Search Results for author: Jarosław Kwapień

Found 15 papers, 0 papers with code

Correlations versus noise in the NFT market

no code implementations23 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.

Complex systems approach to natural language

no code implementations5 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.

Time Series Time Series Analysis

Characteristics of price related fluctuations in Non-Fungible Token (NFT) market

no code implementations30 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.

Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components

no code implementations29 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.

Algorithmic Trading

What is mature and what is still emerging in the cryptocurrency market?

no code implementations9 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.

Cryptocurrencies Are Becoming Part of the World Global Financial Market

no code implementations18 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.

Analysis of inter-transaction time fluctuations in the cryptocurrency market

no code implementations15 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.

Cryptocurrency Market Consolidation in 2020--2021

no code implementations13 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.

Time Series Time Series Analysis

Financial Return Distributions: Past, Present, and COVID-19

no code implementations14 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.

Multiscale characteristics of the emerging global cryptocurrency market

no code implementations29 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.

Time Series Analysis

Complexity in economic and social systems: cryptocurrency market at around COVID-19

no code implementations21 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.

Linguistic data mining with complex networks: a stylometric-oriented approach

no code implementations16 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.

Authorship Attribution Clustering

Universal features of mountain ridge networks on Earth

no code implementations10 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.

Geophysics

Quantifying origin and character of long-range correlations in narrative texts

no code implementations29 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.

Sentence

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