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Wyszukujesz frazę "Górski, A" wg kryterium: Autor


Wyświetlanie 1-10 z 10
Tytuł:
Modelling Emergence of Money
Autorzy:
Górski, A.
Drożdż, S.
Oświęcimka, P.
Powiązania:
https://bibliotekanauki.pl/articles/1538531.pdf
Data publikacji:
2010-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.65.Gh
89.75.Fb
05.45.Tp
Opis:
The agent-based computational economic (ACE) model with one free parameter (Thresh) proposed by Yasutomi is analyzed in details. We have found that for a narrow range of the parameter, in the money emergence phase, the money lifetime is finite and the "money switching" effect can be observed for long enough time evolution. Long periods of stability are followed by shorter periods with much shorter money lifetimes. Distributions of the money switching points have been found to have non-Cantor distribution on the time axis, i.e. the Rényi exponents determined by the box-counting algorithm equal 1.0 with high accuracy.
Źródło:
Acta Physica Polonica A; 2010, 117, 4; 676-680
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Accuracy Analysis of the Box-Counting Algorithm
Autorzy:
Górski, A.
Drożdż, S.
Mokrzycka, A.
Pawlik, J.
Powiązania:
https://bibliotekanauki.pl/articles/1408964.pdf
Data publikacji:
2012-02
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.45.Df
02.60.Gf
47.52.+j
Opis:
Accuracy of the box-counting algorithm for numerical computation of the fractal exponents is investigated. To this end several sample mathematical fractal sets are analyzed. It is shown that the standard deviation obtained for the fit of the fractal scaling in the log-log plot strongly underestimates the actual error. The real computational error was found to have power scaling with respect to the number of data points in the sample $(n_{tot})$. For fractals embedded in two-dimensional space the error is larger than for those embedded in one-dimensional space. For fractal functions the error is even larger. Obtained formula can give more realistic estimates for the computed generalized fractal exponents' accuracy.
Źródło:
Acta Physica Polonica A; 2012, 121, 2B; B-28-B-30
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Agent-based modelling of a commodity market dynamics
Autorzy:
Gębarowski, R.
Drożdż, S.
Górski, A.
Oświęcimka, P.
Powiązania:
https://bibliotekanauki.pl/articles/1075423.pdf
Data publikacji:
2016-05
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.65.Gh
89.75.Fb
05.45.Tp
Opis:
A modification of Yasutomi's agent-based model of the commodity market is investigated. It is argued that introduced modification of the microscopic exchange rules allows for emergence of commodity exchange rates in the model. Moreover, the model scaling due to finite size effects is considered and some practical implications of such scaling are discussed.
Źródło:
Acta Physica Polonica A; 2016, 129, 5; 1032-1037
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Competition of Commodities for the Status of Money in an Agent-based Model
Autorzy:
Gębarowski, R.
Drożdż, S.
Górski, A.
Oświęcimka, P.
Powiązania:
https://bibliotekanauki.pl/articles/1388403.pdf
Data publikacji:
2015-03
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.65.Gh
89.75.Fb
05.45.Tp
Opis:
In this model study of the commodity market, we present some evidence of competition of commodities for the status of money in the regime of parameters, where emergence of money is possible. The competition reveals itself as a rivalry of a few (typically two) dominant commodities, which take the status of money in turn.
Źródło:
Acta Physica Polonica A; 2015, 127, 3A; A-51-A-54
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Fractals, Log-Periodicity and Financial Crashes
Autorzy:
Oświęcimka, P.
Drożdż, S.
Kwapień, J.
Górski, A.
Powiązania:
https://bibliotekanauki.pl/articles/1538497.pdf
Data publikacji:
2010-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
52.35.Mw
05.45.Df
05.70.Jk
Opis:
Presence of self-similar patterns in the financial dynamics is by now well established and even convincingly quantified within the multifractal formalism. Here we focus attention on one particular aspect of this self-similarity which potentially is related to the discrete-scale invariance underlying the system composition and manifests itself by the log-periodic oscillations cascading self-similarly through various time scales. Such oscillations accumulate at the turning (critical) points that in the financial dynamics are often identified as crashes. This property thus allows us to develop a methodology that may be useful also for prediction. A model Weierstrass-type function is used to illustrate the relevant effects and several examples demonstrating that such effects in the real financial markets take place indeed, are reviewed.
