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Institute of Theoretical and Applied Informatics, Polish Academy of Sciences

Institute of Theoretical and Applied Informatics, Polish Academy of Sciences

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Found 5 results
Filters: Keyword is Hurst exponent  [Clear All Filters]
2018
Blachowicz T, Andreychouk V, Domino K.  2018.  Random walk analysis of cave maps for exemplary gypsum caves- mazes of Western Ukraine. Landform Analysis . 36
2017
Domino K.  2017.  The use of the multi-cumulant tensor analysis for the algorithmic optimisation of investment portfolios. Physica A: Statistical Mechanics and its Applications. 467
2014
Domino K, Błachowicz T, Ciupak M.  2014.  The use of copula functions for predictive analysis of correlations between extreme storm tides. Physica A. 413:489–497.
2012
Domino K.  2012.  The use of the Hurst exponent to investigate the global maximum of the Warsaw Stock Exchange WIG20 index. Physica A. 391:156–169.
2011
Domino K.  2011.  The use of the Hurst exponent to predict changes in trends on the Warsaw Stock Exchange. Physica A. 390:98–109.

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