prof Ryszard Kutner

Affiliation:

University of Warsaw, Faculty of Physics, Institute of Experimental Physics

Participant:

Symposium on Econo- and Sociophysics 2004

Participant:

2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

International Conference on Economic Science with Heterogeneous Interacting Agents 2008

Participant:

4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

Econophysics group of Ryszard Kutner

Participant:

8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Participant:

Econophysics Colloquium 2017

Publications:

1. Analysis of leptokurtosis in model distributions and simulated noises
2. Analysis of times between events by methods of statistical physics
3. Anomalous Diffusion: From Basics to Applications
4. Anomalous left-sided multifractal structure of intertransation time-intervals and the possible third-order phase transition on financial market
5. Anomalous transport and diffusion versus extreme value theory
6. Application of the MST technique to the analysis of cross-correlations in the Warsaw Stock Exchang.
7. Applications of statistical mechanics to non-brownian random motion
8. Asymmetric noises on a stock exchange.
9. Backward jump continuous-time random walk: An application to market trading
10. Backward jump Continuous-Time Random Walk on a stock market. What is the true origin of the autocorrelation on the market?
11. Biased random walk on a biased random walk
12. Bose-Einstein condensation shown by Monte Carlo simulation
13. Catastrophic bifurcations on financial markets
14. Chemical diffusion in the lattice gas of non-interacting particles
15. Comparative Analysis of Income Distributions in the European Union and the United States
16. Continuous-Time Random Walk models with memory. An application to description of market dynamics
17. Correlated hopping in honeycomb lattice: tracer diffusion coefficient at arbitrary lattice gas concentration
18. Correlations and dependencies in high-frequency stock market data
19. Determination of the chemical diffusion coefficient by Monte Carlo simulation of the center-of-mass propagation
20. Diffusion in concentrated lattice gases. III. Tracer diffusion on a one-dimensional lattice
21. Diffusion in concentrated lattice gases. II. Particles with attractive nearest-neighbor interaction on three-dimensional lattices
22. Diffusion in concentrated lattice gases: Intermediate incoherent dynamical scattering function for tagged particles on a square lattice
23. Diffusion in concentrated lattice gases IV. Diffusion coefficient of tracer particle with different jump rate
24. Diffusion in concentrated lattice gases. Self-diffusion of noninteracting particles in three-dimensional lattices
25. Diffusion in concentrated lattice gases. VI. Tracer diffusion on two coupled linear chains
26. Diffusion in concentrated lattice gases. V. Particles with repulsive nearest-neighbor interaction on the face-centered-cubic lattice
27. Diffusion in one-dimensional bosonic lattice gas
28. Distribution for Fermionic Discrete Lattice Gas within the Canonical Ensemble
29. Dynamic bifurcations on financial markets
30. Dynamics of the Warsaw Stock Exchange index as analysed by the fractional relaxation equation
31. Dynamic structural and topological phase transitions on the Warsaw Stock Exchange: A phenomenological approach
32. Econophysics on Faculty of Physics at Warsaw University
33. Excess Noise for Driven Diffusive Systems
34. Fractional Market Model and its verification on stock markets of small size
35. Fractional Market Model and its Verification on the Warsaw Stock Exchange
36. Hierarchical spatio-temporal coupling in fractional wanderings. (I) Continuous-time Weierstrass flights
37. Higher-order analysis within Weierstrass hierarchical walks
38. Higher-order phase transitions on financial markets
39. Income and wealth distribution of Norwegian households
40. Income distribution in the European Union versus in the United States
41. Influence of super-extreme events on a Weierstrass-Mandelbrot Continuous-Time Random Walk
42. Inter-transaction times and long memory of financial time series
43. Intraday correlation structure for high frequency financial data
44. Is Implied Volatility based mostly on recent price activity?
45. Mean square displacement of a tracer particle in a hard-core lattice gas
46. Modeling of income distribution in the European Union with the Fokker-Planck equation
47. Modeling of large claims in a non-life insurance company
48. Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk
49. Modelling of annual European Union household incomes by using an equilibrium solution of the threshold Fokker-Planck equation
50. Model of the fractional viscoelastic market
51. Modified Fermi-Dirac Statistics of Fermionic Lattice Gas by the Back-Jump Correlations
52. Monte Carlo Simulations of Lattice Gases Exhibiting Quantum Statistical Distributions
53. Multifractality within the continuous-time random walk in financial markets
54. News from application of the Mittag-Leffler function to house and financial markets
55. Non-Gaussian statistics on the Forex
56. Non-linear long-term autocorrelations present in empirical and synthetic high-frequency financial time-series. Possibility of risk classification
57. Possible origin of the non-linear long-term autocorrelations within the Gaussian regime
58. Problem of rare events in modelling of the financial state of insurance company
59. Quantum statistics and discreteness. Differences between the canonical and grand canonical ensembles for a fermionic lattice gas
60. Random walk on a linear chain with a quenched distribution of jump lengths
61. Random walk on a random walk
62. Real-time numerical simulation of the Carnot cycle
63. Remarks on the possible universal mechanism of the non-linear long-term autocorrelations in financial time-series
64. Report on Foundation and Organization of Econophysics Graduate Courses at Faculty of Physics of University of Warsaw and Department of Physics and Astronomy of the Wrocław University
65. Rozmowa o Ekonofizycje - Akademickie Radio Kampus
66. Share price movements as non-independent continuous-time random walk
67. Simple molecular mechanisms of heat transfer: Debye relaxation versus power-law
68. Spatio–temporal coupling in the continuous-time Lévy flights
69. Stochastic simulations of time series within Weierstrass–Mandelbrot walks
70. Stock market context of the Lévy walks with varying velocity
71. Structural and topological phase transitions on the German Stock Exchange 
72. Study of households' income in Poland by using the statistical physics approach
73. Study of the non-linear autocorrelations within the Gaussian regime
74. Study of  households' income  in Poland and European Union by using the statistical physics approach
75. Superextreme Events and Their Impact on Characteristics of Time Series
76. Susceptibility and transport coefficient in a transient state on a one-dimensional lattice. I. Extended linear response and diffusion
77. Temporal condensation and dynamic λ-transition within the complex network: an application to real-life market evolution
78. The non-gaussian continuous-time random walk analisys of the option dynamics
79. Thermal neutron scattering from a hydrogen-metal system in terms of a general multi-sublattice jump diffusion model—I: Theory
80. Thermal neutron scattering from the hydrogen-metal systems in terms of general multi-sublattice jump diffusion model - II: Remarks on hydrogen diffusion in the α-phase of Nb-H
81. The role of driving parameters of the three-state Ising model on the stability of the reconstruction of financial market phenomena
82. Tracer Diffusion in Concentrated Lattice Gas Models. Rectangular Lattices with Anisotropic Jump Rates
83. Tracer diffusion in honey-comb lattice correlations over several consecutive jumps
84. Tracer diffusion on two coupled lines: The long-time tail of the velocity autocorrelation function compared to the mode-coupling prediction
85. Universality of market superstatistics
86. Universality of market superstatistics. Superscaling