1 citations · 1 across the 1 of their papers we have counts for
3 papers
q-fin.ST2014★ 1 cited
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…
q-fin.ST2013
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…
q-fin.ST2013
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…