Complex Systems Theory Department

Our publications

2021

A.Z. Górski, M. Piwowar, Nucleotide spacing distribution analysis for human genome, Mamm. Genome (2021) [preprint]
M. Wątorek, S. Drożdż, J. Kwapień, L. Minati, P. Oświęcimka, M. Stanuszek, Multiscale characteristics of the emerging global cryptocurrency market, Phys. Rep. 901, 1-82 (2021) [preprint]

2020

S. Drożdż, J. Kwapień, P. Oświęcimka, T. Stanisz, M. Wątorek, Complexity in economic and social systems: cryptocurrency market at around COVID-19, Entropy 22, 1043 (2020) [preprint]
P. Oświęcimka, S. Drożdż, M. Frasca, R. Gębarowski, N. Yoshimura, L. Zunino, L. Minati, Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses, Nonlin. Dyn. 100, 1689-1704 (2020) [preprint]
S. Drożdż, L. Minati, P. Oświęcimka, M. Stanuszek, M. Wątorek, Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market Chaos 30, 023122 (2020) [preprint]
R. Rak, J. Kwapień, S. Drożdż, P. Oświęcimka, P. Zięba, Universal features of mountain ridge patterns on Earth, J. Compl. Networks 8, cnz017 (2020) [preprint]
S. Adarsh, D.S. Dharan, A.R. Nandhu, B.A. Vishnu, V.K. Mohan, M. Wątorek, Multifractal description of streamflow and suspended sediment concentration data from Indian river basins, Acta Geophys. 68, 519-535 (2020) [preprint]

2019

S. Drożdż, L. Minati, P. Oświęcimka, M. Stanuszek, M. Wątorek, Signatures of crypto-currency market decoupling from the Forex, Future Internet 11, 154 (2019) [Open access]
R. Gębarowski, P. Oświęcimka, M. Wątorek, S. Drożdż, Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis, Nonlin. Dyn. 98, 2349-2364 (2019) [Open access]
L. Minati, N. Yoshimura, M. Frasca, S. Drożdż, Y. Koike, Warped phase coherence: an empirical synchronization measure combining phase and amplitude information, Chaos 29, 021102 (2019) [preprint]
M. Wątorek, S. Drożdż, P. Oświȩcimka, M. Stanuszek, Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017, Energy Econ. 81, 874-885 (2019) [preprint]
T. Stanisz, J. Kwapień, S. Drożdż, Linguistic data mining with complex networks: a stylometric-oriented approach, Inf. Sci. 482, 301-320 (2019) [preprint]

2018

L. Minati, M. Frasca, G. Giustolisi, P. Oświęcimka, S. Drożdż, L. Ricci, High-dimensional dynamics in a single-transistor oscillator containing Feynman-Sierpiński resonators: effect of fractal depth and irregularity, Chaos 28, 093112 (2018) [preprint]
S. Drożdż, R. Kowalski, P. Oświęcimka, R. Rak, R. Gębarowski, Dynamical variety of shapes in financial multifractality, Complexity 2018, 7015721 (2018) [preprint]
S. Scarpetta, I. Apicella, L. Minati, A. de Candia, Hysteresis, neural avalanches, and critical behavior near a first-order transition of a spiking neural network, Phys. Rev. E 97, 062305 (2018) [preprint]
S. Drożdż, R. Gębarowski, L. Minati, P. Oświęcimka, M. Wątorek, Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects, Chaos 28, 071101 (2018) [preprint]
L. Minati, L. Faes, M. Frasca, P. Oświęcimka, S. Drożdż, Apparent remote synchronization of amplitudes: a demodulation and interference effect, Chaos 28, 063124 (2018) [preprint]
A.Z. Górski, J. Szmigielski, Isospectral flows for the inhomogeneous string density problem, J. Nonlinear Sci., doi.org/10.1007/s00332-018-9451-4 (2018) [preprint]
A. Adamczak, A.Z. Górski, Muonic-atom scattering from hydrogenic liquids in an incoherent approach, Eur. Phys. J. D 72 40 (2018) [preprint]
P. Oświęcimka, L. Livi, S. Drożdż, Right-side-stretched multifractal spectra indicate small-worldness in networks, Comm. Nonlinear Sci. Numer. Sim. 57, 231-245 (2018) [preprint]

2017

S. Drożdż, A. Kulig, J. Kwapień, A. Niewiarowski, M. Stanuszek, Hierarchical organization of H. Eugene Stanley scientific collaboration community in weighted network representation, J. Informetrics 11, 1114-1127 (2017) [preprint]
L. Minati, J. Winkel, A. Bifone, P. Oświęcimka, J. Jovcich, Self-similarity and quasi-idempotence in neural networks and related dynamical systems, Chaos 27, 043115 (2017)
L. Minati, M. Frasca, P. Oświęcimka, L. Faes, S. Drożdż, Atypical transistor-based chaotic oscillators: Design, realization, and diversity, Chaos 27, 073113 (2017)
J. Kwapień, P. Oświęcimka, M. Forczek, S. Drożdż, Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations, Phys. Rev. E 95, 052313 (2017) [preprint]
A. Kulig, J. Kwapień, T. Stanisz, S. Drożdż, In narrative texts punctuation marks obey the same statistics as words, Inf. Sci. 375, 98-113 (2017) [preprint]

2016

P. Oświęcimka, L. Livi, S. Drożdż, Multifractal cross-correlation effects in two-variable time series of complex network vertex observables, Phys. Rev. E 94, 042307 (2016) [preprint]
A.Z. Górski, M. Stróż, P. Oświęcimka, J. Skrzat, Accuracy of the box-counting algorithm for noisy fractals, Int. J. Mod. Phys. C 27 1650112 (2016) [preprint]
M. Wątorek, S. Drożdż, P. Oświęcimka, World Financial 2014-2016 Market Bubbles: Oil Negative - US Dollar Positive, Acta Phys. Pol. A 129 932-936 (2016) [preprint]
R. Gębarowski, S. Drożdż, A.Z. Górski, P. Oświęcimka, Agent-Based Modelling of a Commodity Market Dynamics , Acta Phys. Pol. A 129 1032-1037 (2016)
M. Pomorski, M.J. Krawczyk, K. Kułakowski, J. Kwapień, M. Ausloos, Inferring cultural regions from correlation networks of given baby names, Physica A 445, 169-175 (2016) [preprint]
S. Drożdż, P. Oświęcimka, A. Kulig, J. Kwapień, K. Bazarnik, I. Grabska-Gradzińska, J. Rybicki, M. Stanuszek, Quantifying origin and character of long-range correlations in narrative texts, Inf. Sci. 331, 32-44 (2016) [preprint]

2015

J. Kwapień, P. Oświęcimka, S. Drożdż, Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations, Phys. Rev. E 92, 052815 (2015) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies, EPL 112, 48001 (2015) [preprint]
P. Oświęcimka, S. Drożdż, R. Gębarowski, A.Z. Górski, J. Kwapień, Multiscaling Edge Effects in an Agent-based Money Emergence Model, Acta Phys. Pol. B 46, 1579-1592 (2015)
S. Drożdż, P. Oświęcimka, Detecting and interpreting distortions in hierarchical organization of complex time series, Phys. Rev. E 91, 030902(R) (2015) [preprint]
A. Kulig, S. Drożdż, J. Kwapień, P. Oświęcimka, Modeling the average shortest-path length in growth of word-adjacency networks, Phys. Rev. E 91, 032810 (2015) [preprint]
R. Gębarowski, S. Drożdż, A.Z. Górski, P. Oświęcimka, Competition of commodities for the status of money in an agent-based model, Acta Phys. Pol. A 127, A51-A54 (2015)

2014

P. Oświęcimka, S. Drożdż, M. Forczek, S. Jadach, J. Kwapień, Detrended cross-correlation analysis consistently extended to multifractality, Phys. Rev. E 89, 023305 (2014) [preprint]

2013

R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Stock returns versus trading volume: Is the correspondence more general?, Acta Phys. Pol. B 44, 2035-2050 (2013)
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Effect of detrending on multifractal characteristics, Acta Phys. Pol. A 123, 597-603 (2013)

2012

I. Grabska-Gradzińska, A. Kulig, J. Kwapień, P. Oświęcimka, S. Drożdż, Multifractal analysis of sentence lengths in English literary texts, conference paper, arXiv:1212.3171 (2012)
J. Kwapień, S. Drożdż, Physical approach to complex systems, Phys. Rep. 515, 115-226 (2012) [PDF]
I. Grabska-Gradzińska, A. Kulig, J. Kwapień, S. Drożdż, Complex network analysis of literary and scientific texts, Int. J. Mod. Phys. C 23, 1250051 (2012) [preprint]
A.Z. Górski, S. Drożdż, A. Mokrzycka, J. Pawlik, Accuracy analysis of the box-counting algorithm, Acta Phys. Pol. A 121, b28-b30 (2012)

2011

S. Drożdż, J. Kwapień, A.A. Ioannides, Asymmetric random matrices: what we do need them for?, Acta Phys. Pol. B 42, 987-999 (2011)
P. Oświęcimka, J. Kwapień, I. Celińska, S. Drożdż, R. Rak, Computational approach to multifractal music, working paper, arXiv:1106.2902 (2011)

2010

J. Kwapień, S. Drożdż, A. Orczyk, Linguistic complexity: English vs. Polish, text vs. corpus, Acta Phys. Pol. A 117, 716-720 (2010)
S. Drożdż, J. Kwapień, P. Oświęcimka, R. Rak, The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect, New J. Phys. 12, 105003 (2010)
S. Gworek, J. Kwapień, S. Drożdż, Sign and amplitude representation of the forex networks, Acta Phys. Pol. A 117, 681-687 (2010)
A.Z. Górski, S. Drożdż, P. Oświęcimka, Modelling emergence of money, Acta Phys. Pol. A 117, 676-680 (2010)
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Fractals, log-periodicity and financial crashes, Acta Phys. Pol. A 117, 637-639 (2010)
S. Drożdż, J. Kwapień, J. Speth, Coherent patterns in nuclei and in financial markets, AIP Conf. Proc. 1261, 256-264 (2010) [preprint]

2009

S. Drożdż, J. Kwapień, P. Oświęcimka, R. Rak, Quantitative features of multifractal subtleties in time series, EPL 88, 60003 (2009) [preprint]
J. Kwapień, S. Gworek, S. Drożdż, A.Z. Górski, Analysis of a network structure of the foreign currency exchange market, J. Econ. Inter. Coord. 4, 55-72 (2009) [preprint]
J. Kwapień, S. Gworek, S. Drożdż, Structure and evolution of the foreign exchange networks, Acta Phys. Pol. B 40, 175-194 (2009)
J. Kwapień, S. Drożdż, A. Orczyk, Approaching the linguistic complexity, Lect. Notes ICST 4, 1044-1050 (2009) [preprint]
S. Drożdż, P. Oświęcimka, World stock market: more sizeable trend reversal likely in February/March 2010, working paper, arXiv:0909.0418 (2009)

2008

A.Z. Górski, S. Drożdż, J. Kwapień, Scale free effects in world currency exchange network, Eur. Phys. J. B 66, 91-96 (2008) [preprint]
S. Drożdż, J. Kwapień, P. Oświęcimka, Criticality characteristics of current oil price dynamics, Acta Phys. Pol. A 114, 699-702 (2008)
R. Rak, J. Kwapień, S. Drożdż, P. Oświęcimka, Cross-correlations in Warsaw Stock Exchange, Acta Phys. Pol. A 114, 561-568 (2008)
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Different fractal properties of positive and negative returns, Acta Phys. Pol. A 114, 547-553 (2008)
S. Drożdż, J. Kwapień, P. Oświęcimka, J. Speth, Current log-periodic view on future world market development, Acta Phys. Pol. A 114, 539-546 (2008)
A.Z. Górski, J. Kwapień, P. Oświęcimka, S. Drożdż, Minimal spanning tree graphs and power like scaling in FOREX networks, Acta Phys. Pol. A 114, 531-538 (2008)

