317 citations · 3.1k across the 78 of their papers we have counts for
4 papers · 1 filter
Network Transitivity and Matrix Models
Z. Burda, J. Jurkiewicz, A. Krzywicki
This paper is a step towards a systematic theory of the transitivity (clustering) phenomenon in random networks. A static framework is used, with adjacency matrix playing the role…
Is Econophysics a Solid Science?
Z. Burda, J. Jurkiewicz, M. A. Nowak
Econophysics is an approach to quantitative economy using ideas, models, conceptual and computational methods of statistical physics. In recent years many of physical theories like…
Free Levy Matrices and Financial Correlations
Z. Burda, J. Jurkiewicz, M. A. Nowak +2
We consider a covariance matrix composed of asymmetric and free random Levy matrices. We use the results of free random variables to derive an algebraic equation for the resolvent…
Levy Matrices and Financial Covariances
Z. Burda, J. Jurkiewicz, M. A. Nowak +2
In a given market, financial covariances capture the intra-stock correlations and can be used to address statistically the bulk nature of the market as a complex system. We provide…