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Krzysztof Urbanowicz

Personal Details

First Name:Krzysztof
Middle Name:
Last Name:Urbanowicz
Suffix:
RePEc Short-ID:pur64
http://www.wonabru.com

Affiliation

Politechnika Warszawska, Wydział Fizyki (Warsaw University of Technology, Faculty of Physics)

http://www.if.pw.edu.pl
Warsaw

Research output

as
Jump to: Working papers Articles

Working papers

  1. Krzysztof Urbanowicz & Peter Richmond & Janusz A. Holyst, 2006. "Risk evaluation with enhaced covariance matrix," Papers physics/0612059, arXiv.org, revised May 2007.
  2. Krzysztof Urbanowicz & Janusz A. Holyst, 2005. "Application of noise level estimation for portfolio optimization," Papers physics/0503242, arXiv.org.
  3. Krzysztof Urbanowicz & Janusz A. Holyst, 2004. "Investment strategy due to the minimization of portfolio noise level by observations of coarse-grained entropy," Papers cond-mat/0412754, arXiv.org.

Articles

  1. Urbanowicz, Krzysztof & Richmond, Peter & Hołyst, Janusz A., 2007. "Risk evaluation with enhanced covariance matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 468-474.
  2. Urbanowicz, Krzysztof & Żebrowski, Jan J. & Baranowski, Rafał & Hołyst, Janusz A., 2007. "How random is your heart beat?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 439-447.
  3. Urbanowicz, Krzysztof & Kantz, Holger & Holyst, Janusz A., 2005. "Anti-deterministic behaviour of discrete systems that are less predictable than noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(2), pages 189-198.
  4. Urbanowicz, Krzysztof & Hołyst, Janusz A., 2004. "Investment strategy due to the minimization of portfolio noise level by observations of coarse-grained entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 284-288.
  5. Hołyst, Janusz A & Urbanowicz, Krzysztof, 2000. "Chaos control in economical model by time-delayed feedback method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(3), pages 587-598.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Krzysztof Urbanowicz & Peter Richmond & Janusz A. Holyst, 2006. "Risk evaluation with enhaced covariance matrix," Papers physics/0612059, arXiv.org, revised May 2007.

    Cited by:

    1. Bertram, William K., 2008. "Measuring time dependent volatility and cross-sectional correlation in Australian equity returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(13), pages 3183-3191.

  2. Krzysztof Urbanowicz & Janusz A. Holyst, 2005. "Application of noise level estimation for portfolio optimization," Papers physics/0503242, arXiv.org.

    Cited by:

    1. Urbanowicz, Krzysztof & Richmond, Peter & Hołyst, Janusz A., 2007. "Risk evaluation with enhanced covariance matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 468-474.

Articles

  1. Urbanowicz, Krzysztof & Richmond, Peter & Hołyst, Janusz A., 2007. "Risk evaluation with enhanced covariance matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 468-474.
    See citations under working paper version above.
  2. Hołyst, Janusz A & Urbanowicz, Krzysztof, 2000. "Chaos control in economical model by time-delayed feedback method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(3), pages 587-598.

    Cited by:

    1. Ding, Zhanwen & Wang, Qiao & Jiang, Shumin, 2014. "Analysis on the dynamics of a Cournot investment game with bounded rationality," Economic Modelling, Elsevier, vol. 39(C), pages 204-212.
    2. Salarieh, Hassan & Alasty, Aria, 2008. "Delayed feedback control via minimum entropy strategy in an economic model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(4), pages 851-860.
    3. Ding, Zhanwen & Li, Qiang & Jiang, Shumin & Wang, Xuedi, 2015. "Dynamics in a Cournot investment game with heterogeneous players," Applied Mathematics and Computation, Elsevier, vol. 256(C), pages 939-950.
    4. H. Norouzi Nav & M. R. Jahed Motlagh & A. Makui, 2017. "Robust controlling of chaotic behavior in supply chain networks," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(6), pages 711-724, June.
    5. Peng, Yu & Lu, Qian, 2015. "Complex dynamics analysis for a duopoly Stackelberg game model with bounded rationality," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 259-268.
    6. Yu, Weisheng & Yu, Yu, 2014. "The complexion of dynamic duopoly game with horizontal differentiated products," Economic Modelling, Elsevier, vol. 41(C), pages 289-297.
    7. Xin, Baogui & Chen, Tong, 2011. "On a master-slave Bertrand game model," Economic Modelling, Elsevier, vol. 28(4), pages 1864-1870, July.
    8. Costea, Carmen, 2006. "Comments on the use of network structures to analyse commercial companies’ evolution and their impact on economic behaviour," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 140-144.
    9. Akhmet, Marat & Akhmetova, Zhanar & Fen, Mehmet Onur, 2014. "Chaos in economic models with exogenous shocks," Journal of Economic Behavior & Organization, Elsevier, vol. 106(C), pages 95-108.

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