116 citations · 440 across the 12 of their papers we have counts for
Showing 2001Show all
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cond-mat.soft2001★ 17 cited
Identifying Complexity by Means of Matrices
S. Drozdz, J. Kwapien, J. Speth +1
Complexity is an interdisciplinary concept which, first of all, addresses the question of how order emerges out of randomness. For many reasons matrices provide a very practical an…
cond-mat.soft2001★ 10 cited
Decomposing the stock market intraday dynamics
J. Kwapien, S. Drozdz, F. Gruemmer +2
The correlation matrix formalism is used to study temporal aspects of the stock market evolution. This formalism allows to decompose the financial dynamics into noise as well as in…
cond-mat.soft2001★ 36 cited
Quantifying dynamics of the financial correlations
S. Drozdz, J. Kwapien, F. Gruemmer +2
A novel application of the correlation matrix formalism to study dynamics of the financial evolution is presented. This formalism allows to quantify the memory effects as well as s…