71 citations · 216 across the 17 of their papers we have counts for
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physics.data-an2013
Continuous-Time Random Walk with multi-step memory: An application to market dynamics
Tomasz Gubiec, Ryszard Kutner
A novel version of the Continuous-Time Random Walk (CTRW) model with memory is developed. This memory means the dependence between arbitrary number of successive jumps of the proce…
physics.data-an2010
Super-extreme event's influence on a Weierstrass-Mandelbrot Continuous-Time Random Walk
Tomasz Gubiec, Tomasz R. Werner, Ryszard Kutner +1
Two utmost cases of super-extreme event's influence on the velocity autocorrelation function (VAF) were considered. The VAF itself was derived within the hierarchical Weierstrass-M…