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q-fin.MF2026
Modeling interest rate swap volatility with GARCH processes
Michał Balcerek, Michał Wronka
We examine the conditional volatility dynamics of the USD 1Yx10Y forward swap rate using GARCH(1,1), GJR-GARCH(1,1), and a two-regime Markov-switching GARCH (MSGARCH) model. The an…
cond-mat.stat-mech2026
Turning angle analysis reveals hidden anisotropies in intracellular transport
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…