no code implementations • 23 Apr 2024 • Marcin Wątorek, Paweł Szydło, Jarosław Kwapień, Stanisław Drożdż
The non-fungible token (NFT) market emerges as a recent trading innovation leveraging blockchain technology, mirroring the dynamics of the cryptocurrency market.
no code implementations • 5 Jan 2024 • Tomasz Stanisz, Stanisław Drożdż, Jarosław Kwapień
In the third part, the application of the network formalism to natural language is reviewed, particularly in the context of the so-called word-adjacency networks.
no code implementations • 30 Oct 2023 • Paweł Szydło, Marcin Wątorek, Jarosław Kwapień, Stanisław Drożdż
A non-fungible token (NFT) market is a new trading invention based on the blockchain technology which parallels the cryptocurrency market.
no code implementations • 29 Jun 2023 • Marcin Wątorek, Maria Skupień, Jarosław Kwapień, Stanisław Drożdż
This paper investigates the temporal patterns of activity in the cryptocurrency market with a focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022.
no code implementations • 9 May 2023 • Stanisław Drożdż, Jarosław Kwapień, Marcin Wątorek
In relation to the traditional financial markets, the cryptocurrency market is a recent invention and the trading dynamics of all its components are readily recorded and stored.
no code implementations • 18 Feb 2023 • Marcin Wątorek, Jarosław Kwapień, Stanisław Drożdż
Instead, it is related to the dynamics of the traditional financial markets, which is especially evident now in 2022, when the bitcoin and ethereum coupling to the US tech stocks is observed during the market bear phase.
no code implementations • 2 Aug 2022 • Marcin Wątorek, Jarosław Kwapień, Stanisław Drożdż
Unlike price fluctuations, the temporal structure of cryptocurrency trading has seldom been a subject of systematic study.
no code implementations • 15 Jun 2022 • Jarosław Kwapień, Marcin Wątorek, Marija Bezbradica, Martin Crane, Tai Tan Mai, Stanisław Drożdż
We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms.
no code implementations • 13 Dec 2021 • Jarosław Kwapień, Marcin Wątorek, Stanisław Drożdż
A spectral analysis of the detrended correlation matrix and a topological analysis of the minimal spanning trees calculated based on this matrix are applied for different positions of a moving window.
no code implementations • 14 Jul 2021 • Marcin Wątorek, Jarosław Kwapień, Stanisław Drożdż
We analyze the price return distributions of currency exchange rates, cryptocurrencies, and contracts for differences (CFDs) representing stock indices, stock shares, and commodities.
no code implementations • 29 Oct 2020 • Marcin Wątorek, Stanisław Drożdż, Jarosław Kwapień, Ludovico Minati, Paweł Oświęcimka, Marek Stanuszek
Finally, an interesting observation on the Covid-19 pandemic impact on the cryptocurrency market is presented and discussed: recently we have witnessed a "phase transition" of the cryptocurrencies from being a hedge opportunity for the investors fleeing the traditional markets to become a part of the global market that is substantially coupled to the traditional financial instruments like the currencies, stocks, and commodities.
no code implementations • 21 Sep 2020 • Stanisław Drożdż, Jarosław Kwapień, Paweł Oświęcimka, Tomasz Stanisz, Marcin Wątorek
We show that, throughout the considered interval, the exchange rate returns were multifractal with intermittent signatures of bifractality that can be associated with the most volatile periods of the market dynamics like a bull market onset in April 2019 and the Covid-19 outburst in March 2020.
no code implementations • 16 Aug 2018 • Tomasz Stanisz, Jarosław Kwapień, Stanisław Drożdż
The network representation allows to distinguish individual language styles by comparing the way the authors use particular words and punctuation marks.
no code implementations • 10 Apr 2018 • Rafał Rak, Jarosław Kwapień, Paweł Oświęcimka, Paweł Zięba, Stanisław Drożdż
As our approach differs from typical analyses that are carried out in geophysics, we believe that it can initialize a research direction that will allow to shed more light on the processes that are responsible for landscape formation and will contribute to the network theory by indicating a need for the construction of new models of the network growth as no existing model can properly describe the ridge formation.
no code implementations • 29 Dec 2014 • Stanisław Drożdż, Paweł Oświęcimka, Andrzej Kulig, Jarosław Kwapień, Katarzyna Bazarnik, Iwona Grabska-Gradzińska, Jan Rybicki, Marek Stanuszek
Scaling of S(f) in the present context implies existence of the long-range correlations in texts and appearance of multifractality indicates that they carry even a nonlinear component.