NewEvery arXiv paper, its researchers & institutions — mapped.
papers

Publications (47)

physics.data-an2006

Correlation matrix decomposition of WIG20 intraday fluctuations

R. Rak, S. Drozdz, J. Kwapien +1

cond-mat.stat-mech1999

Dynamics of competition between collectivity and noise in the stock market

S. Drozdz, F. Gruemmer, F. Ruf +1

cond-mat.stat-mech2002

Log-periodic self-similarity: an emerging financial law?

S. Drozdz, F. Grummer, F. Ruf +1

physics.soc-ph2006

Complexity characteristics of currency networks

A. Z. Gorski, S. Drozdz, J. Kwapien +1

cond-mat.other2004

Multifractality in the stock market: price increments versus waiting times

P. Oswiecimka, J. Kwapien, S. Drozdz

chao-dyn1997

Collectivity Embedded in Complex Spectra of Finite Interacting Fermi Systems: Nuclear Example

S. Drozdz, S. Nishizaki, J. Speth +1

q-fin.ST2007

Stock market return distributions: from past to present

S. Drozdz, M. Forczek, J. Kwapien +2

cond-mat.soft2001

Decomposing the stock market intraday dynamics

J. Kwapien, S. Drozdz, F. Gruemmer +2

chao-dyn1996

Decay of Nuclear Giant Resonances: Quantum Self-similar Fragmentation

A. Z. Gorski, R. Botet, S. Drozdz +1

cond-mat.soft2001

Quantifying dynamics of the financial correlations

S. Drozdz, J. Kwapien, F. Gruemmer +2

cond-mat.soft2003

Are the contemporary financial fluctuations sooner converging to normal?

S. Drozdz, J. Kwapien, F. Gruemmer +2

cond-mat.other2004

Components of multifractality in high-frequency stock returns

J. Kwapien, P. Oswiecimka, S. Drozdz

physics.soc-ph2005

Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010

S. Drozdz, F. Gruemmer, F. Ruf +1

nucl-th1999

Statistical aspects of nuclear coupling to continuum

S. Drozdz, J. Okolowicz, M. Ploszajczak +1

physics.bio-ph1998

Cooperative dynamics in auditory brain response

J. Kwapien, S. Drozdz, L. C. Liu +1

q-fin.ST2007

Empirics versus RMT in financial cross-correlations

S. Drozdz, J. Kwapien, P. Oswiecimka

nucl-th1998

Configuration Mixing Effects in Isoscalar Giant Dipole Resonance

M. Wojcik, S. Drozdz

cond-mat.stat-mech2002

Financial multifractality and its subtleties: an example of DAX

A. Z. Gorski, S. Drozdz, J. Speth

q-fin.ST2009

Complex Systems: From Nuclear Physics to Financial Markets

J. Speth, S. Drozdz, F. Gruemmer

q-fin.ST2007

World currency exchange rate cross-correlations

S. Drozdz, A. Z. Gorski, J. Kwapien

nucl-th1994

Phase-Space Exploration in Nuclear Giant Resonance Decay

S. Drozdz, S. Nishizaki, J. Speth +1

q-fin.ST2008

Scale free effects in world currency exchange network

A. Z. Gorski, S. Drozdz, J. Kwapien

cond-mat.soft2001

Identifying Complexity by Means of Matrices

S. Drozdz, J. Kwapien, J. Speth +1

physics.soc-ph2005

The bulk of the stock market correlation matrix is not pure noise

J. Kwapien, P. Oswiecimka, S. Drozdz

nucl-th1997

Collectivity Embedded in Complex Spectra: Example of Nuclear Double-Charge Exchange Modes

S. Drozdz, S. Nishizaki, J. Speth +1

nucl-th2000

On the origin of order from random two-body interactions

S. Drozdz, M. Wojcik

nucl-th1993

Chaos Driven Decay of Nuclear Giant Resonances: Route to Quantum Self-Organization

S. Drozdz, S. Nishizaki, J. Wambach

cond-mat1999

Collectivity in the Brain Sensory Response

S. Drozdz, J. Kwapien, A. A. Ioannides +1

q-fin.ST2008

Cross-correlations in Warsaw Stock Exchange

R. Rak, J. Kwapien, S. Drozdz +1

cond-mat.soft2003

Alternation of different fluctuation regimes in the stock market dynamics

J. Kwapien, S. Drozdz, J. Speth

physics.data-an2010

Coherent Patterns in Nuclei and in Financial Markets

S. Drozdz, J. Kwapien, J. Speth

cond-mat.stat-mech2003

Time scales involved in market emergence

J. Kwapien, S. Drozdz, J. Speth

cond-mat1999

Imprints of log-periodic self-similarity in the stock market

S. Drozdz, F. Ruf, J. Speth +1

cond-mat.stat-mech2000

Towards identifying the world stock market cross-correlations: DAX versus Dow Jones

S. Drozdz, F. Gruemmer, F. Ruf +1

q-fin.ST2008

Different fractal properties of positive and negative returns

P. Oswiecimka, J. Kwapien, S. Drozdz +2

physics.data-an2006

Nonextensive statistical features of the Polish stock market fluctuations

R. Rak, S. Drozdz, J. Kwapien

physics.soc-ph2005

Detecting subtle effects of persistence in the stock market dynamics

R. Rak, S. Drozdz, J. Kwapien +1

cond-mat.other2005

Self-Similar Log-Periodic Structures in Western Stock Markets from 2000

M. Bartolozzi, S. Drozdz, D. B. Leinweber +2

cond-mat.stat-mech2000

Temporal correlations versus noise in the correlation matrix formalism: an example of the brain auditory response

J. Kwapien, S. Drozdz, A. A. Ioannides

cond-mat.stat-mech2001

Dynamics of correlations in the stock market

S. Drozdz, F. Gruemmer, F. Ruf +1

q-fin.ST2008

Minimal Spanning Tree graphs and power like scaling in FOREX networks

A Z Gorski, S. Drozdz, J. Kwapien

nucl-th1993

Modeling Complex Nuclear Spectra - Regularity versus Chaos

S. Drozdz, S. Nishizaki, J. Speth +1

cond-mat.other2006

Wavelet versus Detrended Fluctuation Analysis of multifractal structures

Pawel Oswiecimka, Jaroslaw Kwapien, S. Drozdz

cond-mat2001

Nature of order from random two-body interactions

S. Drozdz, M. Wojcik

physics.soc-ph2006

Asymmetric matrices in an analysis of financial correlations

J. Kwapien, S. Drozdz, A. Z. Gorski +1

nucl-th1997

Scaling Properties of Nuclear Giant Resonance Transition Probabilities

Andrzej Z. Gorski, S. Drozdz

physics.soc-ph2006

Multifractal Model of Asset Returns versus real stock market dynamics

P. Oswiecimka, J. Kwapien, S. Drozdz +2