Publications (47)
Correlation matrix decomposition of WIG20 intraday fluctuations
R. Rak, S. Drozdz, J. Kwapien +1
Dynamics of competition between collectivity and noise in the stock market
S. Drozdz, F. Gruemmer, F. Ruf +1
Log-periodic self-similarity: an emerging financial law?
S. Drozdz, F. Grummer, F. Ruf +1
Complexity characteristics of currency networks
A. Z. Gorski, S. Drozdz, J. Kwapien +1
Multifractality in the stock market: price increments versus waiting times
P. Oswiecimka, J. Kwapien, S. Drozdz
Collectivity Embedded in Complex Spectra of Finite Interacting Fermi Systems: Nuclear Example
S. Drozdz, S. Nishizaki, J. Speth +1
Stock market return distributions: from past to present
S. Drozdz, M. Forczek, J. Kwapien +2
Decomposing the stock market intraday dynamics
J. Kwapien, S. Drozdz, F. Gruemmer +2
Decay of Nuclear Giant Resonances: Quantum Self-similar Fragmentation
A. Z. Gorski, R. Botet, S. Drozdz +1
Quantifying dynamics of the financial correlations
S. Drozdz, J. Kwapien, F. Gruemmer +2
Are the contemporary financial fluctuations sooner converging to normal?
S. Drozdz, J. Kwapien, F. Gruemmer +2
Components of multifractality in high-frequency stock returns
J. Kwapien, P. Oswiecimka, S. Drozdz
Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010
S. Drozdz, F. Gruemmer, F. Ruf +1
Statistical aspects of nuclear coupling to continuum
S. Drozdz, J. Okolowicz, M. Ploszajczak +1
Cooperative dynamics in auditory brain response
J. Kwapien, S. Drozdz, L. C. Liu +1
Empirics versus RMT in financial cross-correlations
S. Drozdz, J. Kwapien, P. Oswiecimka
Configuration Mixing Effects in Isoscalar Giant Dipole Resonance
M. Wojcik, S. Drozdz
Financial multifractality and its subtleties: an example of DAX
A. Z. Gorski, S. Drozdz, J. Speth
Complex Systems: From Nuclear Physics to Financial Markets
J. Speth, S. Drozdz, F. Gruemmer
World currency exchange rate cross-correlations
S. Drozdz, A. Z. Gorski, J. Kwapien
Phase-Space Exploration in Nuclear Giant Resonance Decay
S. Drozdz, S. Nishizaki, J. Speth +1
Scale free effects in world currency exchange network
A. Z. Gorski, S. Drozdz, J. Kwapien
Identifying Complexity by Means of Matrices
S. Drozdz, J. Kwapien, J. Speth +1
The bulk of the stock market correlation matrix is not pure noise
J. Kwapien, P. Oswiecimka, S. Drozdz
Collectivity Embedded in Complex Spectra: Example of Nuclear Double-Charge Exchange Modes
S. Drozdz, S. Nishizaki, J. Speth +1
On the origin of order from random two-body interactions
S. Drozdz, M. Wojcik
Chaos Driven Decay of Nuclear Giant Resonances: Route to Quantum Self-Organization
S. Drozdz, S. Nishizaki, J. Wambach
Collectivity in the Brain Sensory Response
S. Drozdz, J. Kwapien, A. A. Ioannides +1
Cross-correlations in Warsaw Stock Exchange
R. Rak, J. Kwapien, S. Drozdz +1
Alternation of different fluctuation regimes in the stock market dynamics
J. Kwapien, S. Drozdz, J. Speth
Coherent Patterns in Nuclei and in Financial Markets
S. Drozdz, J. Kwapien, J. Speth
Time scales involved in market emergence
J. Kwapien, S. Drozdz, J. Speth
Imprints of log-periodic self-similarity in the stock market
S. Drozdz, F. Ruf, J. Speth +1
Towards identifying the world stock market cross-correlations: DAX versus Dow Jones
S. Drozdz, F. Gruemmer, F. Ruf +1
Different fractal properties of positive and negative returns
P. Oswiecimka, J. Kwapien, S. Drozdz +2
Nonextensive statistical features of the Polish stock market fluctuations
R. Rak, S. Drozdz, J. Kwapien
Detecting subtle effects of persistence in the stock market dynamics
R. Rak, S. Drozdz, J. Kwapien +1
Self-Similar Log-Periodic Structures in Western Stock Markets from 2000
M. Bartolozzi, S. Drozdz, D. B. Leinweber +2
Temporal correlations versus noise in the correlation matrix formalism: an example of the brain auditory response
J. Kwapien, S. Drozdz, A. A. Ioannides
Dynamics of correlations in the stock market
S. Drozdz, F. Gruemmer, F. Ruf +1
Minimal Spanning Tree graphs and power like scaling in FOREX networks
A Z Gorski, S. Drozdz, J. Kwapien
Modeling Complex Nuclear Spectra - Regularity versus Chaos
S. Drozdz, S. Nishizaki, J. Speth +1
Wavelet versus Detrended Fluctuation Analysis of multifractal structures
Pawel Oswiecimka, Jaroslaw Kwapien, S. Drozdz
Nature of order from random two-body interactions
S. Drozdz, M. Wojcik
Asymmetric matrices in an analysis of financial correlations
J. Kwapien, S. Drozdz, A. Z. Gorski +1
Scaling Properties of Nuclear Giant Resonance Transition Probabilities
Andrzej Z. Gorski, S. Drozdz
Multifractal Model of Asset Returns versus real stock market dynamics
P. Oswiecimka, J. Kwapien, S. Drozdz +2