240 citations · 347 across the 7 of their papers we have counts for
7 papers
Detecting unusual trading patterns on cryptocurrency exchanges by means of complexity measures
Jakub Zwydak, Marcin Wątorek, Jarosław Kwapień +1
Artificial transaction generation remains an important source of potential market manipulation on cryptocurrency exchanges, as it may distort reported liquidity and reduce market t…
Financial Return Distributions: Past, Present, and COVID-19
Marcin Wątorek, Jarosław Kwapień, Stanisław Drożdż
We analyze the price return distributions of currency exchange rates, cryptocurrencies, and contracts for differences (CFDs) representing stock indices, stock shares, and commoditi…
Multiscale characteristics of the emerging global cryptocurrency market
Marcin Wątorek, Stanisław Drożdż, Jarosław Kwapień +3
The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on wh…
Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis
Robert Gębarowski, Paweł Oświęcimka, Marcin Wątorek +1
Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight…
World Financial 2014-2016 Market Bubbles: Oil Negative - US Dollar Positive
Marcin Wątorek, Stanisław Drożdż, Paweł Oświęcimka
Based on the Log-Periodic Power Law (LPPL) methodology, with the universal preferred scaling factor , the negative bubble on the oil market in 2014-2016 has been detect…
Competition of Commodities for the Status of Money in an Agent-based Model
Robert Gębarowski, Stanisław Drożdż, Andrzej Z. Górski +1
In this model study of the commodity market, we present some evidence of competition of commodities for the status of money in the regime of parameters, where emergence of money is…
Multiscaling edge effects in an agent-based money emergence model
Paweł Oświęcimka, Stanisław Drożdż, Robert Gębarowski +2
An agent-based computational economical toy model for the emergence of money from the initial barter trading, inspired by Menger's postulate that money can spontaneously emerge in…