341 citations · 2.1k across the 59 of their papers we have counts for
4 papers · 1 filter
Sign and amplitude representation of the forex networks
Sylwia Gworek, Jaroslaw Kwapien, Stanislaw Drozdz
We decompose the exchange rates returns of 41 currencies (incl. gold) into their sign and amplitude components. Then we group together all exchange rates with a common base currenc…
Quantitative features of multifractal subtleties in time series
Stanislaw Drozdz, Jaroslaw Kwapien, Pawel Oswiecimka +1
Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time…
Structure and evolution of the foreign exchange networks
Jaroslaw Kwapien, Sylwia Gworek, Stanislaw Drozdz
We investigate topology and temporal evolution of the foreign currency exchange market viewed from a weighted network perspective. Based on exchange rates for a set of 46 currencie…
Approaching the linguistic complexity
Stanislaw Drozdz, Jaroslaw Kwapien, Adam Orczyk
We analyze the rank-frequency distributions of words in selected English and Polish texts. We compare scaling properties of these distributions in both languages. We also study a f…