1.5k citations · 2k across the 17 of their papers we have counts for
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The new face of multifractality: Multi-branchedness and the phase transitions in time series of mean inter-event times
Jarosław Klamut, Ryszard Kutner, Tomasz Gubiec +1
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dyna…
Empirical symptoms of catastrophic bifurcation transitions on financial markets: A phenomenological approach
M. Kozłowska, T. Gubiec, T. R. Werner +4
The principal aim of this work is the evidence on empirical way that catastrophic bifurcation breakdowns or transitions, proceeded by flickering phenomenon, are present on notoriou…
Nucleation, condensation and lambda-transition on a real-life stock market
M. Wilinski, B. Szewczak, T. Gubiec +2
We fill a void in merging empirical and phenomenological characterisation of the dynamical phase transitions in complex systems by identifying three of them on real-life financial…
Dynamic structural and topological phase transitions on the Warsaw Stock Exchange: A phenomenological approach
A. Sienkiewicz, T. Gubiec, R. Kutner +1
We study the crash dynamics of the Warsaw Stock Exchange (WSE) by using the Minimal Spanning Tree (MST) networks. We find the transition of the complex network during its evolution…
Structural and topological phase transitions on the German Stock Exchange
M. Wiliński, A. Sienkiewicz, T. Gubiec +2
We find numerical and empirical evidence for dynamical, structural and topological phase transitions on the (German) Frankfurt Stock Exchange (FSE) in the temporal vicinity of the…