2007

S. Drożdż, J. Kwapień, P. Oświęcimka, Empirics versus RMT in financial cross-correlationsActa Phys. Pol. B 38, 4027-4039 (2007) [PDF]
S. Drożdż, A.Z. Górski, J. Kwapień, World currency exchange rate cross-correlations, Eur. Phys. J. B 58, 499-502 (2007) [preprint]
S. Drożdż, M. Forczek, J. Kwapień, P. Oświęcimka, R. Rak, Stock market return distributions: from past to present, Physica A 383, 59-64 (2007) [preprint]
R. Rak, S. Drożdż, J. Kwapień, Nonextensive statistical features of the Polish stock market fluctuations, Physica A 374, 315-324 (2007) [preprint]
A. Szczurek, A. Rybicki, A.Z. Górski, The effect of the spectator charge on the charged pion spectra in peripheral ultrarelativistic heavy-ion collisions, J. Phys. G 34, S827-S830 (2007) [preprint]

2006

R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Correlation matrix decomposition of WIG20 intraday fluctuations, Acta Phys. Pol. B 37, 3123-3132 (2006) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, A.Z. Górski, R. Rak, Multifractal Model of Asset Returns versus real market dynamics, Acta Phys. Pol. B 37, 3083-3092 (2006) [PDF]
J. Kwapień, S. Drożdż, A.Z. Górski, P. Oświęcimka, Asymmetric matrices in an analysis of financial correlations, Acta Phys. Pol. B 37, 3039-3048 (2006) [PDF]
A.Z. Górski, S. Drożdż, J. Kwapień, P. Oświęcimka, Complexity characteristics of currency networks, Acta Phys. Pol. B 37, 2987-2995 (2006) [PDF]
A.Z. Górski, T. Srokowski, Chaotic and regular motion in dissipative gravitational billiards, Acta. Phys. Pol. B 37, 2561-2569 (2006) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, Wavelet versus detrended fluctuation analysis of multifractal structures, Phys. Rev. E 74, 016103 (2006) [preprint]
J. Kwapień, S. Drożdż, P. Oświęcimka, The bulk of the stock market correlation matrix is not pure noise, Physica A 359, 589-606 (2006) [preprint]
A.Z. Górski, J. Skrzat, Error estimation of the fractal dimension measurements of cranial sutures, J. Anatomy 208, 353-359 (2006) [preprint]

2005

J. Kwapień, P. Oświęcimka, S. Drożdż, Components of multifractality in high-frequency stock returns, Physica A 350, 466-474 (2005) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Detecting subtle effects of persistence in the stock market dynamics, Acta Phys. Pol. B 36, 2459-2468 (2005) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, R. Rak, Investigating multifractality of stock market fluctuations using wavelet and detrended fluctuation methods, Acta Phys. Pol. B 36, 2447-2457 (2005) [PDF]
J. Kwapień, S. Drożdż, P. Oświęcimka, Statistical properties of stock market eigensignals, Acta Phys. Pol. B 36, 2423-2434 (2005) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, Multifractality in the stock market: increments versus waiting times, Physica A 347, 626-638 (2005) [preprint]
M. Bartolozzi, S. Drożdż, D.B. Leinweber, J. Speth, A.W. Thomas, Self-similar log-periodic structures in Western stock markets from 2000, Int. J. Mod. Phys. C 16, 1347-1362 (2005) [preprint]
S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010, working paper, arXiv:physics/0503006 (2005)

2004

J. Kwapień, S. Drożdż, J. Speth, Time scales involved in emergent market coherence, Physica A 337, 231-242 (2004) [preprint]

2003

J. Kwapień, S. Drożdż, J. Speth, Alternation of different fluctuations regimes in the stock market dynamics, Physica A 330, 605-621 (2003) [preprint]
S. Drożdż, J. Kwapień, F. Grümmer, F. Ruf, J. Speth, Are the contemporary financial fluctuations sooner converging to normal?, Acta Phys. Pol. B 34, 4293-4306 (2003)
S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Log-periodic self-similarity: an emerging financial law?, Physica A 324, 174-182 (2003) [preprint]
B. Kulessa, T. Srokowski, S. Drożdż, Long-time autocorrelation function of ECG signal for healthy versus diseased human heart, Acta Phys. Pol. B 34, 3-15 (2003)

2002

A.Z. Górski, S. Drożdż, J. Speth, Financial multifractality and its subtleties: an example of DAX, Physica A 316, 496-510 (2002) [preprint]
S. Drożdż, J. Kwapień, J. Speth, M. Wójcik, Identifying complexity by means of matrices, Physica A 314, 355-361 (2002) [preprint]
J. Kwapień, S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Decomposing the stock market intraday dynamics, Physica A 309, 171-182 (2002) [preprint]
S.Drożdż, F.Grümmer, F.Ruf, J.Speth, Dynamics of correlations in the stock market, Empirical Science of Financial Fluctuations, H. Takayasu (Ed.), p.41, Springer-Verlag (Tokio, 2002) [preprint]

2001

A.Z. Górski, Pseudofractals and box counting algorithm, J. Phys. A 34, 7933 (2001) [preprint]
S. Drożdż, M. Wójcik, Nature of order from random two-body interactions, Physica A 301, 291-300 (2001) [preprint]
S. Drożdż, J. Kwapień, F. Grümmer, F. Ruf, J. Speth, Quantifying dynamics of the financial correlations, Physica A 299, 144-153 (2001) [preprint]
S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Towards identifying the world stock market cross-correlations: DAX versus Dow Jones, Physica A 294, 226 (2001) [preprint]

2000

A.A. Ioannides, L.C. Liu, J. Kwapień, S. Drożdż, M. Streit, Coupling of regional activations in a human brain during an object and face affect recognition task, Hum. Brain Map. 11, 77-92 (2000) [PDF]
J. Kwapień, S. Drożdż, A.A. Ioannides, Temporal correlations versus noise in the correlation matrix formalism: an example of the brain auditory response, Phys. Rev. E 62, 5557-5564 (2000) [preprint]
S. Drożdż, J.Okołowicz, M. Płoszajczak, I. Rotter, Statistical aspects of nuclear coupling to continuum, Phys. Rev. C 62, 024313 (2000) [preprint]
S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Dynamics of competition between collectivity and noise in the stock market, Physica A 287, 440 (2000) [preprint]
W. Słomczyński, J. Kwapień, K. Życzkowski, Entropy computing via integration over fractal measures, Chaos 10, 180-188 (2000) [preprint]
A.Z. Górski, J. Szmigielski, Representations of the Heisenberg algebra by difference operators, Acta Phys. Pol. B 31, 789-799 (2000)

1999

S. Drożdż, F. Ruf, J. Speth, M. Wójcik, Imprints of log-periodic self-similarity in the stock market, Eur. Phys. J. B 10, 589-593 (1999) [preprint]

1998

M. Wójcik, S. Drożdż, Configuration mixing effects in isoscalar giant dipole resonance, Acta Phys. Pol. B 29, 2239-2244 (1998)
J. Kwapień, S. Drożdż, L.C. Liu, A.A. Ioannides, Cooperative dynamics in auditory brain response, Phys. Rev. E 58, 6359-6368 (1998) [preprint]
A.Z. Górski, J. Szmigielski, On pairs of difference operators satisfying: [D,X]=Id, J. Math. Phys. 39, 545-568 (1998) [preprint]
S. Drożdż, S. Nishizaki, J. Speth, M. Wójcik, Collectivity embedded in complex spectra of finite interacting fermi systems: nuclear example, Phys. Rev. E 57, 4016 (1998) [preprint]
A.Z. Górski, Comment on fractality of quantum mechanical energy spectra, preprint, arXiv:chao-dyn/9804034 (1998)

1997

A.Z. Górski, S. Drożdż, Scaling properties of nuclear giant resonance transition probabilities, Acta Phys. Pol. B 28, 1111 (1997)
J. Kwapień, W. Słomczyński, K. Życzkowski, Coherent states measurement entropy, J. Phys. A 30, 3175 (1997) [preprint]
S. Drożdż, J. Okołowicz, M. Płoszajczak, E. Caurier, T. Srokowski, Chaos induced by Pauli blocking in molecular dynamics approach, J. Techn. Phys. 38, 195-199 (1997)

1996

A.Z. Górski, R. Botet, S. Drożdż, M. Płoszajczak, Decay of nuclear giant resonances: quantum self-similar fragmentation, conference paper, arXiv:chao-dyn/9606001 (1996)
S. Drożdż, A. Trellakis, J. Wambach, Spectral decorrelation of nuclear levels in the presence of continuum decay, Phys. Rev. Lett. 76, 4891-4894 (1996) [preprint]

1995

C.V. Christov, A.Z. Górski, K. Goeke, P.V. Pobylitsa, Electromagnetic form factors of the nucleon in the chiral quark soliton model, Nucl. Phys. A 592, 513-538 (1995) [preprint]
S. Drożdż, S. Nishizaki, J. Speth, J. Wambach, Phase-space exploration in nuclear giant resonance decay, Phys. Rev. Lett. 74, 1075-1078 (1995) [preprint]
S. Drożdż, J. Okołowicz, T. Srokowski, A. Budzanowski, Molecular dynamics approach: from chaotic to statistical properties of compound nuclei, Phys. Rev. C 51, 2630-2634 (1995) [preprint]

1994

S. Drożdż, S. Nishizaki, J. Wambach, Chaos driven decay of nuclear giant resonances: route to quantum self-organization, Phys. Rev. Lett. 72, 2839-2842 (1994) [preprint]
S. Drożdż, S. Nishizaki, J. Speth, J. Wambach, Modeling complex nuclear spectra: regularity versus chaos, Phys. Rev. C 49, 867–870 (1994) [preprint]
C.V. Christov, A.Z. Górski, K. Goeke, P.V. Pobylitsa, Electromagnetic nucleon properties and quark sea polarization, report, arXiv:hep-ph/9406384 (1994)

1993

A.Z. Górski, C.V. Christov, K. Goeke, Electromagnetic nucleon properties and quark sea polarization in the Nambu-Jona-Lasinio model, report, arXiv:hep-ph/9312351 (1993)

Complex systems

J. Kwapień, S. Drożdż, Physical approach to complex systems, Phys. Rep. 515, 115-226 (2012) [PDF]
S. Drożdż, J. Kwapień, A.A. Ioannides, Asymmetric random matrices: what we do need them for?, Acta Phys. Pol. B 42, 987-999 (2011)
S. Drożdż, J. Kwapień, J. Speth, Coherent patterns in nuclei and in financial markets, AIP Conf. Proc. 1261, 256-264 (2010) [preprint]
S. Drożdż, J. Kwapień, J. Speth, M. Wójcik, Identifying complexity by means of matrices, Physica A 314, 355-361 (2002) [preprint]

