7 papers
Turning angle analysis reveals hidden anisotropies in the anomalous diffusion of molecules in live cells
Michał Balcerek, Adrian Pacheco-Pozo, Agnieszka Wyłomańska +1
Molecular motion within living cells provides a window into the physical principles underlying intracellular organization and transport. Yet a fundamental limitation remains: measu…
Two-dimensional fractional Brownian motion: Analysis in time and frequency domains
MichaÅ Balcerek, Adrian Pacheco-Pozo, Agnieszka WyÅomaÅska +2
This article introduces a novel construction of the two-dimensional fractional Brownian motion (2D fBm) with dependent components. Unlike similar models discussed in the literature…
Machine learning models for predicting catastrophe bond coupons using climate data
Julia KoÅczal, MichaÅ Balcerek, Krzysztof Burnecki
In recent years, the growing frequency and severity of natural disasters have increased the need for effective tools to manage catastrophe risk. Catastrophe (CAT) bonds allow the t…
CINNAMON: A hybrid approach to change point detection and parameter estimation in single-particle tracking data
Jakub Malinowski, Marcin Kostrzewa, MichaÅ Balcerek +2
Change point detection has become an important part of the analysis of the single-particle tracking data, as it allows one to identify moments, in which the motion patterns of obse…
Multifractional Brownian motion with telegraphic, stochastically varying exponent
MichaÅ Balcerek, Samudrajit Thapa, Krzysztof Burnecki +4
The diversity of diffusive systems exhibiting long-range correlations characterized by a stochastically varying Hurst exponent calls for a generic multifractional model. We present…
Evaluating Gaussianity of heterogeneous fractional Brownian motion
MichaÅ Balcerek, Adrian Pacheco-Pozo, Agnieszka WyÅomaÅska +1
Heterogeneous diffusion processes are prevalent in various fields, including the motion of proteins in living cells, the migratory movement of birds and mammals, and finance. These…