Źródło:
Acta Physica Polonica A; 2010, 117, 4; 637-639
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Effect of Detrending on Multifractal Characteristics
Autorzy:
Oświęcimka, P.
Drożdż, S.
Kwapień, J.
Górski, A.
Powiązania:
https://bibliotekanauki.pl/articles/1400181.pdf
Data publikacji:
2013-03
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.45.Df
05.45.Tp
89.75.-k
Opis:
Different variants of multifractal detrended fluctuation analysis technique are applied in order to investigate various (artificial and real-world) time series. Our analysis shows that the calculated singularity spectra are very sensitive to the order of the detrending polynomial used within the multifractal detrended fluctuation analysis method. The relation between the width of the multifractal spectrum (as well as the Hurst exponent) and the order of the polynomial used in calculation is evident. Furthermore, type of this relation itself depends on the kind of analyzed signal. Therefore, such an analysis can give us some extra information about the correlative structure of the time series being studied.
Źródło:
Acta Physica Polonica A; 2013, 123, 3; 597-603
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Minimal Spanning Tree Graphs and Power Like Scaling in FOREX Networks
Autorzy:
Górski, A.
Kwapień, J.
Oświęcimka, P.
Drożdż, S.
Powiązania:
https://bibliotekanauki.pl/articles/1812222.pdf
Data publikacji:
2008-09
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.65.Gh
89.75.Fb
05.45.Tp
Opis:
Correlation matrices of foreign exchange rate time series are investigated for 60 world currencies. Minimal spanning tree graphs for the gold, silver and platinum are presented. Inverse power like scaling is discussed for these graphs as well as for four distinct currency groups (major, liquid, less liquid and non-tradable). The worst scaling was found for USD and related currencies.
Źródło:
Acta Physica Polonica A; 2008, 114, 3; 531-538
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Different Fractal Properties of Positive and Negative Returns
Autorzy:
Oświęcimka, P.
Kwapień, J.
Górski, A.
Drożdż, S.
Rak, R.
Powiązania:
https://bibliotekanauki.pl/articles/1812224.pdf
Data publikacji:
2008-09
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.20.-a
89.65.Gh
Opis:
We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using multifractal detrended fluctuation analysis. By calculating the singularity spectra f(α) we show that returns of both signs reveal multiscaling. Curiously, these spectra display a significant difference in the scaling properties of returns with opposite sign. The negative price changes are ruled by stronger temporal correlations than the positive ones, which is manifested by larger values of the corresponding Hölder exponents. As regards the properties of dominant trends, a bear market is more persistent than the bull market irrespective of the sign of fluctuations.
Źródło:
Acta Physica Polonica A; 2008, 114, 3; 547-553
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
X-Ray Diffraction and Electron Microscopy Studies on the Structure of Thermal Barrier Coatings
Autorzy:
Górski, L.
Pawłowski, A.
Powiązania:
https://bibliotekanauki.pl/articles/1419613.pdf
Data publikacji:
2012-08
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
61.50.Ks
81.30.-t
Opis:
Composites based on $Al_2O_3$ and $ZrO_2$ are used. Coatings deposited by plasma spraying technology are studied with the use of X-ray diffraction and electron microscopy combined with electron diffraction methods. Phase transitions and specific coatings layered microstructure with local fluctuations of phase and chemical composition are connected with the conditions of plasma spray process.
Źródło:
Acta Physica Polonica A; 2012, 122, 2; 405-409
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Nanocrystalline and Polycrystalline Phases Present in the Protective Metalloceramic Coatings
Autorzy:
Górski, L.
Pawłowski, A.
Powiązania:
https://bibliotekanauki.pl/articles/2035503.pdf
Data publikacji:
2002-08
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
61.50.Ks
81.30.-t
Opis:
New data about the structure of high-temperature resistant metalloceramic plasma sprayed coatings in micro and nano areas are presented. Application of the new instrumental methods: transmission electron microscopy combined with selected area electron diffraction made it possible to obtain these data. The first layer in Ni based metallic bondcoat shows nanocrystalline structure. External ceramic layer based on stabilised ZrO$\text{}_{2}$ is polycrystalline and contains both cubic and tetragonal crystalline phases. Local inhomogeneities in coatings phase composition are determined.
Źródło:
Acta Physica Polonica A; 2002, 102, 2; 295-299
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-10 z 10

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