publications
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Articles:
- D. Grech , G. Pamuła
On the multifractal effects generated by monofractal signals Physica A 392, 5845-5864(2013)
- D. Grech , Z. Mazur
On the scaling ranges of detrended fluctuation analysis for long-term memory correlated short series of data Physica A 392, 2384-2397(2013)
- D. Grech , Z. Mazur
On the scaling range of power-laws originated from fluctuation analysis Phys. Rev. E 87, 052809(2013)
- D. Grech , J. Mi¶kiewicz
Random matrix approach in search for weak signals hidden in noisy data Europhys. Lett. 97, 30005(2012)
- D. Grech , G. Pamuła
Multifractal background noise of monofractal signals Acta Phys. Pol. A 121, B34-B39(2012)
- D. Grech, G. Pamuła
Multifractal Backround of Monofractal Finite Signals with Long Memory Acta Phy. Pol. A 121, B-34 - B-39(2012)
- D. Grech , G. Pamuła
The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market Physica A 387, 4299-4308(2008)
- Ł. Czarnecki, D. Grech , G. Pamuła
Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market Physica A 387, 6801-6811(2008)
- Ł. Czarnecki, D. Grech, G. Pamuła
Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market Phys. A 387, 6801 - 6811(2008)
- D. Grech, G. Pamuła
The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market Phys. A 387, 4299 - 4308(2008)
- D. Grech , Z. Mazur
Can one make any crash prediction in finance using the local Hurst exponent idea? Physica A 336, 133-145(2004)
- D. Grech, G. Pamuła
The local fractal properties of the financial time series on the Polish stock exchange market arXiv: 0708.0353v1, [q-fm.ST]
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conferences
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