341 citations · 2.1k across the 59 of their papers we have counts for
9 papers · 1 filter
Statistics of punctuation in experimental literature -- the remarkable case of "Finnegans Wake" by James Joyce
Tomasz Stanisz, Stanisław Drożdż, Jarosław Kwapień
As the recent studies indicate, the structure imposed onto written texts by the presence of punctuation develops patterns which reveal certain characteristics of universality. In p…
Complex systems approach to natural language
Tomasz Stanisz, Stanisław Drożdż, Jarosław Kwapień
The review summarizes the main methodological concepts used in studying natural language from the perspective of complexity science and documents their applicability in identifying…
Hierarchical organization of H. Eugene Stanley scientific collaboration community in weighted network representation
Stanislaw Drozdz, Andrzej Kulig, Jaroslaw Kwapien +2
By mapping the most advanced elements of the contemporary social interactions, the world scientific collaboration network develops an extremely involved and heterogeneous organizat…
Inferring cultural regions from correlation networks of given baby names
Mateusz Pomorski, Malgorzata J. Krawczyk, Krzysztof Kulakowski +2
We report investigations on the statistical characteristics of the baby names given between 1910 and 2010 in the United States of America. For each year, the 100 most frequent name…
Complex network analysis of literary and scientific texts
Iwona Grabska-Gradzinska, Andrzej Kulig, Jaroslaw Kwapien +1
We present results from our quantitative study of statistical and network properties of literary and scientific texts written in two languages: English and Polish. We show that Pol…
Complexity characteristics of currency networks
A. Z. Gorski, S. Drozdz, J. Kwapien +1
A large set of daily FOREX time series is analyzed. The corresponding correlation matrices (CM) are constructed for USD, EUR and PLZ used as the base currencies. The triangle rule…
Asymmetric matrices in an analysis of financial correlations
J. Kwapien, S. Drozdz, A. Z. Gorski +1
Financial markets are highly correlated systems that reveal both the inter-market dependencies and the correlations among their different components. Standard analyzing techniques…
Multifractal Model of Asset Returns versus real stock market dynamics
P. Oswiecimka, J. Kwapien, S. Drozdz +2
There is more and more empirical evidence that multifractality constitutes another and perhaps the most significant financial stylized fact. A realistic model of the financial dyna…
The bulk of the stock market correlation matrix is not pure noise
J. Kwapien, P. Oswiecimka, S. Drozdz
We analyse the structure of the distribution of eigenvalues of the stock market correlation matrix with increasing length of the time series representing the price changes. We use…