Financial markets

Stock market

S. Drożdż, R. Kowalski, P. Oświęcimka, R. Rak, R. Gębarowski, Dynamical variety of shapes in financial multifractality, Complexity 2018, 7015721 (2018) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies, EPL 112, 48001 (2015) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Stock returns versus trading volume: Is the correspondence more general?, Acta Phys. Pol. B 44, 2035-2050 (2013)
R. Rak, J. Kwapień, S. Drożdż, P. Oświęcimka, Cross-correlations in Warsaw Stock Exchange, Acta Phys. Pol. A 114, 561-568 (2008)
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Different fractal properties of positive and negative returns, Acta Phys. Pol. A 114, 547-553 (2008)
S. Drożdż, J. Kwapień, P. Oświęcimka, Empirics versus RMT in financial cross-correlationsActa Phys. Pol. B 38, 4027-4039 (2007) [PDF]
S. Drożdż, M. Forczek, J. Kwapień, P. Oświęcimka, R. Rak, Stock market return distributions: from past to present, Physica A 383, 59-64 (2007) [preprint]
R. Rak, S. Drożdż, J. Kwapień, Nonextensive statistical features of the Polish stock market fluctuations, Physica A 374, 315-324 (2007) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Correlation matrix decomposition of WIG20 intraday fluctuations, Acta Phys. Pol. B 37, 3123-3132 (2006) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, A.Z. Górski, R. Rak, Multifractal Model of Asset Returns versus real market dynamics, Acta Phys. Pol. B 37, 3083-3092 (2006) [PDF]
J. Kwapień, S. Drożdż, A.Z. Górski, P. Oświęcimka, Asymmetric matrices in an analysis of financial correlations, Acta Phys. Pol. B 37, 3039-3048 (2006) [PDF]
J. Kwapień, S. Drożdż, P. Oświęcimka, The bulk of the stock market correlation matrix is not pure noise, Physica A 359, 589-606 (2006) [preprint]
J. Kwapień, P. Oświęcimka, S. Drożdż, Components of multifractality in high-frequency stock returns, Physica A 350, 466-474 (2005) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Detecting subtle effects of persistence in the stock market dynamics, Acta Phys. Pol. B 36, 2459-2468 (2005) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, R. Rak, Investigating multifractality of stock market fluctuations using wavelet and detrended fluctuation methods, Acta Phys. Pol. B 36, 2447-2457 (2005) [PDF]
J. Kwapień, S. Drożdż, P. Oświęcimka, Statistical properties of stock market eigensignals, Acta Phys. Pol. B 36, 2423-2434 (2005) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, Multifractality in the stock market: increments versus waiting times, Physica A 347, 626-638 (2005) [preprint]
J. Kwapień, S. Drożdż, J. Speth, Time scales involved in emergent market coherence, Physica A 337, 231-242 (2004) [preprint]
J. Kwapień, S. Drożdż, J. Speth, Alternation of different fluctuations regimes in the stock market dynamics, Physica A 330, 605-621 (2003) [preprint]
S. Drożdż, J. Kwapień, F. Grümmer, F. Ruf, J. Speth, Are the contemporary financial fluctuations sooner converging to normal?, Acta Phys. Pol. B 34, 4293-4306 (2003)
A.Z. Górski, S. Drożdż, J. Speth, Financial multifractality and its subtleties: an example of DAX, Physica A 316, 496-510 (2002) [preprint]
J. Kwapień, S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Decomposing the stock market intraday dynamics, Physica A 309, 171-182 (2002) [preprint]
S.Drożdż, F.Grümmer, F.Ruf, J.Speth, Dynamics of correlations in the stock market, Empirical Science of Financial Fluctuations, H. Takayasu (Ed.), p.41, Springer-Verlag (Tokio, 2002) [preprint]
S. Drożdż, J. Kwapień, F. Grümmer, F. Ruf, J. Speth, Quantifying dynamics of the financial correlations, Physica A 299, 144-153 (2001) [preprint]
S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Towards identifying the world stock market cross-correlations: DAX versus Dow Jones, Physica A 294, 226 (2001) [preprint]
S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Dynamics of competition between collectivity and noise in the stock market, Physica A 287, 440 (2000) [preprint]

Currency & cryptocurrency market

M. Wątorek, S. Drożdż, J. Kwapień, L. Minati, P. Oświęcimka, M. Stanuszek, Multiscale characteristics of the emerging global cryptocurrency market, Phys. Rep. 901, 1-82 (2021) [preprint]
S. Drożdż, J. Kwapień, P. Oświęcimka, T. Stanisz, M. Wątorek, Complexity in economic and social systems: cryptocurrency market at around COVID-19, Entropy 22, 1043 (2020) [preprint]
S. Drożdż, L. Minati, P. Oświęcimka, M. Stanuszek, M. Wątorek, Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market Chaos 30, 023122 (2020) [preprint]
S. Drożdż, L. Minati, P. Oświęcimka, M. Stanuszek, M. Wątorek, Signatures of crypto-currency market decoupling from the Forex, Future Internet 11, 154 (2019) [Open access]
R. Gębarowski, P. Oświęcimka, M. Wątorek, S. Drożdż, Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis, Nonlin. Dyn. 98, 2349-2364 (2019) [Open access]
S. Drożdż, R. Gębarowski, L. Minati, P. Oświęcimka, M. Wątorek, Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects, Chaos 28, 071101 (2018) [preprint]
S. Drożdż, J. Kwapień, P. Oświęcimka, R. Rak, The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect, New J. Phys. 12, 105003 (2010)
S. Gworek, J. Kwapień, S. Drożdż, Sign and amplitude representation of the forex networks, Acta Phys. Pol. A 117, 681-687 (2010)
J. Kwapień, S. Gworek, S. Drożdż, A.Z. Górski, Analysis of a network structure of the foreign currency exchange market, J. Econ. Inter. Coord. 4, 55-72 (2009) [preprint]
J. Kwapień, S. Gworek, S. Drożdż, Structure and evolution of the foreign exchange networks, Acta Phys. Pol. B 40, 175-194 (2009)
A.Z. Górski, S. Drożdż, J. Kwapień, Scale free effects in world currency exchange network, Eur. Phys. J. B 66, 91-96 (2008) [preprint]
A.Z. Górski, J. Kwapień, P. Oświęcimka, S. Drożdż, Minimal spanning tree graphs and power like scaling in FOREX networks, Acta Phys. Pol. A 114, 531-538 (2008)
S. Drożdż, A.Z. Górski, J. Kwapień, World currency exchange rate cross-correlations, Eur. Phys. J. B 58, 499-502 (2007) [preprint]
A.Z. Górski, S. Drożdż, J. Kwapień, P. Oświęcimka, Complexity characteristics of currency networks, Acta Phys. Pol. B 37, 2987-2995 (2006) [PDF]

Prediction

M. Wątorek, S. Drożdż, P. Oświęcimka, World Financial 2014-2016 Market Bubbles: Oil Negative - US Dollar Positive, Acta Phys. Pol. A 129 932-936 (2016) [preprint]
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Fractals, log-periodicity and financial crashes, Acta Phys. Pol. A 117, 637-639 (2010)
S. Drożdż, P. Oświęcimka, World stock market: more sizeable trend reversal likely in February/March 2010, preprint arXiv:0909.0418 (2009)
S. Drożdż, J. Kwapień, P. Oświęcimka, Criticality characteristics of current oil price dynamics, Acta Phys. Pol. A 114, 699-702 (2008)
S. Drożdż, J. Kwapień, P. Oświęcimka, J. Speth, Current log-periodic view on future world market development, Acta Phys. Pol. A 114, 539-546 (2008)
M. Bartolozzi, S. Drożdż, D.B. Leinweber, J. Speth, A.W. Thomas, Self-similar log-periodic structures in Western stock markets from 2000, Int. J. Mod. Phys. C 16, 1347-1362 (2005) [preprint]
S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010, working paper, arXiv:physics/0503006 (2005)
S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Log-periodic self-similarity: an emerging financial law?, Physica A 324, 174-182 (2003) [preprint]
S. Drożdż, F. Ruf, J. Speth, M. Wójcik, Imprints of log-periodic self-similarity in the stock market, Eur. Phys. J. B 10, 589-593 (1999) [preprint]

Money and commodity markets

M. Wątorek, S. Drożdż, P. Oświȩcimka, M. Stanuszek, Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017, Energy Econ. 81, 874-885 (2019) [preprint]
R. Gębarowski, S. Drożdż, A.Z. Górski, P. Oświęcimka, Agent-Based Modelling of a Commodity Market Dynamics, Acta Phys. Pol. A 129 1032-1037 (2016)
P. Oświęcimka, S. Drożdż, R. Gębarowski, A.Z. Górski, J. Kwapień, Multiscaling Edge Effects in an Agent-based Money Emergence Model, Acta Phys. Pol. B 46, 1579-1592 (2015)
R. Gębarowski, S. Drożdż, A.Z. Górski, P. Oświęcimka, Competition of commodities for the status of money in an agent-based model, Acta Phys. Pol. A 127, A51-A54 (2015)
A.Z. Górski, S. Drożdż, P. Oświęcimka, Modelling emergence of money, Acta Phys. Pol. A 117, 676-680 (2010)

Natural language

T. Stanisz, J. Kwapień, S. Drożdż, Linguistic data mining with complex networks: a stylometric-oriented approach, Inf. Sci. 482, 301-320 (2019) [preprint]
A. Kulig, J. Kwapień, T. Stanisz, S. Drożdż, In narrative texts punctuation marks obey the same statistics as words, Inf. Sci. 375, 98-113 (2017) [preprint]
S. Drożdż, P. Oświęcimka, A. Kulig, J. Kwapień, K. Bazarnik, I. Grabska-Gradzińska, J. Rybicki, M. Stanuszek, Quantifying origin and character of long-range correlations in narrative texts, Inf. Sci. 331, 32-44 (2016) [preprint]
A. Kulig, S. Drożdż, J. Kwapień, P. Oświęcimka, Modeling the average shortest-path length in growth of word-adjacency networks, Phys. Rev. E 91, 032810 (2015) [preprint]
I. Grabska-Gradzińska, A. Kulig, J. Kwapień, P. Oświęcimka, S. Drożdż, Multifractal analysis of sentence lengths in English literary texts, conference paper, arXiv:1212.3171 (2012)
I. Grabska-Gradzińska, A. Kulig, J. Kwapień, S. Drożdż, Complex network analysis of literary and scientific texts, Int. J. Mod. Phys. C 23, 1250051 (2012) [preprint]
J. Kwapień, S. Drożdż, A. Orczyk, Linguistic complexity: English vs. Polish, text vs. corpus, Acta Phys. Pol. A 117, 716-720 (2010)
J. Kwapień, S. Drożdż, A. Orczyk, Approaching the linguistic complexity, Lect. Notes ICST 4, 1044-1050 (2009) [preprint]

Biological systems

Human brain

A.A. Ioannides, L.C. Liu, J. Kwapień, S. Drożdż, M. Streit, Coupling of regional activations in a human brain during an object and face affect recognition task, Hum. Brain Map. 11, 77-92 (2000) [PDF]
J. Kwapień, S. Drożdż, A.A. Ioannides, Temporal correlations versus noise in the correlation matrix formalism: an example of the brain auditory response, Phys. Rev. E 62, 5557-5564 (2000) [preprint]
J. Kwapień, S. Drożdż, L.C. Liu, A.A. Ioannides, Cooperative dynamics in auditory brain response, Phys. Rev. E 58, 6359-6368 (1998) [preprint]

Genome

A.Z. Górski, M. Piwowar, Nucleotide spacing distribution analysis for human genome, Mamm. Genome (2021) [preprint]

Heart

B. Kulessa, T. Srokowski, S. Drożdż, Long-time autocorrelation function of ECG signal for healthy versus diseased human heart, Acta Phys. Pol. B 34, 3-15 (2003)

Anatomical structures

A.Z. Górski, J. Skrzat, Error estimation of the fractal dimension measurements of cranial sutures, J. Anatomy 208, 353-359 (2006) [preprint]

Earth surface

R. Rak, J. Kwapień, S. Drożdż, P. Oświęcimka, P. Zięba, Universal features of mountain ridge patterns on Earth, J. Compl. Networks 8, cnz017 (2020) [preprint]
S. Adarsh, D.S. Dharan, A.R. Nandhu, B.A. Vishnu, V.K. Mohan, M. Wątorek, Multifractal description of streamflow and suspended sediment concentration data from Indian river basins, Acta Geophys. 68, 519-535 (2020) [preprint]

Music

P. Oświęcimka, J. Kwapień, I. Celińska, S. Drożdż, R. Rak, Computational approach to multifractal music, working paper, arXiv:1106.2902 (2011)

Network analysis

P. Oświęcimka, L. Livi, S. Drożdż, Right-side-stretched multifractal spectra indicate small-worldness in networks, Comm. Nonlinear Sci. Numer. Sim. 57, 231-245 (2018) [preprint]
J. Kwapień, P. Oświęcimka, M. Forczek, S. Drożdż, Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations, Physical Review E 95, 052313 (2017) [preprint]
P. Oświęcimka, L. Livi, S. Drożdż, Multifractal cross-correlation effects in two-variable time series of complex network vertex observables, Phys. Rev. E 94, 042307 (2016) [preprint]

Fractal analysis

P. Oświęcimka, S. Drożdż, M. Frasca, R. Gębarowski, N. Yoshimura, L. Zunino, L. Minati, Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses, Nonlin. Dyn. 100, 1689-1704 (2020) [preprint]
A.Z. Górski, M. Stróż, P. Oświęcimka, J. Skrzat, Accuracy of the box-counting algorithm for noisy fractals, Int. J. Mod. Phys. C 27 1650112 (2016) [preprint]
J. Kwapień, P. Oświęcimka, S. Drożdż, Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations, Phys. Rev. E 92, 052815 (2015) [preprint]
S. Drożdż, P. Oświęcimka, Detecting and interpreting distortions in hierarchical organization of complex time series, Phys. Rev. E 91, 030902(R) (2015) [preprint]
P. Oświęcimka, S. Drożdż, M. Forczek, S. Jadach, J. Kwapień, Detrended cross-correlation analysis consistently extended to multifractality, Phys. Rev. E 89, 023305 (2014) [preprint]
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Effect of detrending on multifractal characteristics, Acta Phys. Pol. A 123, 597-603 (2013)
A.Z. Górski, S. Drożdż, A. Mokrzycka, J. Pawlik, Accuracy analysis of the box-counting algorithm, Acta Phys. Pol. A 121, b28-b30 (2012)
S. Drożdż, J. Kwapień, P. Oświęcimka, R. Rak, Quantitative features of multifractal subtleties in time series, EPL 88, 60003 (2009) [preprint]
P. Oświęcimka, J. Kwapień, S. Drożdż, Wavelet versus detrended fluctuation analysis of multifractal structures, Phys. Rev. E 74, 016103 (2006) [preprint]
A.Z. Górski, Pseudofractals and box counting algorithm, J. Phys. A 34, 7933 (2001) [preprint]
A.Z. Górski, Comment on fractality of quantum mechanical energy spectra, preprint arXiv:chao-dyn/9804034 (1998)

