74 citations · 220 across the 6 of their papers we have counts for
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physics.data-an2011★ 8 cited
Computational approach to multifractal music
Paweł Oświęcimka, Jarosław Kwapień, Iwona Celińska +2
In this work we perform a fractal analysis of 160 pieces of music belonging to six different genres. We show that the majority of the pieces reveal characteristics that allow us to…
physics.data-an2006
Correlation matrix decomposition of WIG20 intraday fluctuations
R. Rak, S. Drozdz, J. Kwapien +1
Using the correlation matrix formalism we study the temporal aspects of the Warsaw Stock Market evolution as represented by the WIG20 index. The high frequency (1 min) WIG20 record…
physics.data-an2006★ 62 cited
Nonextensive statistical features of the Polish stock market fluctuations
R. Rak, S. Drozdz, J. Kwapien
The statistics of return distributions on various time scales constitutes one of the most informative characteristics of the financial dynamics. Here we present a systematic study…