Quantitative features of multifractal subtleties in time series S Drożdż, J Kwapień, P Oświecimka, R Rak Europhysics letters 88 (6), 60003, 2010 | 186 | 2010 |
The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect S Drożdż, J Kwapień, P Oświȩcimka, R Rak New Journal of Physics 12 (10), 105003, 2010 | 157* | 2010 |
Investigating multifractality of stock market fluctuations using wavelet and detrending fluctuation methods P Oświęcimkaa, J Kwapieńa, S Drożdż, R Rak Acta Physica Polonica B 36 (8), 2447-2457, 2005 | 83 | 2005 |
Nonextensive statistical features of the Polish stock market fluctuations R Rak, S Drożdż, J Kwapień Physica A: statistical mechanics and its applications 374 (1), 315-324, 2007 | 79 | 2007 |
Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies R Rak, S Drożdż, J Kwapień, P Oświȩcimka Europhysics Letters 112 (4), 48001, 2015 | 54 | 2015 |
Dynamical variety of shapes in financial multifractality S Drożdż, R Kowalski, P Oświȩcimka, R Rak, R Gȩbarowski Complexity 2018 (1), 7015721, 2018 | 53 | 2018 |
Quantitative approach to multifractality induced by correlations and broad distribution of data R Rak, D Grech Physica A: Statistical Mechanics and its Applications 508, 48-66, 2018 | 46 | 2018 |
Stock returns versus trading volume: is the correspondence more general? R Rak, S Drozdz, J Kwapien, P Oswiecimka arXiv preprint arXiv:1310.7018, 2013 | 38 | 2013 |
Different fractal properties of positive and negative returns P Oswiecimka, J Kwapien, S Drozdz, AZ Górski, R Rak arXiv preprint arXiv:0803.1374, 2008 | 31 | 2008 |
Multifractal model of asset returns versus real stock market dynamics P Oswiecimka, J Kwapien, S Drozdz, AZ Górski, R Rak arXiv preprint physics/0605147, 2006 | 28 | 2006 |
The Fractional Preferential Attachment scale-free network model R Rak, E Rak Entropy 22 (5), 509, 2020 | 18 | 2020 |
Multifractal flexibly detrended fluctuation analysis R Rak, P Zięba arXiv preprint arXiv:1510.05115, 2015 | 18 | 2015 |
Route to chaos in generalized logistic map R Rak, E Rak arXiv preprint arXiv:1502.00248, 2015 | 14 | 2015 |
Universal features of mountain ridge networks on Earth R Rak, J Kwapień, P Oświȩcimka, P Ziȩba, S Drożdż Journal of Complex Networks 8 (1), cnz017, 2020 | 10 | 2020 |
Computational approach to multifractal music P Oświęcimka, J Kwapień, I Celińska, S Drożdż, R Rak arXiv preprint arXiv:1106.2902, 2011 | 9 | 2011 |
Computational approach to multifractal music P Oswiecimka, J Kwapien, I Celinska, S Drozdz, R Rak arXiv preprint arXiv:1106.2902, 2011 | 8 | 2011 |
Cross-correlations in warsaw stock exchange R Rak, J Kwapien, S Drozdz, P Oswiecimka arXiv preprint arXiv:0803.0057, 2008 | 7 | 2008 |
Correlation matrix decomposition of WIG20 intraday fluctuations R Rak, S Drozdz, J Kwapien, P Oswiecimka arXiv preprint physics/0606041, 2006 | 7 | 2006 |
Detecting subtle effects of persistence in the stock market dynamics R Rak, S Drozdz, J Kwapien, P Oswiecimka arXiv preprint physics/0504158, 2005 | 6 | 2005 |
The use of concave and convex functions to optimize the feed-rate of numerically controlled machine tools B Pękala, E Rak, B Kwiatkowski, A Szczur, R Rak 2020 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE), 1-8, 2020 | 5 | 2020 |