Dynamical systems

L. Minati, N. Yoshimura, M. Frasca, S. Drożdż, Y. Koike, Warped phase coherence: an empirical synchronization measure combining phase and amplitude information, Chaos 29, 021102 (2019) [preprint]
L. Minati, M. Frasca, G. Giustolisi, P. Oświęcimka, S. Drożdż, L. Ricci, High-dimensional dynamics in a single-transistor oscillator containing Feynman-Sierpiński resonators: effect of fractal depth and irregularity, Chaos 28, 093112 (2018) [preprint]
S. Scarpetta, I. Apicella, L. Minati, A. de Candia, Hysteresis, neural avalanches, and critical behavior near a first-order transition of a spiking neural network, Phys. Rev. E 97, 062305 (2018) [preprint]
L. Minati, L. Faes, M. Frasca, P. Oświęcimka, S. Drożdż, Apparent remote synchronization of amplitudes: a demodulation and interference effect, Chaos 28, 063124 (2018) [preprint]
L. Minati, J. Winkel, A. Bifone, P. Oświęcimka, J. Jovcich, Self-similarity and quasi-idempotence in neural networks and related dynamical systems, Chaos 27, 043115 (2017)
L. Minati, M. Frasca, P. Oświęcimka, L. Faes, S. Drożdż, Atypical transistor-based chaotic oscillators: Design, realization, and diversity, Chaos 27, 073113 (2017)
A.Z. Górski, T. Srokowski, Chaotic and regular motion in dissipative gravitational billiards, Acta. Phys. Pol. B 37, 2561-2569 (2006) [PDF]
S. Drożdż, J. Okołowicz, M. Płoszajczak, E. Caurier, T. Srokowski, Chaos induced by Pauli blocking in molecular dynamics approach, J. Techn. Phys. 38, 195-199 (1997)

Atomic nucleus

S. Drożdż, M. Wójcik, Nature of order from random two-body interactions, Physica A 301, 291-300 (2001) [preprint]
S. Drożdż, J.Okołowicz, M. Płoszajczak, I. Rotter, Statistical aspects of nuclear coupling to continuum, Phys. Rev. C 62, 024313 (2000) [preprint]
M. Wójcik, S. Drożdż, Configuration mixing effects in isoscalar giant dipole resonance, Acta Phys. Pol. B 29, 2239-2244 (1998)
S. Drożdż, S. Nishizaki, J. Speth, M. Wójcik, Collectivity embedded in complex spectra of finite interacting fermi systems: nuclear example, Phys. Rev. E 57, 4016 (1998) [preprint]
A.Z. Górski, S. Drożdż, Scaling properties of nuclear giant resonance transition probabilities, Acta Phys. Pol. B 28, 1111 (1997)
A.Z. Górski, R. Botet, S. Drożdż, M. Płoszajczak, Decay of nuclear giant resonances: quantum self-similar fragmentation, artykuł konferencyjny, arXiv:chao-dyn/9606001 (1996)
S. Drożdż, A. Trellakis, J. Wambach, Spectral decorrelation of nuclear levels in the presence of continuum decay, Phys. Rev. Lett. 76, 4891-4894 (1996) [preprint]
S. Drożdż, S. Nishizaki, J. Speth, J. Wambach, Phase-space exploration in nuclear giant resonance decay, Phys. Rev. Lett. 74, 1075-1078 (1995) [preprint]
S. Drożdż, J. Okołowicz, T. Srokowski, A. Budzanowski, Molecular dynamics approach: from chaotic to statistical properties of compound nuclei, Phys. Rev. C 51, 2630-2634 (1995) [preprint]
S. Drożdż, S. Nishizaki, J. Wambach, Chaos driven decay of nuclear giant resonances: route to quantum self-organization, Phys. Rev. Lett. 72, 2839-2842 (1994) [preprint]
S. Drożdż, S. Nishizaki, J. Speth, J. Wambach, Modeling complex nuclear spectra: regularity versus chaos, Phys. Rev. C 49, 867–870 (1994) [preprint]

Particle physics

A. Adamczak, A.Z. Górski, Muonic-atom scattering from hydrogenic liquids in an incoherent approach, Eur. Phys. J. D 72 40 (2018) [preprint]
A. Szczurek, A. Rybicki, A.Z. Górski, The effect of the spectator charge on the charged pion spectra in peripheral ultrarelativistic heavy-ion collisions, J. Phys. G 34, S827-S830 (2007) [preprint]
C.V. Christov, A.Z. Górski, K. Goeke, P.V. Pobylitsa, Electromagnetic form factors of the nucleon in the chiral quark soliton model, Nucl. Phys. A 592, 513-538 (1995) [preprint]
C.V. Christov, A.Z. Górski, K. Goeke, P.V. Pobylitsa, Electromagnetic nucleon properties and quark sea polarization, report, arXiv:hep-ph/9406384 (1994)
A.Z. Górski, C.V. Christov, K. Goeke, Electromagnetic nucleon properties and quark sea polarization in the Nambu-Jona-Lasinio model, report, arXiv:hep-ph/9312351 (1993)

Mathematical physics

A.Z. Górski, J. Szmigielski, Isospectral flows for the inhomogeneous string density problem, J. Nonlinear Sci., doi.org/10.1007/s00332-018-9451-4 (2018) [preprint]
A.Z. Górski, J. Szmigielski, Representations of the Heisenberg algebra by difference operators, Acta Phys. Pol. B 31, 789-799 (2000)
W. Słomczyński, J. Kwapień, K. Życzkowski, Entropy computing via integration over fractal measures, Chaos 10, 180-188 (2000) [preprint]
A.Z. Górski, J. Szmigielski, On pairs of difference operators satisfying: [P,Q]=Id, J. Math. Phys. 39, 545-568 (1998) [preprint]
J. Kwapień, W. Słomczyński, K. Życzkowski, Coherent states measurement entropy, J. Phys. A 30, 3175 (1997) [preprint]

