15 citations · 37 across the 6 of their papers we have counts for
4 papers · 1 filter
Investment strategy due to the minimization of portfolio noise level by observations of coarse-grained entropy
Krzysztof Urbanowicz, Janusz A. Holyst
Using a recently developed method of noise level estimation that makes use of properties of the coarse grained-entropy we have analyzed the noise level for the Dow Jones index and…
Noise estimation by use of neighboring distances in Takens space and its applications to stock market data
Krzysztof Urbanowicz, Janusz A. Holyst
We present a method that uses distances between nearest neighbors in Takens space to evaluate a level of noise. The method is valid even for high noise levels. The method has been…
Noise reduction for flows using nonlinear constraints
Krzysztof Urbanowicz, Janusz A. Holyst
On the basis of a local-projective with nonlinear constraints (LPNC) approach (see K. Urbanowicz, J.A. Holyst, T. Stemler and H. Benner, Acta Phys. Pol B 35 (9), 2175, 2004) we dev…
Anti-deterministic behavior of discrete systems that are less predictable than noise
Krzysztof Urbanowicz, Holger Kantz, Janusz A. Holyst
We present a new type of deterministic dynamical behaviour that is less predictable than white noise. We call it anti-deterministic (AD) because time series corresponding to the dy…