30 citations · 40 across the 5 of their papers we have counts for
9 papers
Time Evolution of Non-linear Currency Networks
Paweł Fiedor, Artur Hołda
Financial markets are complex adaptive systems, and are commonly studied as complex networks. Most of such studies fall short in two respects: they do not account for non-linearity…
Maximum Entropy Production Principle for Stock Returns
Paweł Fiedor
In our previous studies we have investigated the structural complexity of time series describing stock returns on New York's and Warsaw's stock exchanges, by employing two estimato…
Causal Non-Linear Financial Networks
Paweł Fiedor
In our previous study we have presented an approach to studying lead--lag effect in financial markets using information and network theories. Methodology presented there, as well a…
Predictability of Volatility Homogenised Financial Time Series
Paweł Fiedor, Odd Magnus Trondrud
Modelling financial time series as a time change of a simpler process has been proposed in various forms over the years. One of such recent approaches is called volatility homogeni…
Partial Mutual Information Analysis of Financial Networks
Paweł Fiedor
The econophysics approach to socio-economic systems is based on the assumption of their complexity. Such assumption inevitably lead to another assumption, namely that underlying in…
Information-theoretic approach to lead-lag effect on financial markets
Paweł Fiedor
Recently the interest of researchers has shifted from the analysis of synchronous relationships of financial instruments to the analysis of more meaningful asynchronous relationshi…