Autor: Drożdż, S. - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Sign and Amplitude Representation of the Forex Networks
Autorzy:: Gworek, S.
Kwapień, J.
Drożdż, S.
Powiązania:: https://bibliotekanauki.pl/articles/1538545.pdf
Data publikacji:: 2010-04
Wydawca:: Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:: 89.75.Da
89.75.Fb
Opis:: We decompose the exchange rates returns of 38 currencies (including gold) into their sign and amplitude components. Then we group together all exchange rates with a common base currency, construct Minimal Spanning Trees for each group independently, and analyze properties of these trees. We show that both the sign and the amplitude time series have similar correlation properties as far as the core network structure is concerned. There exist however interesting peripheral differences that may open a new perspective to view the Forex dynamics.
Źródło:: Acta Physica Polonica A; 2010, 117, 4; 681-687
0587-4246
1898-794X
Pojawia się w:: Acta Physica Polonica A
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Linguistic Complexity: English vs. Polish, Text vs. Corpus
Autorzy:: Kwapień, J.
Drożdż, S.
Orczyk, A.
Powiązania:: https://bibliotekanauki.pl/articles/1538580.pdf
Data publikacji:: 2010-04
Wydawca:: Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:: 89.75.Da
89.75.Fb
Opis:: We analyze the rank-frequency distributions of words in selected English and Polish texts. We show that for the lemmatized (basic) word forms the scale-invariant regime breaks after about two decades, while it might be consistent for the whole range of ranks for the inflected word forms. We also find that for a corpus consisting of texts written by different authors the basic scale-invariant regime is broken more strongly than in the case of comparable corpus consisting of texts written by the same author. Similarly, for a corpus consisting of texts translated into Polish from other languages the scale-invariant regime is broken more strongly than for a comparable corpus of native Polish texts. Moreover, we find that if the words are tagged with their proper part of speech, only verbs show rank-frequency distribution that is almost scale-invariant.
Źródło:: Acta Physica Polonica A; 2010, 117, 4; 716-720
0587-4246
1898-794X
Pojawia się w:: Acta Physica Polonica A
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

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: 4.

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: 5.

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: 6.

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

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