Stanisław Drożdż

M. Wątorek, S. Drożdż, J. Kwapień, L. Minati, P. Oświęcimka, M. Stanuszek, Multiscale characteristics of the emerging global cryptocurrency market, Phys. Rep. 901, 1-82 (2021) [preprint]
S. Drożdż, J. Kwapień, P. Oświęcimka, T. Stanisz, M. Wątorek, Complexity in economic and social systems: cryptocurrency market at around COVID-19, Entropy 22, 1043 (2020) [preprint]
P. Oświęcimka, S. Drożdż, M. Frasca, R. Gębarowski, N. Yoshimura, L. Zunino, L. Minati, Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses, Nonlin. Dyn. 100, 1689-1704 (2020) [preprint]
S. Drożdż, L. Minati, P. Oświęcimka, M. Stanuszek, M. Wątorek, Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market Chaos 30, 023122 (2020) [preprint]
R. Rak, J. Kwapień, S. Drożdż, P. Oświęcimka, P. Zięba, Universal features of mountain ridge patterns on Earth, J. Compl. Networks 8, cnz017 (2020) [preprint]
S. Drożdż, L. Minati, P. Oświęcimka, M. Stanuszek, M. Wątorek, Signatures of crypto-currency market decoupling from the Forex, Future Internet 11, 154 (2019) [Open access]
R. Gębarowski, P. Oświęcimka, M. Wątorek, S. Drożdż, Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis, Nonlin. Dyn. 98, 2349-2364 (2019) [Open access]
L. Minati, N. Yoshimura, M. Frasca, S. Drożdż, Y. Koike, Warped phase coherence: an empirical synchronization measure combining phase and amplitude information, Chaos 29, 021102 (2019) [preprint]
M. Wątorek, S. Drożdż, P. Oświȩcimka, M. Stanuszek, Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017, Energy Econ. 81, 874-885 (2019) [preprint]
T. Stanisz, J. Kwapień, S. Drożdż, Linguistic data mining with complex networks: a stylometric-oriented approach, Inf. Sci. 482, 301-320 (2019) [preprint]
L. Minati, M. Frasca, G. Giustolisi, P. Oświęcimka, S. Drożdż, L. Ricci, High-dimensional dynamics in a single-transistor oscillator containing Feynman-Sierpiński resonators: effect of fractal depth and irregularity, Chaos 28, 093112 (2018) [preprint]
S. Drożdż, R. Kowalski, P. Oświęcimka, R. Rak, R. Gębarowski, Dynamical variety of shapes in financial multifractality, Complexity 2018, 7015721 (2018) [preprint]
S. Drożdż, R. Gębarowski, L. Minati, P. Oświęcimka, M. Wątorek, Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects, Chaos 28, 071101 (2018) [preprint]
L. Minati, L. Faes, M. Frasca, P. Oświęcimka, S. Drożdż, Apparent remote synchronization of amplitudes: a demodulation and interference effect, Chaos 28, 063124 (2018) [preprint]
P. Oświęcimka, L. Livi, S. Drożdż, Right-side-stretched multifractal spectra indicate small-worldness in networks, Comm. Nonlinear Sci. Numer. Sim. 57, 231-245 (2018) [preprint]
S. Drożdż, A. Kulig, J. Kwapień, A. Niewiarowski, M. Stanuszek, Hierarchical organization of H. Eugene Stanley scientific collaboration community in weighted network representation, J. Informetrics 11, 1114-1127 (2017) [preprint]
L. Minati, M. Frasca, P. Oświęcimka, L. Faes, S. Drożdż, Atypical transistor-based chaotic oscillators: Design, realization, and diversity, Chaos 27, 073113 (2017)
J. Kwapień, P. Oświęcimka, M. Forczek, S. Drożdż, Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations, Physical Review E 95, 052313 (2017) [preprint]
A. Kulig, J. Kwapień, T. Stanisz, S. Drożdż, In narrative texts punctuation marks obey the same statistics as words, Inf. Sci. 375, 98-113 (2017) [preprint]
R. Gębarowski, S. Drożdż, A.Z. Górski, P. Oświęcimka, Agent-Based Modelling of a Commodity Market Dynamics, Acta Phys. Pol. A 129, 1032-1037 (2016)
M. Wątorek, S. Drożdż, P. Oświęcimka, World Financial 2014-2016 Market Bubbles: Oil Negative - US Dollar Positive, Acta Phys. Pol. A 129, 932-936 (2016) [preprint]
P. Oświęcimka, L. Livi, S. Drożdż, Multifractal cross-correlation effects in two-variable time series of complex network vertex observables, Phys. Rev. E 94, 042307 (2016) [preprint]
S. Drożdż, P. Oświęcimka, A. Kulig, J. Kwapień, K. Bazarnik, I. Grabska-Gradzińska, J. Rybicki, M. Stanuszek, Quantifying origin and character of long-range correlations in narrative texts, Inf. Sci. 331, 32-44 (2016) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies, EPL 112, 48001 (2015) [preprint]
J. Kwapień, P. Oświęcimka, S. Drożdż, Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations, Phys. Rev. E 92, 052815 (2015) [preprint]
P. Oświęcimka, S. Drożdż, R. Gębarowski, A.Z. Górski, J. Kwapień, Multiscaling Edge Effects in an Agent-based Money Emergence Model, Acta Phys. Pol. B 46, 1579-1592 (2015)
S. Drożdż, P. Oświęcimka, Detecting and interpreting distortions in hierarchical organization of complex time series, Phys. Rev. E 91, 030902(R) (2015) [preprint]
R. Gębarowski, S. Drożdż, A.Z. Górski, P. Oświęcimka, Competition of commodities for the status of money in an agent-based model, Acta Phys. Pol. A 127, A51-A54 (2015)
A. Kulig, S. Drożdż, J. Kwapień, P. Oświęcimka, Modeling the average shortest-path length in growth of word-adjacency networks, Phys. Rev. E 91, 032810 (2015) [preprint]
P. Oświęcimka, S. Drożdż, M. Forczek, S. Jadach, J. Kwapień, Detrended cross-correlation analysis consistently extended to multifractality, Phys. Rev. E 89, 023305 (2014) [preprint]
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Effect of detrending on multifractal characteristics, Acta Phys. Pol. A 123, 597-603 (2013)
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Stock returns versus trading volume: Is the correspondence more general?, Acta Phys. Pol. B 44, 2035-2050 (2013)
I. Grabska-Gradzińska, A. Kulig, J. Kwapień, P. Oświęcimka, S. Drożdż, Multifractal analysis of sentence lengths in English literary texts, conference paper, arXiv:1212.3171 (2012)
I. Grabska-Gradzińska, A. Kulig, J. Kwapień, S. Drożdż, Complex network analysis of literary and scientific texts, Int. J. Mod. Phys. C 23, 1250051 (2012) [preprint]
J. Kwapień, S. Drożdż, Physical approach to complex systems, Phys. Rep. 515, 115-226 (2012) [PDF]
A.Z. Górski, S. Drożdż, A. Mokrzycka, J. Pawlik, Accuracy analysis of the box-counting algorithm, Acta Phys. Pol. A 121, b28-b30 (2012)
S. Drożdż, J. Kwapień, A.A. Ioannides, Asymmetric random matrices: what we do need them for?, Acta Phys. Pol. B 42, 987-999 (2011)
P. Oświęcimka, J. Kwapień, I. Celińska, S. Drożdż, R. Rak, Computational approach to multifractal music, working paper, arXiv:1106.2902 (2011)
S. Drożdż, J. Kwapień, P. Oświęcimka, R. Rak, The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect, New J. Phys. 12, 105003 (2010)
J. Kwapień, S. Drożdż, A. Orczyk, Linguistic complexity: English vs. Polish, text vs. corpus, Acta Phys. Pol. A 117, 716-720 (2010)
S. Gworek, J. Kwapień, S. Drożdż, Sign and amplitude representation of the forex networks, Acta Phys. Pol. A 117, 681-687 (2010)
A.Z. Górski, S. Drożdż, P. Oświęcimka, Modelling emergence of money, Acta Phys. Pol. A 117, 676-680 (2010)
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Fractals, log-periodicity and financial crashes, Acta Phys. Pol. A 117, 637-639 (2010)
S. Drożdż, J. Kwapień, J. Speth, Coherent patterns in nuclei and in financial markets, AIP Conf. Proc. 1261, 256-264 (2010) [preprint]
S. Drożdż, J. Kwapień, P. Oświęcimka, R. Rak, Quantitative features of multifractal subtleties in time series, EPL 88, 60003 (2009) [preprint]
S. Drożdż, P. Oświęcimka, World stock market: more sizeable trend reversal likely in February/March 2010, working paper, arXiv:0909.0418 (2009)
J. Kwapień, S. Gworek, S. Drożdż, A.Z. Górski, Analysis of a network structure of the foreign currency exchange market, J. Econ. Inter. Coord. 4, 55-72 (2009) [preprint]
J. Kwapień, S. Gworek, S. Drożdż, Structure and evolution of the foreign exchange networks, Acta Phys. Pol. B 40, 175-194 (2009)
J. Kwapień, S. Drożdż, A. Orczyk, Approaching the linguistic complexity, Lect. Notes ICST 4, 1044-1050 (2009) [preprint]
S. Drożdż, J. Kwapień, P. Oświęcimka, Criticality characteristics of current oil price dynamics, Acta Phys. Pol. A 114, 699-702 (2008)
A.Z. Górski, S. Drożdż, J. Kwapień, Scale free effects in world currency exchange network, Eur. Phys. J. B 66, 91-96 (2008) [preprint]
R. Rak, J. Kwapień, S. Drożdż, P. Oświęcimka, Cross-correlations in Warsaw Stock Exchange, Acta Phys. Pol. A 114, 561-568 (2008)
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Different fractal properties of positive and negative returns, Acta Phys. Pol. A 114, 547-553 (2008)
S. Drożdż, J. Kwapień, P. Oświęcimka, J. Speth, Current log-periodic view on future world market development, Acta Phys. Pol. A 114, 539-546 (2008)
A.Z. Górski, J. Kwapień, P. Oświęcimka, S. Drożdż, Minimal spanning tree graphs and power like scaling in FOREX networks, Acta Phys. Pol. A 114, 531-538 (2008)
S. Drożdż, J. Kwapień, P. Oświęcimka, Empirics versus RMT in financial cross-correlationsActa Phys. Pol. B 38, 4027-4039 (2007) [PDF]
S. Drożdż, A.Z. Górski, J. Kwapień, World currency exchange rate cross-correlations, Eur. Phys. J. B 58, 499-502 (2007) [preprint]
S. Drożdż, M. Forczek, J. Kwapień, P. Oświęcimka, R. Rak, Stock market return distributions: from past to present, Physica A 383, 59-64 (2007) [preprint]
R. Rak, S. Drożdż, J. Kwapień, Nonextensive statistical features of the Polish stock market fluctuations, Physica A 374, 315-324 (2007) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Correlation matrix decomposition of WIG20 intraday fluctuations, Acta Phys. Pol. B 37, 3123-3132 (2006) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, A.Z. Górski, R. Rak, Multifractal Model of Asset Returns versus real market dynamics, Acta Phys. Pol. B 37, 3083-3092 (2006) [PDF]
J. Kwapień, S. Drożdż, A.Z. Górski, P. Oświęcimka, Asymmetric matrices in an analysis of financial correlations, Acta Phys. Pol. B 37, 3039-3048 (2006) [PDF]
A.Z. Górski, S. Drożdż, J. Kwapień, P. Oświęcimka, Complexity characteristics of currency networks, Acta Phys. Pol. B 37, 2987-2995 (2006) [PDF]
J. Kwapień, S. Drożdż, P. Oświęcimka, The bulk of the stock market correlation matrix is not pure noise, Physica A 359, 589-606 (2006) [preprint]
P. Oświęcimka, J. Kwapień, S. Drożdż, Wavelet versus detrended fluctuation analysis of multifractal structures, Phys. Rev. E 74, 016103 (2006) [preprint]
S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010, working paper, arXiv:physics/0503006 (2005)
J. Kwapień, P. Oświęcimka, S. Drożdż, Components of multifractality in high-frequency stock returns, Physica A 350, 466-474 (2005) [preprint]
P. Oświęcimka, J. Kwapień, S. Drożdż, R. Rak, Investigating multifractality of stock market fluctuations using wavelet and detrended fluctuation methods, Acta Phys. Pol. B 36, 2447-2457 (2005) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, Multifractality in the stock market: increments versus waiting times, Physica A 347, 626-638 (2005) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Detecting subtle effects of persistence in the stock market dynamics, Acta Phys. Pol. B 36, 2459-2468 (2005) [PDF]
J. Kwapień, S. Drożdż, P. Oświęcimka, Statistical properties of stock market eigensignals, Acta Phys. Pol. B 36, 2423-2434 (2005) [PDF]
M. Bartolozzi, S. Drożdż, D.B. Leinweber, J. Speth, A.W. Thomas, Self-similar log-periodic structures in Western stock markets from 2000, Int. J. Mod. Phys. C 16, 1347-1362 (2005) [preprint]
J. Kwapień, S. Drożdż, J. Speth, Time scales involved in emergent market coherence, Physica A 337, 231-242 (2004) [preprint]
J. Kwapień, S. Drożdż, J. Speth, Alternation of different fluctuations regimes in the stock market dynamics, Physica A 330, 605-621 (2003) [preprint]
S. Drożdż, J. Kwapień, F. Grümmer, F. Ruf, J. Speth, Are the contemporary financial fluctuations sooner converging to normal?, Acta Phys. Pol. B 34, 4293-4306 (2003)
B. Kulessa, T. Srokowski, S. Drożdż, Long-time autocorrelation function of ECG signal for healthy versus diseased human heart, Acta Phys. Pol. B 34, 3-15 (2003)
S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Log-periodic self-similarity: an emerging financial law?, Physica A 324, 174-182 (2003) [preprint]
A.Z. Górski, S. Drożdż, J. Speth, Financial multifractality and its subtleties: an example of DAX, Physica A 316, 496-510 (2002) [preprint]
J. Kwapień, S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Decomposing the stock market intraday dynamics, Physica A 309, 171-182 (2002) [preprint]
S. Drożdż, J. Kwapień, J. Speth, M. Wójcik, Identifying complexity by means of matrices, Physica A 314, 355-361 (2002) [preprint]
S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Dynamics of correlations in the stock market, Empirical Science of Financial Fluctuations, H. Takayasu (Ed.), p.41, Springer-Verlag (Tokio, 2002) [preprint]
S. Drożdż, M. Wójcik, Nature of order from random two-body interactions, Physica A 301, 291-300 (2001) [preprint]
S. Drożdż, J. Kwapień, F. Grümmer, F. Ruf, J. Speth, Quantifying dynamics of the financial correlations, Physica A 299, 144-153 (2001) [preprint]
S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Towards identifying the world stock market cross-correlations: DAX versus Dow Jones, Physica A 294, 226 (2001) [preprint]
J. Kwapień, S. Drożdż, A.A. Ioannides, Temporal correlations versus noise in the correlation matrix formalism: an example of the brain auditory response, Phys. Rev. E 62, 5557-5564 (2000) [preprint]
A.A. Ioannides, L.C. Liu, J. Kwapień, S. Drożdż, M. Streit, Coupling of regional activations in a human brain during an object and face affect recognition task, Hum. Brain Map. 11, 77-92 (2000) [PDF]
S. Drożdż, J.Okołowicz, M. Płoszajczak, I. Rotter, Statistical aspects of nuclear coupling to continuum, Phys. Rev. C 62, 024313 (2000) [preprint]
S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Dynamics of competition between collectivity and noise in the stock market, Physica A 287, 440 (2000) [preprint]
S. Drożdż, F. Ruf, J. Speth, M. Wójcik, Imprints of log-periodic self-similarity in the stock market, Eur. Phys. J. B 10, 589-593 (1999) [preprint]
M. Wójcik, S. Drożdż, Configuration mixing effects in isoscalar giant dipole resonance, Acta Phys. Pol. B 29, 2239-2244 (1998)
J. Kwapień, S. Drożdż, L.C. Liu, A.A. Ioannides, Cooperative dynamics in auditory brain response, Phys. Rev. E 58, 6359-6368 (1998) [preprint]
S. Drożdż, S. Nishizaki, J. Speth, M. Wójcik, Collectivity embedded in complex spectra of finite interacting fermi systems: nuclear example, Phys. Rev. E 57, 4016 (1998) [preprint]
S. Drożdż, J. Okołowicz, M. Płoszajczak, E. Caurier, T. Srokowski, Chaos induced by Pauli blocking in molecular dynamics approach, J. Techn. Phys. 38, 195-199 (1997)
A.Z. Górski, S. Drożdż, Scaling properties of nuclear giant resonance transition probabilities, Acta Phys. Pol. B 28, 1111 (1997)
S. Drożdż, A. Trellakis, J. Wambach, Spectral decorrelation of nuclear levels in the presence of continuum decay, Phys. Rev. Lett. 76, 4891-4894 (1996) [preprint]
A.Z. Górski, R. Botet, S. Drożdż, M. Płoszajczak, Decay of nuclear giant resonances: quantum self-similar fragmentation, conference paper, arXiv:chao-dyn/9606001 (1996)
S. Drożdż, S. Nishizaki, J. Speth, J. Wambach, Phase-space exploration in nuclear giant resonance decay, Phys. Rev. Lett. 74, 1075-1078 (1995) [preprint]
S. Drożdż, J. Okołowicz, T. Srokowski, A. Budzanowski, Molecular dynamics approach: from chaotic to statistical properties of compound nuclei, Phys. Rev. C 51, 2630-2634 (1995) [preprint]
S. Drożdż, S. Nishizaki, J. Wambach, Chaos Driven Decay of Nuclear Giant Resonances: Route to Quantum Self-Organization, Phys. Rev. Lett. 72, 2839-2842 (1994) [preprint]
S. Drożdż, S. Nishizaki, J. Speth, J. Wambach, Modeling complex nuclear spectra: regularity versus chaos, Phys. Rev. C 49, 867–870 (1994) [preprint]

