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researcher

R. Rak

17 papers hereh-index 14705 citations25 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author9
  • middle author1
  • last author6

Across the 16 of 17 papers where every author was matched, so the position is known.

fields
  • q-fin.ST8
  • physics.data-an4
  • physics.soc-ph2
  • physics.app-ph1
  • physics.geo-ph1
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20062024
most citedQuantitative features of multifractal subtleties in time series

171 citations · 626 across the 15 of their papers we have counts for

collaborators
Showing physics.soc-phShow all

2 papers · 1 filter

physics.soc-ph2020★ 23 cited

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…

physics.soc-ph2006★ 6 cited

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.