المؤلفون: Jarosław Klamut, Tomasz Gubiec

المصدر: Entropy, Vol 23, Iss 12, p 1576 (2021)

مصطلحات موضوعية: continuous time random walk, intertrade times, volatility clustering, Science, Astrophysics, QB460-466, Physics, QC1-999

وصف الملف: electronic resource

Relation: https://www.mdpi.com/1099-4300/23/12/1576; https://doaj.org/toc/1099-4300

URL الوصول: https://doaj.org/article/a46b4378891346699ae66e673fbea5d2

المؤلفون: Jarosław Klamut, Ryszard Kutner, Zbigniew R. Struzik

المصدر: Entropy, Vol 22, Iss 8, p 866 (2020)

مصطلحات موضوعية: dynamical complexity, universal complexity measure, irreversible processes, entropies, entropic susceptibilities, Science, Astrophysics, QB460-466, Physics, QC1-999

وصف الملف: electronic resource

Relation: https://www.mdpi.com/1099-4300/22/8/866; https://doaj.org/toc/1099-4300

URL الوصول: https://doaj.org/article/d75547719ce14d1fba9596c33eb56945

المؤلفون: Jarosław Klamut, Tomasz Gubiec

المصدر: Springer;EDP Sciences, The European Physical Journal B: Condensed Matter and Complex Systems. 92(4):1-7

الإتاحة: https://ideas.repec.org/a/spr/eurphb/v92y2019i4d10.1140_epjb_e2019-90453-y.html

المؤلفون: Jarosław Klamut, Ryszard Kutner, Tomasz Gubiec

المصدر: Simplicity of Complexity in Economic and Social Systems ISBN: 9783030561598

مصطلحات موضوعية: Lévy flight, Mathematical analysis, Autocorrelation, Trajectory, Phase (waves), Piecewise, Diffusion (business), Coupling (probability), Brownian motion, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::95885c7ac995e9226de74c91c32f60a6
https://doi.org/10.1007/978-3-030-56160-4_4

المؤلفون: Zbigniew R. Struzik, Ryszard Kutner, Jarosław Klamut

المصدر: Entropy
Entropy, Vol 22, Iss 866, p 866 (2020)
Volume 22
Issue 8

مصطلحات موضوعية: entropic susceptibilities, Theoretical computer science, Statistical Mechanics (cond-mat.stat-mech), Computer science, entropies, General Physics and Astronomy, Classical Physics (physics.class-ph), FOS: Physical sciences, lcsh:Astrophysics, dynamical complexity, Physics - Classical Physics, lcsh:QC1-999, Article, universal complexity measure, Direct measure, lcsh:QB460-466, Entropy (information theory), lcsh:Q, lcsh:Science, irreversible processes, Condensed Matter - Statistical Mechanics, lcsh:Physics

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::43e86f1ecf964ef608c7a556d3668c51
http://europepmc.org/articles/PMC7517468

المؤلفون: Jarosław Klamut, Tomasz Gubiec

المصدر: Entropy, Vol 23, Iss 1576, p 1576 (2021)
Entropy
Entropy; Volume 23; Issue 12; Pages: 1576

مصطلحات موضوعية: Science, QC1-999, FOS: Physical sciences, General Physics and Astronomy, continuous time random walk, intertrade times, Astrophysics, Article, FOS: Economics and business, volatility clustering, Econometrics, Volatility clustering, Statistical Finance (q-fin.ST), Stochastic process, Physics, Autocorrelation, Quantitative Finance - Statistical Finance, Random walk, QB460-466, Variable (computer science), Nonlinear system, Physics - Data Analysis, Statistics and Probability, Stock market, Continuous-time random walk, Data Analysis, Statistics and Probability (physics.data-an)

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c009a7d67864cb80cf50232d39e8f1f4
http://arxiv.org/abs/1909.04986

المؤلفون: Jarosław Klamut, Tomasz Gubiec

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Diffusion (acoustics), Volatility clustering, Stochastic process, Autocorrelation, Stock market, Statistical physics, Random walk, Continuous-time random walk, Mathematics, Event (probability theory)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::d886ea9a262005c93166da96df214b1f
https://doi.org/10.2139/ssrn.3402388

المؤلفون: Tomasz Gubiec, Jarosław Klamut, Zbigniew R. Struzik, Ryszard Kutner

المصدر: Physical review. E. 101(6-1)

مصطلحات موضوعية: Physics, Hurst exponent, Phase transition, Series (mathematics), Multifractal system, Physics::Data Analysis, Statistics and Probability, Mandelbrot set, 01 natural sciences, 010305 fluids & plasmas, Metastability, 0103 physical sciences, Exponent, Statistical physics, 010306 general physics, Legendre polynomials

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::81100961bb3d25c89b3dc950c5ec8b69
https://pubmed.ncbi.nlm.nih.gov/32688462

المؤلفون: Jarosław Klamut, Tomasz Gubiec

مصطلحات موضوعية: Statistical Finance (q-fin.ST), Autocorrelation, Complex system, FOS: Physical sciences, Quantitative Finance - Statistical Finance, Probability and statistics, Condensed Matter Physics, Random walk, 01 natural sciences, 010305 fluids & plasmas, Electronic, Optical and Magnetic Materials, FOS: Economics and business, Nonlinear system, Physics - Data Analysis, Statistics and Probability, 0103 physical sciences, Trajectory, Jump, Statistical physics, 010306 general physics, Continuous-time random walk, Data Analysis, Statistics and Probability (physics.data-an), Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7d56c6048156810908ebfc1f2d991e0a
http://arxiv.org/abs/1807.01934

المؤلفون: Klamut, Jaroslaw

المساهمون: Gubiec, Tomasz (VerfasserIn)

المصدر: 2019