341 citations · 3k across the 78 of their papers we have counts for
7 papers · 1 filter
Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017
Marcin Wątorek, Stanisław Drożdż, Paweł Oświȩcimka +1
Statistical and multiscaling characteristics of WTI Crude Oil prices expressed in US dollar in relation to the most traded currencies as well as to gold futures and to the E-mini S…
Dynamical variety of shapes in financial multifractality
Stanisław Drożdż, Rafał Kowalski, Paweł Oświȩcimka +2
The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far prese…
Linguistic data mining with complex networks: a stylometric-oriented approach
Tomasz Stanisz, Jarosław Kwapień, Stanisław Drożdż
By representing a text by a set of words and their co-occurrences, one obtains a word-adjacency network being a reduced representation of a given language sample. In this paper, th…
High-dimensional dynamics in a single-transistor oscillator containing Feynman-Sierpinski resonators: effect of fractal depth and irregularity
Ludovico Minati, Mattia Frasca, Gianluca Giustolisi +3
Fractal structures pervade nature and are receiving increasing engineering attention towards the realization of broadband resonators and antennas. We show that fractal resonators c…
Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects
Stanisław Drożdż, Robert Gębarowski, Ludovico Minati +2
Based on 1-minute price changes recorded since year 2012, the fluctuation properties of the rapidly-emerging Bitcoin (BTC) market are assessed over chosen sub-periods, in terms of…
Universal features of mountain ridge networks on Earth
Rafał Rak, Jarosław Kwapień, Paweł Oświęcimka +2
Compared to the heavily studied surface drainage systems, the mountain ridge systems have been a subject of less attention even on the empirical level, despite the fact that their…