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Dariusz Grech
Dariusz Grech
Institute of Theoretical Physics, Faculty of Physics and Astronomy, University of Wrocław
在 ift.uni.wroc.pl 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
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Can one make any crash prediction in finance using the local Hurst exponent idea?
D Grech, Z Mazur
Physica A: Statistical Mechanics and its Applications 336 (1-2), 133-145, 2004
3212004
The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market
D Grech, G Pamuła
Physica A: statistical mechanics and its applications 387 (16-17), 4299-4308, 2008
1642008
Econophysics and sociophysics: Their milestones & challenges
R Kutner, M Ausloos, D Grech, T Di Matteo, C Schinckus, HE Stanley
Physica A: Statistical Mechanics and its Applications 516, 240-253, 2019
1222019
Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market
Ł Czarnecki, D Grech, G Pamuła
Physica A: Statistical Mechanics and its Applications 387 (27), 6801-6811, 2008
862008
Multifractal dynamics of stock markets
Ł Czarnecki, D Grech
Acta Physica Polonica A 117, 623-629, 2010
62*2010
On the multifractal effects generated by monofractal signals
D Grech, G Pamuła
Physica A: Statistical Mechanics and its Applications 392 (23), 5845-5864, 2013
59*2013
Statistical properties of old and new techniques in detrended analysis of time series
D Grech, Z Mazur
Acta Physica Polonica Series B 36 (8), 2403, 2005
592005
The ICARUS experiment, a second generation proton decay experiment and neutrino observatory at the Gran Sasso Laboratory
F Arneodo, ..., D Grech, et al.
582001
Multifractal background noise of monofractal signals
D Grech, G Pamuła
Acta Physica Polonica A 121 (2B), 2012
542012
On the scaling ranges of detrended fluctuation analysis for long-term memory correlated short series of data
D Grech, Z Mazur
Physica A: Statistical Mechanics and its Applications 392 (10), 2384-2397, 2013
522013
Alternative measure of multifractal content and its application in finance
D Grech
Chaos, solitons & fractals 88, 183-195, 2016
452016
Quantitative approach to multifractality induced by correlations and broad distribution of data
R Rak, D Grech
Physica A: Statistical Mechanics and its Applications 508, 48-66, 2018
442018
Scaling range of power laws that originate from fluctuation analysis
D Grech, Z Mazur
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 87 (5 …, 2013
282013
Report on foundation and organization of econophysics graduate courses at Faculty of Physics of University of Warsaw and Department of Physics and Astronomy of the Wrocław …
R Kutner, D Grech
Acta Physica Polonica A 114 (3), 637-647, 2008
242008
Influence of the maximal fluctuation moment order q on multifractal records normalized by finite-size effects
G Pamuła, D Grech
Europhysics Letters 105 (5), 50004, 2014
212014
Multifractality of Nonlinear Transformations with Application in Finances
D Grech, G Pamuła
ACTA PHYSICA POLONICA A 123 (3), 529-537, 2013
212013
Manifesto for a post-pandemic modeling
M Ausloos, D Grech, T Di Matteo, R Kutner, C Schinckus, HE Stanley
Physica a 559, 125086, 2020
112020
Impact of scaling range on the effectiveness of detrending methods
D Grech, Z Mazur
Acta Physica Polonica A 127, (A-59), 2015
112015
The amazing cases of motion with friction
D Grech, Z Mazur
European Journal of Physics 22 (4), 433, 2001
72001
Asymmetry of price returns—Analysis and perspectives from a non-extensive statistical physics point of view
Ł Bil, D Grech, M Zienowicz
Plos one 12 (11), e0188541, 2017
62017
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