55 citations · 184 across the 13 of their papers we have counts for
6 papers · 1 filter
Random matrix approach in search for weak signals immersed in background noise
D. Grech, J. Miskiewicz
We present new, original and alternative method for searching signals coded in noisy data. The method is based on the properties of random matrix eigenvalue spectra. First, we desc…
Has the world economy reached its globalization limit?
Janusz Miskiewicz, Marcel Ausloos
The economy globalization measure problem is discussed. Four macroeconomic indices of twenty among the "richest" countries are examined. Four types of "distances" are calculated.Tw…
Entropy correlation distance method applied to study correlations between the Gross Domestic Product of rich countries
Marcel Ausloos, Janusz Miskiewicz
The Theil index is much used in economy and finance; it looks like the Shannon entropy, but pertains to event values rather than to their probabilities. Any time series can be rema…
Introducing the q-Theil index
Marcel Ausloos, Janusz Miskiewicz
Starting from the idea of Tsallis on non-extensive statistical mechanics and the {\it q-entropy} notion, we recall the Theil index and transform it into the index. Both…
Delayed information flow effect in economy systems. An ACP model study
Janusz Miskiewicz, Marcel Ausloos
Applying any strategy requires some knowledge about the past state of the system. Unfortunately in the case of economy collecting information is a difficult, expensive and time con…
An attempt to observe economy globalization: the cross correlation distance evolution of the top 19 GDP's
Janusz Miskiewicz, Marcel Ausloos
Economy correlations between the 19 richest countries are investigated through their Gross Domestic Product increments. A distance is defined between increment correlation matrix e…