Autor: DROŻDŻ, A. - Katalog OPAC zbiorów

Skocz do pozycji: 1.

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

Skocz do pozycji: 2.

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

Skocz do pozycji: 3.

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

Skocz do pozycji: 4.

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

Skocz do pozycji: 5.

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

Informacja