171 citations · 626 across the 15 of their papers we have counts for
17 papers
Quantifying multifractal anisotropy in two dimensional objects
Rafał Rak, Stanisław Drożdż, Jarosław Kwapień +1
An efficient method of exploring the effects of anisotropy in the fractal properties of 2D surfaces and images is proposed. It can be viewed as a direction-sensitive generalization…
The Fractional Preferential Attachment Scale-Free Network Model
Rafał Rak, Ewa Rak
Many networks generated by nature have two generic properties: they are formed in the process of {preferential attachment} and they are scale-free. Considering these features, by i…
Dynamical variety of shapes in financial multifractality
Stanisław Drożdż, Rafał Kowalski, Paweł Oświȩcimka +2
The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far prese…
Quantitative approach to multifractality induced by correlations and broad distribution of data
Rafal Rak, Dariusz Grech
We analyze quantitatively the effect of spurious multifractality induced by the presence of fat-tailed symmetric and asymmetric probability distributions of fluctuations in time se…
Universal features of mountain ridge networks on Earth
Rafał Rak, Jarosław Kwapień, Paweł Oświęcimka +2
Compared to the heavily studied surface drainage systems, the mountain ridge systems have been a subject of less attention even on the empirical level, despite the fact that their…
Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies
Rafal Rak, Stanislaw Drozdz, Jaroslaw Kwapien +1
We consider a few quantities that characterize trading on a stock market in a fixed time interval: logarithmic returns, volatility, trading activity (i.e., the number of transactio…