Marcin Forczek

J. Kwapień, P. Oświęcimka, M. Forczek, S. Drożdż, Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations, Physical Review E 95, 052313 (2017) [preprint]
P. Oświęcimka, S. Drożdż, M. Forczek, S. Jadach, J. Kwapień, Detrended cross-correlation analysis consistently extended to multifractality, Phys. Rev. E 89, 023305 (2014) [preprint]
S. Drożdż, M. Forczek, J. Kwapień, P. Oświęcimka, R. Rak, Stock market return distributions: from past to present, Physica A 383, 59-64 (2007) [preprint]

Andrzej Z. Górski

A.Z. Górski, M. Piwowar, Nucleotide spacing distribution analysis for human genome, Mamm. Genome (2021) [preprint]
A.Z. Górski, J. Szmigielski, Isospectral flows for the inhomogeneous string density problem, J. Nonlinear Sci., doi.org/10.1007/s00332-018-9451-4 (2018) [preprint]
A. Adamczak, A.Z. Górski, Muonic-atom scattering from hydrogenic liquids in an incoherent approach, Eur. Phys. J. D 72 40 (2018) [preprint]
A.Z. Górski, M. Stróż, P. Oświęcimka, J. Skrzat, Accuracy of the box-counting algorithm for noisy fractals, Int. J. Mod. Phys. C 27 1650112 (2016) [preprint]
R. Gębarowski, S. Drożdż, A.Z. Górski, P. Oświęcimka, Agent-Based Modelling of a Commodity Market Dynamics, Acta Phys. Pol. A 129, 1032-1037 (2016)
P. Oświęcimka, S. Drożdż, R. Gębarowski, A.Z. Górski, J. Kwapień, Multiscaling Edge Effects in an Agent-based Money Emergence Model, Acta Phys. Pol. B 46, 1579-1592 (2015)
R. Gębarowski, S. Drożdż, A.Z. Górski, P. Oświęcimka, Competition of commodities for the status of money in an agent-based model, Acta Phys. Pol. A 127, A51-A54 (2015)
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Effect of detrending on multifractal characteristics, Acta Phys. Pol. A 123, 597-603 (2013)
A.Z. Górski, S. Drożdż, A. Mokrzycka, J. Pawlik, Accuracy analysis of the box-counting algorithm, Acta Phys. Pol. A 121, b28-b30 (2012)
A.Z. Górski, S. Drożdż, P. Oświęcimka, Modelling emergence of money, Acta Phys. Pol. A 117, 676-680 (2010)
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Fractals, log-periodicity and financial crashes, Acta Phys. Pol. A 117, 637-639 (2010)
J. Kwapień, S. Gworek, S. Drożdż, A.Z. Górski, Analysis of a network structure of the foreign currency exchange market, J. Econ. Inter. Coord. 4, 55-72 (2009) [preprint]
A.Z. Górski, S. Drożdż, J. Kwapień, Scale free effects in world currency exchange network, Eur. Phys. J. B 66, 91-96 (2008) [preprint]
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Different fractal properties of positive and negative returns, Acta Phys. Pol. A 114, 547-553 (2008)
A.Z. Górski, J. Kwapień, P. Oświęcimka, S. Drożdż, Minimal spanning tree graphs and power like scaling in FOREX networks, Acta Phys. Pol. A 114, 531-538 (2008)
S. Drożdż, A.Z. Górski, J. Kwapień, World currency exchange rate cross-correlations, Eur. Phys. J. B 58, 499-502 (2007) [preprint]
A. Szczurek, A. Rybicki, A.Z. Górski, The effect of the spectator charge on the charged pion spectra in peripheral ultrarelativistic heavy-ion collisions, J. Phys. G 34, S827-S830 (2007) [preprint]
P. Oświęcimka, J. Kwapień, S. Drożdż, A.Z. Górski, R. Rak, Multifractal Model of Asset Returns versus real market dynamics, Acta Phys. Pol. B 37, 3083-3092 (2006) [PDF]
J. Kwapień, S. Drożdż, A.Z. Górski, P. Oświęcimka, Asymmetric matrices in an analysis of financial correlations, Acta Phys. Pol. B 37, 3039-3048 (2006) [PDF]
A.Z. Górski, S. Drożdż, J. Kwapień, P. Oświęcimka, Complexity characteristics of currency networks, Acta Phys. Pol. B 37, 2987-2995 (2006) [PDF]
A.Z. Górski, T. Srokowski, Chaotic and regular motion in dissipative gravitational billiards, Acta. Phys. Pol. B 37, 2561-2569 (2006) [PDF]
A.Z. Górski, J. Skrzat, Error estimation of the fractal dimension measurements of cranial sutures, J. Anatomy 208, 353-359 (2006) [preprint]
A.Z. Górski, S. Drożdż, J. Speth, Financial multifractality and its subtleties: an example of DAX, Physica A 316, 496-510 (2002) [preprint]
A.Z. Górski, Pseudofractals and box counting algorithm, J. Phys. A 34, 7933 (2001) [preprint]
A.Z. Górski, J. Szmigielski, Representations of the Heisenberg algebra by difference operators, Acta Phys. Pol. B 31, 789-799 (2000)
A.Z. Górski, J. Szmigielski, On pairs of difference operators satisfying: [P,Q]=Id, J. Math. Phys. 39, 545-568 (1998) [preprint]
A.Z. Górski, Comment on fractality of quantum mechanical energy spectra, preprint arXiv:chao-dyn/9804034 (1998)
A.Z. Górski, S. Drożdż, Scaling properties of nuclear giant resonance transition probabilities, Acta Phys. Pol. B 28, 1111 (1997)
A.Z. Górski, R. Botet, S. Drożdż, M. Płoszajczak, Decay of nuclear giant resonances: quantum self-similar fragmentation, conference paper, arXiv:chao-dyn/9606001 (1996)
C.V. Christov, A.Z. Górski, K. Goeke, P.V. Pobylitsa, Electromagnetic form factors of the nucleon in the chiral quark soliton model, Nucl. Phys. A 592, 513-538 (1995) [preprint]
C.V. Christov, A.Z. Górski, K. Goeke, P.V. Pobylitsa, Electromagnetic nucleon properties and quark sea polarization, report, arXiv:hep-ph/9406384 (1994)
A.Z. Górski, C.V. Christov, K. Goeke, Electromagnetic nucleon properties and quark sea polarization in the Nambu-Jona-Lasinio model, report, arXiv:hep-ph/9312351 (1993)

Iwona Grabska-Gradzińska

S. Drożdż, P. Oświęcimka, A. Kulig, J. Kwapień, K. Bazarnik, I. Grabska-Gradzińska, J. Rybicki, M. Stanuszek, Quantifying origin and character of long-range correlations in narrative texts, Inf. Sci. 331, 32-44 (2016) [preprint]
I. Grabska-Gradzińska, A. Kulig, J. Kwapień, P. Oświęcimka, S. Drożdż, Multifractal analysis of sentence lengths in English literary texts, conference paper, arXiv:1212.3171 (2012)
I. Grabska-Gradzińska, A. Kulig, J. Kwapień, S. Drożdż, Complex network analysis of literary and scientific texts, Int. J. Mod. Phys. C 23, 1250051 (2012) [preprint]

Sylwia Gworek

S. Gworek, J. Kwapień, S. Drożdż, Sign and amplitude representation of the forex networks, Acta Phys. Pol. A 117, 681-687 (2010)
J. Kwapień, S. Gworek, S. Drożdż, A.Z. Górski, Analysis of a network structure of the foreign currency exchange market, J. Econ. Inter. Coord. 4, 55-72 (2009) [preprint]
J. Kwapień, S. Gworek, S. Drożdż, Structure and evolution of the foreign exchange networks, Acta Phys. Pol. B 40, 175-194 (2009)

Rafał Kowalski

S. Drożdż, R. Kowalski, P. Oświęcimka, R. Rak, R. Gębarowski, Dynamical variety of shapes in financial multifractality, Complexity 2018, 7015721 (2018) [preprint]

Andrzej Kulig

S. Drożdż, A. Kulig, J. Kwapień, A. Niewiarowski, M. Stanuszek, Hierarchical organization of H. Eugene Stanley scientific collaboration community in weighted network representation, J. Informetrics 11, 1114-1127 (2017) [preprint]
A. Kulig, J. Kwapień, T. Stanisz, S. Drożdż, In narrative texts punctuation marks obey the same statistics as words, Inf. Sci. 375, 98-113 (2017) [preprint]
S. Drożdż, P. Oświęcimka, A. Kulig, J. Kwapień, K. Bazarnik, I. Grabska-Gradzińska, J. Rybicki, M. Stanuszek, Quantifying origin and character of long-range correlations in narrative texts, Inf. Sci. 331, 32-44 (2016) [preprint]
A. Kulig, S. Drożdż, J. Kwapień, P. Oświęcimka, Modeling the average shortest-path length in growth of word-adjacency networks, Phys. Rev. E 91, 032810 (2015) [preprint]
I. Grabska-Gradzińska, A. Kulig, J. Kwapień, P. Oświęcimka, S. Drożdż, Multifractal analysis of sentence lengths in English literary texts, conference paper, arXiv:1212.3171 (2012)
I. Grabska-Gradzińska, A. Kulig, J. Kwapień, S. Drożdż, Complex network analysis of literary and scientific texts, Int. J. Mod. Phys. C 23, 1250051 (2012) [preprint]

