activity
19942024
most citedWavelet versus Detrended Fluctuation Analysis of multifractal structures

341 citations · 3k across the 78 of their papers we have counts for

collaborators

86 papers

q-fin.ST2024★ 9 cited

Correlations versus noise in the NFT market

Marcin Wątorek, Paweł Szydło, Jarosław Kwapień +1

The non-fungible token (NFT) market emerges as a recent trading innovation leveraging blockchain technology, mirroring the dynamics of the cryptocurrency market. The current study…

physics.soc-ph2024★ 42 cited

Complex systems approach to natural language

Tomasz Stanisz, Stanisław Drożdż, Jarosław Kwapień

The review summarizes the main methodological concepts used in studying natural language from the perspective of complexity science and documents their applicability in identifying…

q-fin.CP2023★ 13 cited

Characteristics of price related fluctuations in Non-Fungible Token (NFT) market

Paweł Szydło, Marcin Wątorek, Jarosław Kwapień +1

A non-fungible token (NFT) market is a new trading invention based on the blockchain technology which parallels the cryptocurrency market. In the present work we study capitalizati…

q-fin.TR2023★ 11 cited

Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components

Marcin Wątorek, Maria Skupień, Jarosław Kwapień +1

This paper investigates the temporal patterns of activity in the cryptocurrency market with a focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022.…

q-fin.ST2023★ 29 cited

What is mature and what is still emerging in the cryptocurrency market?

Stanisław Drożdż, Jarosław Kwapień, Marcin Wątorek

In relation to the traditional financial markets, the cryptocurrency market is a recent invention and the trading dynamics of all its components are readily recorded and stored. Th…

q-fin.ST2023★ 55 cited

Cryptocurrencies Are Becoming Part of the World Global Financial Market

Marcin Wątorek, Jarosław Kwapień, Stanisław Drożdż

In this study the cross-correlations between the cryptocurrency market represented by the two most liquid and highest-capitalized cryptocurrencies: bitcoin and ethereum, on the one…