| Structural and topological phase transitions on the German Stock Exchange M Wiliński, A Sienkiewicz, T Gubiec, R Kutner, ZR Struzik Physica A: Statistical Mechanics and its Applications 392 (23), 5963-5973, 2013 | 78 | 2013 |
| Universality of market superstatistics M Denys, T Gubiec, R Kutner, M Jagielski, HE Stanley Physical Review E 94 (4), 042305, 2016 | 41 | 2016 |
| Fingered growth in channel geometry: A Loewner-equation approach T Gubiec, P Szymczak Physical Review E 77 (4), 041602, 2008 | 39 | 2008 |
| Dynamic Structural and Topological Phase Transitions on the Warsaw Stock Exchange: A Phenomenological Approach A Sienkiewicz, T Gubiec, R Kutner, ZR Struzik Acta Physica Polonica A 123 (3), 615-620, 2013 | 36 | 2013 |
| Backward jump continuous-time random walk: An application to market trading T Gubiec, R Kutner Physical Review E 82 (4), 046119, 2010 | 29 | 2010 |
| Coevolving complex networks in the model of social interactions T Raducha, T Gubiec Physica A: Statistical Mechanics and its Applications 471, 427-435, 2017 | 20 | 2017 |
| Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk TR Werner, T Gubiec, R Kutner, D Sornette The European Physical Journal Special Topics 205 (1), 27-52, 2012 | 19* | 2012 |
| Dynamic bifurcations on financial markets M Kozłowska, M Denys, M Wiliński, G Link, T Gubiec, TR Werner, ... Chaos, Solitons & Fractals 88, 126-142, 2016 | 18 | 2016 |
| Can banks default overnight? Modelling endogenous contagion on the O/N interbank market P Smaga, M Wiliński, P Ochnicki, P Arendarski, T Gubiec Quantitative Finance 18 (11), 1815-1829, 2018 | 17 | 2018 |
| Reinterpretation of Sieczka-Ho {\l} yst financial market model M Denys, T Gubiec, R Kutner arXiv preprint arXiv:1301.2535, 2013 | 17 | 2013 |
| Stokesian dynamics of close particles ML Ekiel-Jeżewska, T Gubiec, P Szymczak Physics of Fluids 20 (6), 063102, 2008 | 17 | 2008 |
| Temporal condensation and dynamic λ-transition within the complex network: an application to real-life market evolution M Wiliński, B Szewczak, T Gubiec, R Kutner, ZR Struzik The European Physical Journal B 88, 1-15, 2015 | 13* | 2015 |
| Predicting language diversity with complex networks T Raducha, T Gubiec PloS one 13 (4), e0196593, 2018 | 10 | 2018 |
| Directed continuous-time random walk with memory J Klamut, T Gubiec The European Physical Journal B 92, 1-7, 2019 | 9 | 2019 |
| Statistical mechanics of a coevolving spin system T Raducha, M Wilinski, T Gubiec, HE Stanley Physical Review E 98 (3), 030301, 2018 | 9 | 2018 |
| Multibranch multifractality and the phase transitions in time series of mean interevent times J Klamut, R Kutner, T Gubiec, ZR Struzik Physical Review E 101 (6), 063303, 2020 | 8 | 2020 |
| Continuous-Time Random Walk with multi-step memory: an application to market dynamics T Gubiec, R Kutner The European Physical Journal B 90, 1-15, 2017 | 8* | 2017 |
| Intra-day variability of the stock market activity versus stationarity of the financial time series T Gubiec, M Wiliński Physica A: Statistical Mechanics and its Applications 432 (0), 216 - 221, 2015 | 8 | 2015 |
| Statistical collapse of excessive market losses M Denys, M Jagielski, T Gubiec, R Kutner, H Stanley Acta Physica Polonica A 129 (5), 913-916, 2016 | 5 | 2016 |
| Share price evolution as stationary, dependent continuous-time random walk T Gubiec, R Kutner Acta Physica Polonica A 117 (4), 669-672, 2010 | 4 | 2010 |
Ryszard KutnerUniversity of Warsaw, Faculty of PhysicsZweryfikowany adres z fuw.edu.pl
