All Stories

  1. Information-theoretic approach to quantifying currency risk

    Article • The Journal of Risk Finance, January 2016, Emerald

    Dr Paweł Fiedor

  2. The Effects of Bankruptcy on the Predictability of Price Formation Processes on Warsaw’s Stock Market

    Article • Financial Internet Quarterly, January 2016, De Gruyter

    Dr Paweł Fiedor

  3. Maximum Entropy Production Principle for Stock Returns

    Article • December 2015, Institute of Electrical & Electronics Engineers (IEEE)

    Dr Paweł Fiedor

  4. Testing the Efficient-Market Hypothesis at different frequencies using the information theory

    Article • Risks, June 2015, MDPI AG

    Dr Paweł Fiedor

  5. Granger-causal nonlinear financial networks

    Article • The Journal of Network Theory in Finance, June 2015, Incisive Media

    Dr Paweł Fiedor

  6. Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information

    Article • Journal of Risk and Financial Management, June 2015, MDPI AG

    Dr Paweł Fiedor

  7. Analysis of the Time Evolution of Non-Linear Financial Networks

    Article • Acta Universitatis Lodziensis Folia oeconomica, January 2015, Uniwersytet Lodzki (University of Lodz)

    Dr Paweł Fiedor

  8. Sector strength and efficiency on developed and emerging financial markets

    Article • Physica A Statistical Mechanics and its Applications, November 2014, Elsevier

    Dr Paweł Fiedor

  9. Information-theoretic approach to lead-lag effect on financial markets

    Article • The European Physical Journal B, August 2014, Springer Science + Business Media

    Dr Paweł Fiedor

  10. Networks in financial markets based on the mutual information rate

    Article • Physical Review E, May 2014, American Physical Society (APS)

    Dr Paweł Fiedor

  11. Frequency effects on predictability of stock returns

    Article • March 2014, Institute of Electrical & Electronics Engineers (IEEE)

    Dr Paweł Fiedor

  12. Financial Crises and the Future of the Real Economy

    Article • Journal of Economics Business and Management, January 2014, EJournal Publishing

    Dr Paweł Fiedor

  13. A firm’s perspective on econophysics-based currency risk analysis

    Article • Financial Sciences, January 2014, Wroclaw University of Economics

    Dr Paweł Fiedor