Authors: Oświȩcimka, Paweł^{Aff1, Aff2}, Drożdż, Stanisław^{Aff1, Aff3}, Ricci, Leonardo, Valdes-Sosa, Pedro A.^{Aff5, Aff6}, Frasca, Mattia^{Aff7, Aff8}, Minati, Ludovico^{Aff9, Aff10, IDs11071024092837_cor6}

Superior Title: Nonlinear Dynamics: An International Journal of Nonlinear Dynamics and Chaos in Engineering Systems. 112(7):5707-5725

Authors: Stanisz, Tomasz, Drożdż, Stanisław, Kwapień, Jarosław

Superior Title: In Physics Reports 19 February 2024 1053:1-84

Authors: Wątorek, Marcin, Szydło, Paweł, Kwapień, Jarosław, Drożdż, Stanisław

Subject Terms: Statistical Finance q-fin.ST, Computational Engineering, Finance, and Science cs.CE, Econometrics econ.EM, Data Analysis, Statistics and Probability physics.data-an, Applications stat.AP, FOS Economics and business, FOS Computer and information sciences, FOS Physical sciences

Availability: https://doi.org/10.48550/arxiv.2404.15495
https://arxiv.org/abs/2404.15495

Authors: Stanisz, Tomasz, Drożdż, Stanisław, Kwapień, Jarosław

Superior Title: In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena March 2023 168

Authors: Wątorek, Marcin, Skupień, Maria, Kwapień, Jarosław, Drożdż, Stanisław

Subject Terms: Quantitative Finance - Trading and Market Microstructure, Computer Science - Computational Engineering, Finance, and Science, Economics - Econometrics, Physics - Data Analysis, Statistics and Probability, Statistics - Applications

Relation: http://arxiv.org/abs/2306.17095; Chaos 33, 083146 (2023)

Availability: https://doi.org/10.1063/5.0165635
http://arxiv.org/abs/2306.17095

Authors: Wątorek, Marcin, Kwapień, Jarosław, Drożdż, Stanisław

Subject Terms: Quantitative Finance - Statistical Finance, Statistics - Applications

Relation: http://arxiv.org/abs/2303.00495; Entropy 2023, 25(2), 377

Availability: https://doi.org/10.3390/e25020377
http://arxiv.org/abs/2303.00495

Authors: Drożdż, Stanisław, Kwapień, Jarosław, Wątorek, Marcin

Subject Terms: Quantitative Finance - Statistical Finance, Computer Science - Computational Engineering, Finance, and Science, Statistics - Applications

Relation: http://arxiv.org/abs/2305.05751; Entropy 2023, 25(5), 772

Availability: https://doi.org/10.3390/e25050772
http://arxiv.org/abs/2305.05751

Authors: Wątorek, Marcin, Drożdż, Stanisław, Kwapień, Jarosław, Minati, Ludovico, Oświęcimka, Paweł, Stanuszek, Marek

Superior Title: In Physics Reports 20 March 2021 901:1-82

Authors: Kwapień, Jaroslaw, Wątorek, Marcin, Bezbradica, Marija, Crane, Martin, Mai, Tai Tan, Drozdz, Stanislaw

Subject Terms: Finance, Statistical physics, Mathematics

File Description: application/pdf

Relation: https://doras.dcu.ie/27775/; https://doi.org/10.1063/5.0104707; https://doras.dcu.ie/27775/1/2206.07831.pdf; Kwapień, Jaroslaw orcid logoorcid:0000-0001-8813-9637 , Wątorek, Marcin orcid logoorcid:0000-0002-2131-7440 , Bezbradica, Marija orcid logoorcid:0000-0001-9366-5113 , Crane, Martin orcid logoorcid:0000-0001-7598-3126 , Mai, Tai Tan orcid logoorcid:0000-0001-6657-0872 and Drozdz, Stanislaw orcid logoorcid:0000-0003-1613-6175 (2022) Analysis of inter-transaction time fluctuations in the cryptocurrency market. Chaos, 32 (8). ISSN 10541500

Availability: https://doi.org/10.1063/5.0104707
https://doras.dcu.ie/27775/1/2206.07831.pdf

