73 citations · 105 across the 5 of their papers we have counts for
5 papers
Advanced Strategies of Portfolio Management in the Heston Market Model
Jarosław Gruszka, Janusz Szwabiński
There is a great number of factors to take into account when building and managing an investment portfolio. It is widely believed that a proper set-up of the portfolio combined wit…
Classification of particle trajectories in living cells: machine learning versus statistical testing hypothesis for fractional anomalous diffusion
Joanna Janczura, Patrycja Kowalek, Hanna Loch-Olszewska +2
Single-particle tracking (SPT) has become a popular tool to study the intracellular transport of molecules in living cells. Inferring the character of their dynamics is important,…
Best Portfolio Management Strategies For Synthetic and Real Assets
Jarosław Gruszka, Janusz Szwabiński
Managing investment portfolios is an old and well know problem in multiple fields including financial mathematics and financial engineering as well as econometrics and econophysics…
Mapping the -voter model: From a single chain to complex networks
Arkadiusz Jędrzejewski, Katarzyna Sznajd-Weron, Janusz Szwabiński
We propose and compare six different ways of mapping the modified -voter model to complex networks. Considering square lattices, Barabási-Albert, Watts-Strogatz and real Twitter…
Density outbursts in a food web model with closed nutrient cycle
Janusz Szwabiński
A spatial three level food web model with a closed nutrient cycle is presented and analyzed via Monte Carlo simulations. The time evolution of the model reveals two asymptotic stat…