Jarosław Kwapień

M. Wątorek, S. Drożdż, J. Kwapień, L. Minati, P. Oświęcimka, M. Stanuszek, Multiscale characteristics of the emerging global cryptocurrency market, Phys. Rep. 901, 1-82 (2021) [preprint]
S. Drożdż, J. Kwapień, P. Oświęcimka, T. Stanisz, M. Wątorek, Complexity in economic and social systems: cryptocurrency market at around COVID-19, Entropy 22, 1043 (2020) [preprint]
R. Rak, J. Kwapień, S. Drożdż, P. Oświęcimka, P. Zięba, Universal features of mountain ridge patterns on Earth, J. Compl. Networks 8, cnz017 (2020) [preprint]
T. Stanisz, J. Kwapień, S. Drożdż, Linguistic data mining with complex networks: a stylometric-oriented approach, Inf. Sci. 482, 301-320 (2019) [preprint]
S. Drożdż, A. Kulig, J. Kwapień, A. Niewiarowski, M. Stanuszek, Hierarchical organization of H. Eugene Stanley scientific collaboration community in weighted network representation, J. Informetrics 11, 1114-1127 (2017) [preprint]
J. Kwapień, P. Oświęcimka, M. Forczek, S. Drożdż, Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations, Physical Review E 95, 052313 (2017) [preprint]
A. Kulig, J. Kwapień, T. Stanisz, S. Drożdż, In narrative texts punctuation marks obey the same statistics as words, Inf. Sci. 375, 98-113 (2017) [preprint]
M. Pomorski, M.J. Krawczyk, K. Kułakowski, J. Kwapień, M. Ausloos, Inferring cultural regions from correlation networks of given baby names, Physica A 445, 169-175 (2016) [preprint]
S. Drożdż, P. Oświęcimka, A. Kulig, J. Kwapień, K. Bazarnik, I. Grabska-Gradzińska, J. Rybicki, M. Stanuszek, Quantifying origin and character of long-range correlations in narrative texts, Inf. Sci. 331, 32-44 (2016) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies, EPL 112, 48001 (2015) [preprint]
J. Kwapień, P. Oświęcimka, S. Drożdż, Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations, Phys. Rev. E 92, 052815 (2015) [preprint]
P. Oświęcimka, S. Drożdż, R. Gębarowski, A.Z. Górski, J. Kwapień, Multiscaling Edge Effects in an Agent-based Money Emergence Model, Acta Phys. Pol. B 46, 1579-1592 (2015)
A. Kulig, S. Drożdż, J. Kwapień, P. Oświęcimka, Modeling the average shortest-path length in growth of word-adjacency networks, Phys. Rev. E 91, 032810 (2015) [preprint]
P. Oświęcimka, S. Drożdż, M. Forczek, S. Jadach, J. Kwapień, Detrended cross-correlation analysis consistently extended to multifractality, Phys. Rev. E 89, 023305 (2014) [preprint]
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Effect of detrending on multifractal characteristics, Acta Phys. Pol. A 123, 597-603 (2013)
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Stock returns versus trading volume: Is the correspondence more general?, Acta Phys. Pol. B 44, 2035-2050 (2013)
J. Kwapień, S. Drożdż, Physical approach to complex systems, Phys. Rep. 515, 115-226 (2012) [PDF]
I. Grabska-Gradzińska, A. Kulig, J. Kwapień, P. Oświęcimka, S. Drożdż, Multifractal analysis of sentence lengths in English literary texts, conference paper, arXiv:1212.3171 (2012)
I. Grabska-Gradzińska, A. Kulig, J. Kwapień, S. Drożdż, Complex network analysis of literary and scientific texts, Int. J. Mod. Phys. C 23, 1250051 (2012) [preprint]
S. Drożdż, J. Kwapień, A.A. Ioannides, Asymmetric random matrices: what we do need them for?, Acta Phys. Pol. B 42, 987-999 (2011)
P. Oświęcimka, J. Kwapień, I. Celińska, S. Drożdż, R. Rak, Computational approach to multifractal music, working paper, arXiv:1106.2902 (2011)
S. Drożdż, J. Kwapień, J. Speth, Coherent patterns in nuclei and in financial markets, AIP Conf. Proc. 1261, 256-264 (2010) [preprint]
J. Kwapień, S. Drożdż, A. Orczyk, Linguistic complexity: English vs. Polish, text vs. corpus, Acta Phys. Pol. A 117, 716-720 (2010)
S. Gworek, J. Kwapień, S. Drożdż, Sign and amplitude representation of the forex networks, Acta Phys. Pol. A 117, 681-687 (2010)
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Fractals, log-periodicity and financial crashes, Acta Phys. Pol. A 117, 637-639 (2010)
S. Drożdż, J. Kwapień, P. Oświęcimka, R. Rak, The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect, New J. Phys. 12, 105003 (2010)
S. Drożdż, J. Kwapień, P. Oświęcimka, R. Rak, Quantitative features of multifractal subtleties in time series, EPL 88, 60003 (2009) [preprint]
J. Kwapień, S. Gworek, S. Drożdż, A.Z. Górski, Analysis of a network structure of the foreign currency exchange market, J. Econ. Inter. Coord. 4, 55-72 (2009) [preprint]
J. Kwapień, S. Gworek, S. Drożdż, Structure and evolution of the foreign exchange networks, Acta Phys. Pol. B 40, 175-194 (2009)
J. Kwapień, S. Drożdż, A. Orczyk, Approaching the linguistic complexity, Lect. Notes ICST 4, 1044-1050 (2009) [preprint]
A.Z. Górski, S. Drożdż, J. Kwapień, Scale free effects in world currency exchange network, Eur. Phys. J. B 66, 91-96 (2008) [preprint]
S. Drożdż, J. Kwapień, P. Oświęcimka, Criticality characteristics of current oil price dynamics, Acta Phys. Pol. A 114, 699-702 (2008)
R. Rak, J. Kwapień, S. Drożdż, P. Oświęcimka, Cross-correlations in Warsaw Stock Exchange, Acta Phys. Pol. A 114, 561-568 (2008)
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Different fractal properties of positive and negative returns, Acta Phys. Pol. A 114, 547-553 (2008)
S. Drożdż, J. Kwapień, P. Oświęcimka, J. Speth, Current log-periodic view on future world market development, Acta Phys. Pol. A 114, 539-546 (2008)
A.Z. Górski, J. Kwapień, P. Oświęcimka, S. Drożdż, Minimal spanning tree graphs and power like scaling in FOREX networks, Acta Phys. Pol. A 114, 531-538 (2008)
S. Drożdż, J. Kwapień, P. Oświęcimka, Empirics versus RMT in financial cross-correlationsActa Phys. Pol. B 38, 4027-4039 (2007) [PDF]
S. Drożdż, A.Z. Górski, J. Kwapień, World currency exchange rate cross-correlations, Eur. Phys. J. B 58, 499-502 (2007) [preprint]
S. Drożdż, M. Forczek, J. Kwapień, P. Oświęcimka, R. Rak, Stock market return distributions: from past to present, Physica A 383, 59-64 (2007) [preprint]
R. Rak, S. Drożdż, J. Kwapień, Nonextensive statistical features of the Polish stock market fluctuations, Physica A 374, 315-324 (2007) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Correlation matrix decomposition of WIG20 intraday fluctuations, Acta Phys. Pol. B 37, 3123-3132 (2006) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, A.Z. Górski, R. Rak, Multifractal Model of Asset Returns versus real market dynamics, Acta Phys. Pol. B 37, 3083-3092 (2006) [PDF]
J. Kwapień, S. Drożdż, A.Z. Górski, P. Oświęcimka, Asymmetric matrices in an analysis of financial correlations, Acta Phys. Pol. B 37, 3039-3048 (2006) [PDF]
A.Z. Górski, S. Drożdż, J. Kwapień, P. Oświęcimka, Complexity characteristics of currency networks, Acta Phys. Pol. B 37, 2987-2995 (2006) [PDF]
J. Kwapień, S. Drożdż, P. Oświęcimka, The bulk of the stock market correlation matrix is not pure noise, Physica A 359, 589-606 (2006) [preprint]
P. Oświęcimka, J. Kwapień, S. Drożdż, Wavelet versus detrended fluctuation analysis of multifractal structures, Phys. Rev. E 74, 016103 (2006) [preprint]
J. Kwapień, P. Oświęcimka, S. Drożdż, Components of multifractality in high-frequency stock returns, Physica A 350, 466-474 (2005) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Detecting subtle effects of persistence in the stock market dynamics, Acta Phys. Pol. B 36, 2459-2468 (2005) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, R. Rak, Investigating multifractality of stock market fluctuations using wavelet and detrended fluctuation methods, Acta Phys. Pol. B 36, 2447-2457 (2005) [PDF]
J. Kwapień, S. Drożdż, P. Oświęcimka, Statistical properties of stock market eigensignals, Acta Phys. Pol. B 36, 2423-2434 (2005) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, Multifractality in the stock market: increments versus waiting times, Physica A 347, 626-638 (2005) [preprint]
J. Kwapień, S. Drożdż, J. Speth, Time scales involved in emergent market coherence, Physica A 337, 231-242 (2004) [preprint]
J. Kwapień, S. Drożdż, J. Speth, Alternation of different fluctuations regimes in the stock market dynamics, Physica A 330, 605-621 (2003) [preprint]
S. Drożdż, J. Kwapień, F. Grümmer, F. Ruf, J. Speth, Are the contemporary financial fluctuations sooner converging to normal?, Acta Phys. Pol. B 34, 4293-4306 (2003)
J. Kwapień, S. Drożdż, F. Grümmer, F. Ruf, J. Speth, Decomposing the stock market intraday dynamics, Physica A 309, 171-182 (2002) [preprint]
S. Drożdż, J. Kwapień, J. Speth, M. Wójcik, Identifying complexity by means of matrices, Physica A 314, 355-361 (2002) [preprint]
S. Drożdż, J. Kwapień, F. Grümmer, F. Ruf, J. Speth, Quantifying dynamics of the financial correlations, Physica A 299, 144-153 (2001) [preprint]
J. Kwapień, S. Drożdż, A.A. Ioannides, Temporal correlations versus noise in the correlation matrix formalism: an example of the brain auditory response, Phys. Rev. E 62, 5557-5564 (2000) [preprint]
A.A. Ioannides, L.C. Liu, J. Kwapień, S. Drożdż, M. Streit, Coupling of regional activations in a human brain during an object and face affect recognition task, Hum. Brain Map. 11, 77-92 (2000) [PDF]
W. Słomczyński, J. Kwapień, K. Życzkowski, Entropy computing via integration over fractal measures, Chaos 10, 180-188 (2000) [preprint]
J. Kwapień, S. Drożdż, L.C. Liu, A.A. Ioannides, Cooperative dynamics in auditory brain response, Phys. Rev. E 58, 6359-6368 (1998) [preprint]
J. Kwapień, W. Słomczyński, K. Życzkowski, Coherent states measurement entropy, J. Phys. A 30, 3175 (1997) [preprint]

Ludovico Minati

M. Wątorek, S. Drożdż, J. Kwapień, L. Minati, P. Oświęcimka, M. Stanuszek, Multiscale characteristics of the emerging global cryptocurrency market, Phys. Rep. 901, 1-82 (2021) [preprint]
P. Oświęcimka, S. Drożdż, M. Frasca, R. Gębarowski, N. Yoshimura, L. Zunino, L. Minati, Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses, Nonlin. Dyn. 100, 1689-1704 (2020) [preprint]
S. Drożdż, L. Minati, P. Oświęcimka, M. Stanuszek, M. Wątorek, Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market Chaos 30, 023122 (2020) [preprint]
S. Drożdż, L. Minati, P. Oświęcimka, M. Stanuszek, M. Wątorek, Signatures of crypto-currency market decoupling from the Forex, Future Internet 11, 154 (2019) [Open access]
L. Minati, N. Yoshimura, M. Frasca, S. Drożdż, Y. Koike, Warped phase coherence: an empirical synchronization measure combining phase and amplitude information, Chaos 29, 021102 (2019) [preprint]
L. Minati, M. Frasca, G. Giustolisi, P. Oświęcimka, S. Drożdż, L. Ricci, High-dimensional dynamics in a single-transistor oscillator containing Feynman-Sierpiński resonators: effect of fractal depth and irregularity, Chaos 28, 093112 (2018) [preprint]
S. Scarpetta, I. Apicella, L. Minati, A. de Candia, Hysteresis, neural avalanches, and critical behavior near a first-order transition of a spiking neural network, Phys. Rev. E 97, 062305 (2018) [preprint]
S. Drożdż, R. Gębarowski, L. Minati, P. Oświęcimka, M. Wątorek, Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects, Chaos 28, 071101 (2018) [preprint]
L. Minati, L. Faes, M. Frasca, P. Oświęcimka, S. Drożdż, Apparent remote synchronization of amplitudes: a demodulation and interference effect, Chaos 28, 063124 (2018) [preprint]
L. Minati, M. Frasca, P. Oświęcimka, L. Faes, S. Drożdż, Atypical transistor-based chaotic oscillators: Design, realization, and diversity, Chaos 27, 073113 (2017)
L. Minati, J. Winkel, A. Bifone, P. Oświęcimka, J. Jovcich, Self-similarity and quasi-idempotence in neural networks and related dynamical systems, Chaos 27, 043115 (2017)

