Tomasz Gubiec
Tomasz Gubiec
Faculty of Physics, University of Warsaw
Verifierad e-postadress på fuw.edu.pl - Startsida
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Structural and topological phase transitions on the German Stock Exchange
M Wiliński, A Sienkiewicz, T Gubiec, R Kutner, ZR Struzik
Physica A: Statistical Mechanics and its Applications 392 (23), 5963-5973, 2013
662013
Fingered growth in channel geometry: A Loewner-equation approach
T Gubiec, P Szymczak
Physical Review E 77 (4), 041602, 2008
362008
Dynamic Structural and Topological Phase Transitions on the Warsaw Stock Exchange: A Phenomenological Approach
A Sienkiewicz, T Gubiec, R Kutner, ZR Struzik
Acta Physica Polonica A 123 (3), 615-620, 2013
322013
Universality of market superstatistics
M Denys, T Gubiec, R Kutner, M Jagielski, HE Stanley
Physical Review E 94 (4), 042305, 2016
312016
Backward jump continuous-time random walk: An application to market trading
T Gubiec, R Kutner
Physical Review E 82 (4), 046119, 2010
252010
Coevolving complex networks in the model of social interactions
T Raducha, T Gubiec
Physica A: Statistical Mechanics and its Applications 471, 427-435, 2017
172017
Stokesian dynamics of close particles
ML Ekiel-Jeżewska, T Gubiec, P Szymczak
Physics of Fluids 20 (6), 063102, 2008
172008
Reinterpretation of Sieczka-Ho {\l} yst financial market model
M Denys, T Gubiec, R Kutner
arXiv preprint arXiv:1301.2535, 2013
162013
Dynamic bifurcations on financial markets
M Kozłowska, M Denys, M Wiliński, G Link, T Gubiec, TR Werner, ...
Chaos, Solitons & Fractals 88, 126-142, 2016
152016
Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk
TR Werner, T Gubiec, R Kutner, D Sornette
The European Physical Journal Special Topics 205 (1), 27-52, 2012
15*2012
Can banks default overnight? Modelling endogenous contagion on the O/N interbank market
P Smaga, M Wiliński, P Ochnicki, P Arendarski, T Gubiec
Quantitative Finance 18 (11), 1815-1829, 2018
132018
Temporal condensation and dynamic λ-transition within the complex network: an application to real-life market evolution
M Wiliński, B Szewczak, T Gubiec, R Kutner, ZR Struzik
The European Physical Journal B 88 (2), 1-15, 2015
10*2015
Continuous-Time Random Walk with multi-step memory: an application to market dynamics
T Gubiec, R Kutner
The European Physical Journal B 90 (11), 1-15, 2017
8*2017
Directed continuous-time random walk with memory
J Klamut, T Gubiec
The European Physical Journal B 92 (4), 1-7, 2019
72019
Predicting language diversity with complex networks
T Raducha, T Gubiec
PloS one 13 (4), e0196593, 2018
72018
Intra-day variability of the stock market activity versus stationarity of the financial time series
T Gubiec, M Wiliński
Physica A: Statistical Mechanics and its Applications 432 (0), 216 - 221, 2015
72015
Statistical mechanics of a coevolving spin system
T Raducha, M Wilinski, T Gubiec, HE Stanley
Physical Review E 98 (3), 030301, 2018
52018
Statistical collapse of excessive market losses
M Denys, M Jagielski, T Gubiec, R Kutner, HE Stanley
Acta Physica Polonica A 129 (5), 913-916, 2016
52016
Multibranch multifractality and the phase transitions in time series of mean interevent times
J Klamut, R Kutner, T Gubiec, ZR Struzik
Physical Review E 101 (6), 063303, 2020
42020
Share price evolution as stationary, dependent continuous-time random walk
T Gubiec, R Kutner
Acta Physica Polonica-Series A General Physics 117 (4), 669, 2010
42010
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Artiklar 1–20