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Rafal Rak
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Quantitative features of multifractal subtleties in time series
S Drożdż, J Kwapień, P Oświecimka, R Rak
Europhysics letters 88 (6), 60003, 2010
1762010
The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect
S Drożdż, J Kwapień, P Oświȩcimka, R Rak
New Journal of Physics 12 (10), 105003, 2010
154*2010
Investigating multifractality of stock market fluctuations using wavelet and detrending fluctuation methods
P Oświęcimkaa, J Kwapieńa, S Drożdż, R Rak
Acta Physica Polonica B 36 (8), 2447-2457, 2005
812005
Nonextensive statistical features of the Polish stock market fluctuations
R Rak, S Drożdż, J Kwapień
Physica A: statistical mechanics and its applications 374 (1), 315-324, 2007
762007
Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies
R Rak, S Drożdż, J Kwapień, P Oświȩcimka
Europhysics Letters 112 (4), 48001, 2015
502015
Dynamical variety of shapes in financial multifractality
S Drożdż, R Kowalski, P Oświȩcimka, R Rak, R Gȩbarowski
Complexity 2018, 1-13, 2018
452018
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
412018
Stock returns versus trading volume: is the correspondence more general?
R Rak, S Drozdz, J Kwapien, P Oswiecimka
arXiv preprint arXiv:1310.7018, 2013
372013
Different fractal properties of positive and negative returns
P Oswiecimka, J Kwapien, S Drozdz, AZ Górski, R Rak
arXiv preprint arXiv:0803.1374, 2008
312008
Multifractal model of asset returns versus real stock market dynamics
P Oswiecimka, J Kwapien, S Drozdz, AZ Górski, R Rak
arXiv preprint physics/0605147, 2006
282006
The Fractional Preferential Attachment scale-free network model
R Rak, E Rak
Entropy 22 (5), 509, 2020
172020
Multifractal flexibly detrended fluctuation analysis
R Rak, P Zięba
arXiv preprint arXiv:1510.05115, 2015
162015
Route to chaos in generalized logistic map
R Rak, E Rak
arXiv preprint arXiv:1502.00248, 2015
142015
Universal features of mountain ridge networks on Earth
R Rak, J Kwapień, P Oświȩcimka, P Ziȩba, S Drożdż
Journal of Complex Networks 8 (1), cnz017, 2020
92020
Computational approach to multifractal music
P Oświęcimka, J Kwapień, I Celińska, S Drożdż, R Rak
arXiv preprint arXiv:1106.2902, 2011
92011
Computational approach to multifractal music
P Oswiecimka, J Kwapien, I Celinska, S Drozdz, R Rak
arXiv preprint arXiv:1106.2902, 2011
82011
Cross-correlations in Warsaw stock exchange
R Rak, J Kwapien, S Drozdz, P Oswiecimka
arXiv preprint arXiv:0803.0057, 2008
72008
Correlation matrix decomposition of WIG20 intraday fluctuations
R Rak, S Drozdz, J Kwapien, P Oswiecimka
arXiv preprint physics/0606041, 2006
72006
Detecting subtle effects of persistence in the stock market dynamics
R Rak, S Drozdz, J Kwapien, P Oswiecimka
arXiv preprint physics/0504158, 2005
62005
Quantitative characteristics of correlations of meteorological data
R Rak, S Bwanakare
Acta Physica Polonica A 129 (5), 922-926, 2016
52016
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Artikler 1–20