Authors: Stanisz, Tomasz, Drozdz, Stanislaw, Kwapien, Jaroslaw

Subject Terms: Computer Science - Computation and Language, Physics - Physics and Society

Relation: http://arxiv.org/abs/2212.11182; Chaos, Solitons, Fractals 168, 113183 (2023)

Availability: https://doi.org/10.1016/j.chaos.2023.113183
http://arxiv.org/abs/2212.11182

Authors: Kwapień, Jarosław, Blasiak, Pawel, Drożdż, Stanisław, Oświęcimka, Paweł

Subject Terms: Physics - Data Analysis, Statistics and Probability, Mathematics - Numerical Analysis, Quantitative Finance - Statistical Finance

Relation: http://arxiv.org/abs/2211.00728; Physical Review E 107, 034139 (2023)

Availability: https://doi.org/10.1103/PhysRevE.107.034139
http://arxiv.org/abs/2211.00728

Authors: Wątorek, Marcin, Kwapień, Jarosław, Drożdż, Stanisław

Subject Terms: Quantitative Finance - Statistical Finance, Economics - Econometrics, Physics - Data Analysis, Statistics and Probability, Statistics - Applications

Relation: http://arxiv.org/abs/2208.01445; Future Internet 2022, 14(7), 215

Availability: https://doi.org/10.3390/fi14070215
http://arxiv.org/abs/2208.01445

Authors: Szydło, Paweł, Wątorek, Marcin, Kwapień, Jarosław, Drożdż, Stanisław

Superior Title: Chaos; Jan2024, Vol. 34 Issue 1, p1-14, 14p

Authors: Drożdż, Stanisław, Kwapień, Jarosław, Oświęcimka, Paweł

Subject Terms: ddc:330, Complexity, econophysics, sociophysics, quantitative linguistics, data science, time series analysis, multifractal analysis, non-extensive entropy, complex networks, social systems, financial markets, macroeconomics, epidemic spreading

Relation: urn:isbn:978-3-0365-0795-8; gbv-ppn:1762857154; http://hdl.handle.net/10419/237801

Availability: https://doi.org/10.3390/books978-3-0365-0795-8
http://hdl.handle.net/10419/237801

Authors: Oświȩcimka, Paweł^Aff1, Drożdż, Stanisław^{Aff1, Aff2}, Frasca, Mattia, Gȩbarowski, Robert, Yoshimura, Natsue^{Aff5, Aff6}, Zunino, Luciano^{Aff7, Aff8}, Minati, Ludovico^{Aff1, Aff5, Aff9}

Superior Title: Nonlinear Dynamics: An International Journal of Nonlinear Dynamics and Chaos in Engineering Systems. 100(2):1689-1704

Authors: Gębarowski, Robert^Aff1, Oświęcimka, Paweł, Wątorek, Marcin^{Aff2, Aff3}, Drożdż, Stanisław^{Aff2, Aff3}

Superior Title: Nonlinear Dynamics: An International Journal of Nonlinear Dynamics and Chaos in Engineering Systems. 98(3):2349-2364

Authors: Wa̧torek, Marcin, Drożdż, Stanisław, Oświȩcimka, Paweł, Stanuszek, Marek

Superior Title: In Energy Economics June 2019 81:874-885

Authors: Stanisz, Tomasz, Kwapień, Jarosław, Drożdż, Stanisław

Superior Title: In Information Sciences May 2019 482:301-320

Authors: Kwapień, Jarosław, Wątorek, Marcin, Drożdż, Stanisław

Subject Terms: Quantitative Finance - Statistical Finance, Physics - Data Analysis, Statistics and Probability, Statistics - Applications

Relation: http://arxiv.org/abs/2112.06552; Entropy 2021, 23(12), 1674

Availability: https://doi.org/10.3390/e23121674
http://arxiv.org/abs/2112.06552

Authors: Wątorek, Marcin, Kwapień, Jarosław, Drożdż, Stanisław

Subject Terms: Quantitative Finance - Statistical Finance, Economics - Econometrics, Statistics - Computation

Relation: http://arxiv.org/abs/2107.06659; Entropy 2021, 23(7), 884

Availability: https://doi.org/10.3390/e23070884
http://arxiv.org/abs/2107.06659