← All authors Jarosław Kwapień Institute of Nuclear Physics, Polish Academy of Sciences (from arXiv:2509.18820, 2025) · ORCID · OpenAlex
62 papers in scope · 61 published · 3 on the econ.EM arXiv · 2,750 citations · h-index 25 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Marcin Wątorek Stanisław Drożdż Jakub Zwydak Maria Skupień Chan Kim Wade Kimbrough Peter Reinhard Hansen Peter Christensen Mikkel Bennedsen Kim Christensen Ilya Archakov Chen Tong Tong Chen Chen Zhang Tetsuya Takabatake Asger Lunde Xinxian Chen Jun Yu Mark Podolskij Yiyao Luo Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers Show only papers in our arXiv econ.EM corpus (8 of 62)
Editorial: Complexity Characteristics of Natural Language
published 2026 · Entropy · 1 citations
with Stanisław Drożdż, Tomasz Stanisz
Detrended Cross-Correlations and Their Random Matrix Limit: An Example from the Cryptocurrency Market
published 2025 · Entropy · 1 citations
Multifractality and Its Sources in the Digital Currency Market
published 2025 · Future Internet · 5 citations
published 2025 · Physical review. E · 1 citations
Exploring Word-Adjacency Networks with Multifractal Time Series Analysis Techniques
published 2025 · Entropy · 2 citations
Punctuation Patterns in Finnegans Wake by James Joyce Are Largely Translation-Invariant
published 2025 · Entropy · 3 citations
Quantifying patterns of punctuation in modern Chinese prose
published 2025 · Chaos An Interdisciplinary Journal of Nonlinear Science · 2 citations
Disentangling Sources of Multifractality in Time Series
published 2025 · Mathematics · 15 citations
Approaching Multifractal Complexity in Decentralized Cryptocurrency Trading
published 2024 · Fractal and Fractional · 11 citations
Quantifying multifractal anisotropy in two dimensional objects
published 2024 · Chaos An Interdisciplinary Journal of Nonlinear Science · 3 citations
Multifractal Hopscotch in Hopscotch by Julio Cortázar
published 2024 · Entropy · 5 citations
Statistics of punctuation in experimental literature—The remarkable case of Finnegans Wake by James Joyce
published 2024 · Chaos An Interdisciplinary Journal of Nonlinear Science · 6 citations
published 2024 · Chaos An Interdisciplinary Journal of Nonlinear Science · 9 citations
published 2024 · Chaos An Interdisciplinary Journal of Nonlinear Science · 13 citations · first circulated 2023
Complex systems approach to natural language
published 2023 · Physics Reports · 41 citations
published 2023 · Chaos An Interdisciplinary Journal of Nonlinear Science · 11 citations
What Is Mature and What Is Still Emerging in the Cryptocurrency Market?
published 2023 · Entropy · 29 citations
Genuine multifractality in time series is due to temporal correlations
published 2023 · Physical review. E · 60 citations · first circulated 2022
Cryptocurrencies Are Becoming Part of the World Global Financial Market
published 2023 · Entropy · 50 citations
Universal versus system-specific features of punctuation usage patterns in major Western languages
published 2023 · Chaos Solitons & Fractals · 10 citations · first circulated 2022
Analysis of inter-transaction time fluctuations in the cryptocurrency market
published 2022 · Chaos An Interdisciplinary Journal of Nonlinear Science
published 2022 · Future Internet · 31 citations
Agent-based modelling of the global phonographic market
published 2022 · Physica A Statistical Mechanics and its Applications
with Andrzej Buda
published 2021 · Entropy · 42 citations
Complexity in Economic and Social Systems
published 2021 · Entropy · 13 citations
Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-19
published 2020 · Entropy · 93 citations
working paper 2020 · arXiv
with Marcin Wkatorek, Stanislaw Dro.zd.z, Ludovico Minati, Pawel O'swikecimka, Marek Stanuszek
Linguistic data mining with complex networks: A stylometric-oriented approach
published 2019 · Information Sciences · 39 citations
Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations
published 2017 · Physical review. E · 39 citations · first circulated 2016
In narrative texts punctuation marks obey the same statistics as words
published 2016 · Information Sciences · 37 citations
Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations
published 2015 · Physical Review E · 164 citations
Inferring cultural regions from correlation networks of given baby names
published 2015 · Physica A Statistical Mechanics and its Applications · 7 citations
with Mateusz Pomorski, Małgorzata J. Krawczyk, K. Kułakowski, Marcel Ausloos
Quantifying origin and character of long-range correlations in narrative texts
published 2015 · Information Sciences · 4 citations · first circulated 2014
Detrended cross-correlation analysis consistently extended to multifractality
published 2014 · Physical Review E · 223 citations · first circulated 2013
Effect of Detrending on Multifractal Characteristics
published 2013 · Acta Physica Polonica A · 72 citations · first circulated 2012
Physical approach to complex systems
published 2012 · Physics Reports · 517 citations
Is It Possible to Predict Crash
published 2011 · Central European Economic Journal
no link
Fractals, Log-Periodicity and Financial Crashes
published 2010 · Acta Physica Polonica A · 15 citations
Linguistic Complexity: English vs. Polish, Text vs. Corpus
published 2010 · Acta Physica Polonica A
Sign and Amplitude Representation of the Forex Networks
published 2010 · Acta Physica Polonica A
Coherent Patterns in Nuclei and in Financial Markets
published 2010 · AIP conference proceedings · 11 citations
Analysis of a network structure of the foreign currency exchange market
published 2009 · Journal of Economic Interaction and Coordination · 71 citations
Criticality Characteristics of Current Oil Price Dynamics
published 2008 · Acta Physica Polonica A · 4 citations
Scale free effects in world currency exchange network
published 2008 · The European Physical Journal B · 41 citations
Different Fractal Properties of Positive and Negative Returns
published 2008 · Acta Physica Polonica A · 19 citations
Minimal Spanning Tree Graphs and Power Like Scaling in FOREX Networks
published 2008 · Acta Physica Polonica A · 4 citations
Current Log-Periodic View on Future World Market Development
published 2008 · Acta Physica Polonica A · 12 citations
Cross-Correlations in Warsaw Stock Exchange
published 2008 · Acta Physica Polonica A · 5 citations
World currency exchange rate cross-correlations
published 2007 · The European Physical Journal B · 32 citations
Stock market return distributions: From past to present
published 2007 · Physica A Statistical Mechanics and its Applications · 70 citations
Nonextensive statistical features of the Polish stock market fluctuations
published 2006 · Physica A Statistical Mechanics and its Applications · 61 citations
Wavelet versus detrended fluctuation analysis of multifractal structures
published 2006 · Physical Review E · 339 citations
Investigating Multifractality of Stock Market Fluctuations Using Wavelet and Detrending Fluctuation Methods
published 2005 · Acta Physica Polonica B · 53 citations
no link
STATISTICAL PROPERTIES OF STOCK MARKET EIGENSIGNALS
published 2005 · AcPPB · 2 citations
no link
The bulk of the stock market correlation matrix is not pure noise
published 2005 · Physica A Statistical Mechanics and its Applications · 66 citations
Components of multifractality in high-frequency stock returns
published 2004 · Physica A Statistical Mechanics and its Applications · 150 citations
Multifractality in the stock market: price increments versus waiting times
published 2004 · Physica A Statistical Mechanics and its Applications · 155 citations
Time scales involved in emergent market coherence
published 2004 · Physica A Statistical Mechanics and its Applications · 38 citations
Alternation of different fluctuation regimes in the stock market dynamics
published 2003 · Physica A Statistical Mechanics and its Applications · 15 citations
Identifying complexity by means of matrices
published 2002 · Physica A Statistical Mechanics and its Applications · 18 citations · first circulated 2001
Decomposing the stock market intraday dynamics
published 2002 · Physica A Statistical Mechanics and its Applications · 10 citations · first circulated 2001
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).