Complex Systems and Nonlinear Dynamics Division
Institute of Theoretical Physics
University of Wrocław

publications

Articles:

  1. D. Grech , G. Pamuła
    On the multifractal effects generated by monofractal signals
    Physica A 392, 5845-5864(2013)
  2. D. Grech , G. Pamuła
    Multifractal background noise of monofractal signals
    Acta Phys. Pol. A 121, B34-B39(2012)
  3. D. Grech, G. Pamuła
    Multifractal Backround of Monofractal Finite Signals with Long Memory
    Acta Phy. Pol. A 121, B-34 - B-39(2012)
  4. 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)
  5. 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)
  6. 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)
  7. 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)
  8. 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]

research topics





conferences

47 Winter School Simple Models for Complex Systems (2010)
23rd Max Born Symposium Critical Phenomena in Complex Systems, 2007
(photos)
41st Winter School Diffusion And Soft Matter Physics, 2005
XVIII Symposium Statistical Physics outside pure physics, 2003




© all rights reserved (2006), (author, webmaster)