The correlation coefficient between stocks depends on price history and includes information on hierarchical structure in financial markets. It is useful for portfolio selection and estimation of risk. I introduce the Life Time of Correlation between stocks prices to know how far we should...

I find a topological arrangement of assets traded in a phonographic market which has associated a meaningful economic taxonomy. I continue using the Minimal Spanning Tree and the Life-time Of Correlations between assets, but now outside the stock markets. This is the first attempt to use these...

I find a topological arrangement of assets traded in phonographic markets which has associated a meaningful economic taxonomy. I continue using the Minimal Spanning Tree and the correlations between assets, but now outside the stock markets. This is the first attempt to use these methods on...

Recently, the whole of Europe, including Poland, have been significantly affected by COVID-19 and its social and economic consequences which are already causing dozens of billions of euros monthly losses in Poland alone. Social behaviour has a fundamental impact on the dynamics of spread of...

There is qualitative evidence of intersection between anti-vaccination, anti-lockdown and pro-Kremlin narrative in European Social Media, but no research quantifies the level of the overlap. In this study, community detection algorithms of interactions between accounts during selected polarizing...

Catastrophic and urgent events, such as the COVID-19 pandemic, are known not only to polarize societies and induce selfish, individualistic behavior, but might also motivate altruistic behavior. We have analyzed COVID-19 perception using data collected from the Polish-language Internet from...

We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$, not limited only to the edge values of $h(q)$...

We construct explicitly a bridge process whose distribution, in its own filtration, is the same as the difference of two independent Poisson processes with the same intensity and its time 1 value satisfies a specific constraint. This construction allows us to show the existence of...

The agent-based computational economical model for the emergence of money from the initial barter trading, inspired by Menger's postulate that money can spontaneously emerge in a commodity exchange economy, is extensively studied. The model considered, while manageable, is sufficiently complex,...

Recently the interest of researchers has shifted from the analysis of synchronous relationships of financial instruments to the analysis of more meaningful asynchronous relationships. Both of those analyses are concentrated only on Pearson's correlation coefficient and thus intraday lead-lag...