activity
20182023
most citedThe new face of multifractality: Multi-branchedness and the phase transitions in time series of mean inter-event times

19 citations · 36 across the 6 of their papers we have counts for

collaborators

6 papers

physics.soc-ph2023★ 2 cited

Vulnerability of democratic electoral systems

Tomasz Raducha, Jarosław Klamut, Roger Cremades +2

The two most common types of electoral systems (ES) used in electing national legislatures are proportional representation and plurality voting. When they are evaluated, most often…

cond-mat.stat-mech2020★ 13 cited

Towards a Universal Measure of Complexity

Jarosław Klamut, Ryszard Kutner, Zbigniew R. Struzik

Recently it has been argued that entropy can be a direct measure of complexity, where the smaller value of entropy indicates lower system complexity, while its larger value indicat…

q-fin.ST2019

Continuous Time Random Walk with correlated waiting times. The crucial role of inter-trade times in volatility clustering

Jarosław Klamut, Tomasz Gubiec

In many physical, social or economical phenomena we observe changes of a studied quantity only in discrete, irregularly distributed points in time. The stochastic process used by p…

cond-mat.stat-mech2019

Multi-phase long-term autocorrelated diffusion: Stationary continuous-time Weierstrass walk vs. flight

Tomasz Gubiec, Jarosław Klamut, Ryszard Kutner

In this paper we are examining diffusion properties of stationary continuous-time Weierstrass walk (CTWW). We are showing it is a multi-phase representation of the Lévy walk. The h…

q-fin.ST2018★ 19 cited

The new face of multifractality: Multi-branchedness and the phase transitions in time series of mean inter-event times

Jarosław Klamut, Ryszard Kutner, Tomasz Gubiec +1

Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dyna…

q-fin.ST2018★ 2 cited

Directed Continuous-Time Random Walk with memory

Jarosław Klamut, Tomasz Gubiec

We propose a new Directed Continuous-Time Random Walk (CTRW) model with memory. As CTRW trajectory consists of spatial jumps preceded by waiting times, in Directed CTRW, we conside…