Acta Physica Polonica B

Vol. 36, No. 8, August 2005

Table of Contents Acta Physica Polonica B
D. Grech, Z. Mazur  
Statistical Properties of Old and New Techniques in Detrended Analysis of Time Series
 Abstract              Paper (PDF  715 KB)

2403
 
 
M. Kozlowska, F. Switala, R. Kutner  
Is Discretization of the Stochastic Continuous-Time Processes a Reason for the Non-Linear Long-Term Autocorrelations Observed in High-Frequency Financial Time-Series?
 Abstract              Paper (PDF  358 KB)

2415
 
 
J. Kwapien, S. Drożdż, P. Oświecimka  
Statistical Properties of Stock Market Eigensignals
 Abstract              Paper (PDF  254 KB)

2423
 
 
W. Bachnik, P. Chomiuk, Sz. Faltynowicz, M. Gawin, W. Gorajek, J. Kedzierski, K. Kosk, A. Kucharczyk, P. Leszczynski, R. Podsiadlo, D. Makowiec  
2004 on Warsaw Stock Exchange via Zipf Analysis, Scatter and Lag Plots
 Abstract              Paper (PDF  1699 KB)

2435
 
 
P. Oswiecimka, J. Kwapien, S. Drożdż, R. Rak  
Investigating Multifractality of Stock Market Fluctuations Using Wavelet and Detrending Fluctuation Methods
 Abstract              Paper (PDF  303 KB)

2447
 
 
R. Rak, S. Drożdż, J. Kwapień, P. Oświecimka  
Detecting Subtle Effects of Persistence in the Stock Market Dynamics
 Abstract              Paper (PDF  213 KB)

2459
 
 
M. Zaluska-Kotur  
From Randomness to Periodicity --- the Effect of Polarization in the Minority Game Strategy Space
 Abstract              Paper (PDF  168 KB)

2469
 
 
J. Miskiewicz, M. Ausloos  
Correlations Between the Most Developed (G7) Countries. A Moving Average Window Size Optimisation
 Abstract              Paper (PDF  195 KB)

2477
 
 
A. Dyka, M. Kazmierczak  
Optimum Finite Impulse Response (FIR) Low-Pass Filtering of Market Data
 Abstract              Paper (PDF  107 KB)

2487
 
 
A. Dyka, M. Kazmierczak  
Applications of Chebyshev Minimax Deconvolution Filtering to the Estimation of Detrended Data
 Abstract              Paper (PDF  93 KB)

2495
 
 
K. Suchecki, J.A. Holyst  
Log-Periodic Oscillations in Degree Distributions of Hierarchical Scale-Free Networks
 Abstract              Paper (PDF  207 KB)

2499
 
 
G. Wilk, Z. Wlodarczyk  
Information Theory Point of View on Stochastic Networks
 Abstract              Paper (PDF  163 KB)

2513
 
 
K. Malarz, K. Kułakowski  
Matrix Representation of Evolving Networks
 Abstract              Paper (PDF  632 KB)

2523
 
 
K. Sznajd-Weron  
Sznajd Model and Its Applications
 Abstract              Paper (PDF  183 KB)

2537
 
 
P. Gawronski, P. Gronek, K. Kulakowski  
The Heider Balance and Social Distance
 Abstract              Paper (PDF  157 KB)

2549
 
 
B. Pabjan  
Measuring the Social Relations: Social Distance in Social Structure --- a Study of Prison Community
 Abstract              Paper (PDF  258 KB)

2559
 
 
P. Jaworski  
Value at Risk in the Presence of the Power Laws
 Abstract              Paper (PDF  150 KB)

2575
 
 
U. Skornik-Pokarowska  
Effective Portfolios --- Econometrics and Statistics in Search of Profitable Investments
 Abstract              Paper (PDF  162 KB)

2589
 
 
Table of Contents Acta Physica Polonica B