chat Quantifying origin and character of long-range correlations in narrative texts 2015 Stanisław Drożdż
Paweł Oświȩcimka
Andrzej Kulig
Jarosław Kwapień
Katarzyna Bazarnik
Iwona Grabska-Gradzińska
Jan Rybicki
Marek Stanuszek
10
+ PDF Chat Detrended cross-correlation analysis consistently extended to multifractality 2014 Paweł Oświȩcimka
Stanisław Drożdż
Marcin Forczek
S. Jadach
Jarosław Kwapień
10
+ PDF Chat Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-19 2020 Stanisław Drożdż
Jarosław Kwapień
Paweł Oświȩcimka
Tomasz Stanisz
Marcin Wątorek
9
+ PDF Chat Detecting a currency’s dominance or dependence using foreign exchange network trees 2005 Mark McDonald
Omer Suleman
Stacy Williams
Sam Howison
Neil F. Johnson
9
+ PDF Chat Towards identifying the world stock market cross-correlations: DAX versus Dow Jones 2001 Stanisław Drożdż
F. Grümmer
F. Ruf
J. Speth
9
+ PDF Chat Random matrix approach to cross correlations in financial data 2002 Vasiliki Plerou
Parameswaran Gopikrishnan
Bernd Rosenow
Luı́s A. Nunes Amaral
Thomas Guhr
H. Eugene Stanley
9
+ PDF Chat Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series 2008 Boris Podobnik
H. Eugene Stanley
9
+ PDF Chat Competition of noise and collectivity in global cryptocurrency trading: Route to a self-contained market 2020 Stanisław Drożdż
Ludovico Minati
Paweł Oświȩcimka
Marek Stanuszek
Marcin Wątorek
9
+ PDF Chat Temporal correlations versus noise in the correlation matrix formalism: An example of the brain auditory response 2000 Jarosław Kwapień
Stanisław Drożdż
Andreas A. Ioannides
8
+ PDF Chat Genuine multifractality in time series is due to temporal correlations 2023 Jarosław Kwapień
Paweł Błasiak
Stanisław Drożdż
Paweł Oświęcimka
8
+ PDF Chat Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time 2022 Nick James
Max Menzies
8
+ Financial Return Distributions: Past, Present, and COVID-19 2021 Marcin Wątorek
Jarosław Kwapień
Stanisław Drożdż
8
+ PDF Chat Analysis of inter-transaction time fluctuations in the cryptocurrency market 2022 Jarosław Kwapień
Marcin Wątorek
Marija Bezbradica
Martin Crane
Tai Tan
Stanisław Drożdż
8
+ PDF Chat Hierarchical structure in financial markets 1999 Rosario N. Mantegna
8
+ PDF Chat Multifractality in human heartbeat dynamics 1999 Plamen Ch. Ivanov
Luı́s A. Nunes Amaral
Ary L. Goldberger
Shlomo Havlin
Michael G. Rosenblum
Zbigniew R. Struzik
H. Eugene Stanley
8
+ PDF Chat World currency exchange rate cross-correlations 2007 Stanisław Drożdż
A. Z. Górski
Jarosław Kwapień
8
+ PDF Chat The components of empirical multifractality in financial returns 2009 Wei‐Xing Zhou
8
+ PDF Chat Multifractal Cross-Correlations of Bitcoin and Ether Trading Characteristics in the Post-COVID-19 Time 2022 Marcin Wątorek
Jarosław Kwapień
Stanisław Drożdż
7
+ PDF Chat Beyond the Zipf–Mandelbrot law in quantitative linguistics 2001 Marcelo A. Montemurro
7
+ PDF Chat Multifractal cross-correlations between the world oil and other financial markets in 2012–2017 2019 Marcin Wątorek
Stanisław Drożdż
Paweł Oświȩcimka
Marek Stanuszek
7
+ PDF Chat Power laws, Pareto distributions and Zipf's law 2005 MEJ Newman
7
+ PDF Chat Multibranch multifractality and the phase transitions in time series of mean interevent times 2020 Jarosław Klamut
Ryszard Kutner
Tomasz Gubiec
Zbigniew R. Struzik
7
+ PDF Chat Scale free effects in world currency exchange network 2008 A. Z. Górski
Stanisław Drożdż
Jarosław Kwapień
7
+ PDF Chat Quantifying the dynamics of financial correlations 2001 Stanisław Drożdż
Jarosław Kwapień
F. Grümmer
F. Ruf
J. Speth
7
+ PDF Chat Beyond Word Frequency: Bursts, Lulls, and Scaling in the Temporal Distributions of Words 2009 Eduardo G. Altmann
Janet B. Pierrehumbert
Adilson E. Motter
7
+ DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES 1967 V A Marčenko
L. А. Pastur
7
+ Shortest Connection Networks And Some Generalizations 1957 R. C. Prim
7
+ Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 2018 2019 Jan-Christian Gerlach
Guilherme Demos
Didier Sornette
7
+ Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 2020 Nick James
Max Menzies
Jennifer Chan
6