Paweł Oświęcimka

M. Wątorek, S. Drożdż, J. Kwapień, L. Minati, P. Oświęcimka, M. Stanuszek, Multiscale characteristics of the emerging global cryptocurrency market, Phys. Rep. 901, 1-82 (2021) [preprint]
S. Drożdż, J. Kwapień, P. Oświęcimka, T. Stanisz, M. Wątorek, Complexity in economic and social systems: cryptocurrency market at around COVID-19, Entropy 22, 1043 (2020) [preprint]
P. Oświęcimka, S. Drożdż, M. Frasca, R. Gębarowski, N. Yoshimura, L. Zunino, L. Minati, Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses, Nonlin. Dyn. 100, 1689-1704 (2020) [preprint]
S. Drożdż, L. Minati, P. Oświęcimka, M. Stanuszek, M. Wątorek, Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market Chaos 30, 023122 (2020) [preprint]
R. Rak, J. Kwapień, S. Drożdż, P. Oświęcimka, P. Zięba, Universal features of mountain ridge patterns on Earth, J. Compl. Networks 8, cnz017 (2020) [preprint]
S. Drożdż, L. Minati, P. Oświęcimka, M. Stanuszek, M. Wątorek, Signatures of crypto-currency market decoupling from the Forex, Future Internet 11, 154 (2019) [Open access]
R. Gębarowski, P. Oświęcimka, M. Wątorek, S. Drożdż, Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis, Nonlin. Dyn. 98, 2349-2364 (2019) [Open access]
M. Wątorek, S. Drożdż, P. Oświȩcimka, M. Stanuszek, Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017, Energy Econ. 81, 874-885 (2019) [preprint]
L. Minati, M. Frasca, G. Giustolisi, P. Oświęcimka, S. Drożdż, L. Ricci, High-dimensional dynamics in a single-transistor oscillator containing Feynman-Sierpiński resonators: effect of fractal depth and irregularity, Chaos 28, 093112 (2018) [preprint]
S. Drożdż, R. Kowalski, P. Oświęcimka, R. Rak, R. Gębarowski, Dynamical variety of shapes in financial multifractality, Complexity 2018, 7015721 (2018) [preprint]
S. Drożdż, R. Gębarowski, L. Minati, P. Oświęcimka, M. Wątorek, Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects, Chaos 28, 071101 (2018) [preprint]
L. Minati, L. Faes, M. Frasca, P. Oświęcimka, S. Drożdż, Apparent remote synchronization of amplitudes: a demodulation and interference effect, Chaos 28, 063124 (2018) [preprint]
P. Oświęcimka, L. Livi, S. Drożdż, Right-side-stretched multifractal spectra indicate small-worldness in networks, Comm. Nonlinear Sci. Numer. Sim. 57, 231-245 (2018) [preprint]
L. Minati, M. Frasca, P. Oświęcimka, L. Faes, S. Drożdż, Atypical transistor-based chaotic oscillators: Design, realization, and diversity, Chaos 27, 073113 (2017)
L. Minati, J. Winkel, A. Bifone, P. Oświęcimka, J. Jovcich, Self-similarity and quasi-idempotence in neural networks and related dynamical systems, Chaos 27, 043115 (2017)
J. Kwapień, P. Oświęcimka, M. Forczek, S. Drożdż, Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations, Physical Review E 95, 052313 (2017) [preprint]
R. Gębarowski, S. Drożdż, A.Z. Górski, P. Oświęcimka, Agent-Based Modelling of a Commodity Market Dynamics, Acta Phys. Pol. A 129, 1032-1037 (2016)
M. Wątorek, S. Drożdż, P. Oświęcimka, World Financial 2014-2016 Market Bubbles: Oil Negative - US Dollar Positive, Acta Phys. Pol. A 129, 932-936 (2016) [preprint]
P. Oświęcimka, L. Livi, S. Drożdż, Multifractal cross-correlation effects in two-variable time series of complex network vertex observables, Phys. Rev. E 94, 042307 (2016) [preprint]
A.Z. Górski, M. Stróż, P. Oświęcimka, J. Skrzat, Accuracy of the box-counting algorithm for noisy fractals, Int. J. Mod. Phys. C 27 1650112 (2016) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies, EPL 112, 48001 (2015) [preprint]
J. Kwapień, P. Oświęcimka, S. Drożdż, Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations, Phys. Rev. E 92, 052815 (2015) [preprint]
R. Gębarowski, S. Drożdż, A.Z. Górski, P. Oświęcimka, Competition of commodities for the status of money in an agent-based model, Acta Phys. Pol. A 127, A51-A54 (2015)
S. Drożdż, P. Oświęcimka, Detecting and interpreting distortions in hierarchical organization of complex time series, Phys. Rev. E 91, 030902(R) (2015) [preprint]
A. Kulig, S. Drożdż, J. Kwapień, P. Oświęcimka, Modeling the average shortest-path length in growth of word-adjacency networks, Phys. Rev. E 91, 032810 (2015) [preprint]
P. Oświęcimka, S. Drożdż, R. Gębarowski, A.Z. Górski, J. Kwapień, Multiscaling Edge Effects in an Agent-based Money Emergence Model, Acta Phys. Pol. B 46, 1579-1592 (2015)
P. Oświęcimka, S. Drożdż, M. Forczek, S. Jadach, J. Kwapień, Detrended cross-correlation analysis consistently extended to multifractality, Phys. Rev. E 89, 023305 (2014) [preprint]
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Effect of detrending on multifractal characteristics, Acta Phys. Pol. A 123, 597-603 (2013)
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Stock returns versus trading volume: Is the correspondence more general?, Acta Phys. Pol. B 44, 2035-2050 (2013)
I. Grabska-Gradzińska, A. Kulig, J. Kwapień, P. Oświęcimka, S. Drożdż, Multifractal analysis of sentence lengths in English literary texts, conference paper, arXiv:1212.3171 (2012)
P. Oświęcimka, J. Kwapień, I. Celińska, S. Drożdż, R. Rak, Computational approach to multifractal music, working paper, arXiv:1106.2902 (2011)
S. Drożdż, J. Kwapień, P. Oświęcimka, R. Rak, The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect, New J. Phys. 12, 105003 (2010)
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Fractals, log-periodicity and financial crashes, Acta Phys. Pol. A 117, 637-639 (2010)
A.Z. Górski, S. Drożdż, P. Oświęcimka, Modelling emergence of money, Acta Phys. Pol. A 117, 676-680 (2010)
S. Drożdż, P. Oświęcimka, World stock market: more sizeable trend reversal likely in February/March 2010, working paper, arXiv:0909.0418 (2009)
S. Drożdż, J. Kwapień, P. Oświęcimka, R. Rak, Quantitative features of multifractal subtleties in time series, EPL 88, 60003 (2009) [preprint]
S. Drożdż, J. Kwapień, P. Oświęcimka, Criticality characteristics of current oil price dynamics, Acta Phys. Pol. A 114, 699-702 (2008)
R. Rak, J. Kwapień, S. Drożdż, P. Oświęcimka, Cross-correlations in Warsaw Stock Exchange, Acta Phys. Pol. A 114, 561-568 (2008)
P. Oświęcimka, S. Drożdż, J. Kwapień, A.Z. Górski, Different fractal properties of positive and negative returns, Acta Phys. Pol. A 114, 547-553 (2008)
S. Drożdż, J. Kwapień, P. Oświęcimka, J. Speth, Current log-periodic view on future world market development, Acta Phys. Pol. A 114, 539-546 (2008)
A.Z. Górski, J. Kwapień, P. Oświęcimka, S. Drożdż, Minimal spanning tree graphs and power like scaling in FOREX networks, Acta Phys. Pol. A 114, 531-538 (2008)
S. Drożdż, J. Kwapień, P. Oświęcimka, Empirics versus RMT in financial cross-correlationsActa Phys. Pol. B 38, 4027-4039 (2007) [PDF]
S. Drożdż, M. Forczek, J. Kwapień, P. Oświęcimka, R. Rak, Stock market return distributions: from past to present, Physica A 383, 59-64 (2007) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Correlation matrix decomposition of WIG20 intraday fluctuations, Acta Phys. Pol. B 37, 3123-3132 (2006) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, A.Z. Górski, R. Rak, Multifractal Model of Asset Returns versus real market dynamics, Acta Phys. Pol. B 37, 3083-3092 (2006) [PDF]
J. Kwapień, S. Drożdż, A.Z. Górski, P. Oświęcimka, Asymmetric matrices in an analysis of financial correlations, Acta Phys. Pol. B 37, 3039-3048 (2006) [PDF]
A.Z. Górski, S. Drożdż, J. Kwapień, P. Oświęcimka, Complexity characteristics of currency networks, Acta Phys. Pol. B 37, 2987-2995 (2006) [PDF]
J. Kwapień, S. Drożdż, P. Oświęcimka, The bulk of the stock market correlation matrix is not pure noise, Physica A 359, 589-606 (2006) [preprint]
P. Oświęcimka, J. Kwapień, S. Drożdż, Wavelet versus detrended fluctuation analysis of multifractal structures, Phys. Rev. E 74, 016103 (2006) [preprint]
R. Rak, S. Drożdż, J. Kwapień, P. Oświęcimka, Detecting subtle effects of persistence in the stock market dynamics, Acta Phys. Pol. B 36, 2459-2468 (2005) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, R. Rak, Investigating multifractality of stock market fluctuations using wavelet and detrended fluctuation methods, Acta Phys. Pol. B 36, 2447-2457 (2005) [PDF]
J. Kwapień, P. Oświęcimka, S. Drożdż, Components of multifractality in high-frequency stock returns, Physica A 350, 466-474 (2005) [preprint]
J. Kwapień, S. Drożdż, P. Oświęcimka, Statistical properties of stock market eigensignals, Acta Phys. Pol. B 36, 2423-2434 (2005) [PDF]
P. Oświęcimka, J. Kwapień, S. Drożdż, Multifractality in the stock market: increments versus waiting times, Physica A 347, 626-638 (2005) [preprint]

Tomasz Stanisz

S. Drożdż, J. Kwapień, P. Oświęcimka, T. Stanisz, M. Wątorek, Complexity in economic and social systems: cryptocurrency market at around COVID-19, Entropy 22, 1043 (2020) [preprint]
T. Stanisz, J. Kwapień, S. Drożdż, Linguistic data mining with complex networks: a stylometric-oriented approach, Inf. Sci. 482, 301-320 (2019) [preprint]
A. Kulig, J. Kwapień, T. Stanisz, S. Drożdż, In narrative texts punctuation marks obey the same statistics as words, Inf. Sci. 375, 98-113 (2017) [preprint]

Marcin Wątorek

M. Wątorek, S. Drożdż, J. Kwapień, L. Minati, P. Oświęcimka, M. Stanuszek, Multiscale characteristics of the emerging global cryptocurrency market, Phys. Rep. 901, 1-82 (2021) [preprint]
S. Drożdż, J. Kwapień, P. Oświęcimka, T. Stanisz, M. Wątorek, Complexity in economic and social systems: cryptocurrency market at around COVID-19, Entropy 22, 1043 (2020) [preprint]
S. Drożdż, L. Minati, P. Oświęcimka, M. Stanuszek, M. Wątorek, Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market Chaos 30, 023122 (2020) [preprint]
S. Adarsh, D.S. Dharan, A.R. Nandhu, B.A. Vishnu, V.K. Mohan, M. Wątorek, Multifractal description of streamflow and suspended sediment concentration data from Indian river basins, Acta Geophys. 68, 519-535 (2020) [preprint]
S. Drożdż, L. Minati, P. Oświęcimka, M. Stanuszek, M. Wątorek, Signatures of crypto-currency market decoupling from the Forex, Future Internet 11, 154 (2019) [Open access]
R. Gębarowski, P. Oświęcimka, M. Wątorek, S. Drożdż, Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis, Nonlin. Dyn. 98, 2349-2364 (2019) [Open access]
M. Wątorek, S. Drożdż, P. Oświȩcimka, M. Stanuszek, Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017, Energy Econ. 81, 874-885 (2019) [preprint]
S. Drożdż, R. Gębarowski, L. Minati, P. Oświęcimka, M. Wątorek, Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects, Chaos 28, 071101 (2018) [preprint]
M. Wątorek, S. Drożdż, P. Oświęcimka, World Financial 2014-2016 Market Bubbles: Oil Negative - US Dollar Positive, Acta Phys. Pol. A 129, 932-936 (2016) [preprint]

Marek Wójcik

S. Drożdż, J. Kwapień, J. Speth, M. Wójcik, Identifying complexity by means of matrices, Physica A 314, 355-361 (2002) [preprint]
S. Drożdż, M. Wójcik, Nature of order from random two-body interactions, Physica A 301, 291-300 (2001) [preprint]
S. Drożdż, F. Ruf, J. Speth, M. Wójcik, Imprints of log-periodic self-similarity in the stock market, Eur. Phys. J. B 10, 589-593 (1999) [preprint]
S. Drożdż, S. Nishizaki, J. Speth, M. Wójcik, Collectivity embedded in complex spectra of finite interacting fermi systems: nuclear example, Phys. Rev. E 57, 4016 (1998) [preprint]
M. Wójcik, S. Drożdż, Configuration mixing effects in isoscalar giant dipole resonance, Acta Phys. Pol. B 29, 2239-2244 (1998)

Our publications

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2020

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2018

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2015

2014

2013

2012

2011

2010

2009

2008

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1998

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Complex systems

Financial markets

Stock market

Currency & cryptocurrency market

Prediction

Money and commodity markets

Natural language

Biological systems

Human brain

Genome

Heart

Anatomical structures

Social systems

Earth surface

Music

Network analysis

Fractal analysis

Dynamical systems

Atomic nucleus

Particle physics

Mathematical physics

Stanisław Drożdż

Marcin Forczek

Andrzej Z. Górski

Iwona Grabska-Gradzińska

Sylwia Gworek

Rafał Kowalski

Andrzej Kulig

Jarosław Kwapień

Ludovico Minati

Paweł Oświęcimka

Tomasz Stanisz

Marcin Wątorek

Marek Wójcik