Concepedia
Statistics
Publications
16
Citations
969
H-Index
15
Active since
2004
Affiliations
University of Wrocław(Current)
University of Warsaw
Dariusz Grech is an author at University of Wrocław specializing in statistics, engineering, and business.
Top concepts
StatisticsEngineeringBusinessFinanceFinancial EngineeringEconomicsForecastingData ScienceAsset PricingFunctional Data Analysis
Publications per year
2004–2023
Can one make any crash prediction in finance using the local Hurst exponent idea?
Dariusz Grech, Zygmunt Mazur · Physica A Statistical Mechanics and its Applications · 2004 · 251 citations · Full text
Engineering, Financial Time Series Analysis, Predictive Analytics +3
Econophysics and sociophysics: Their milestones & challenges
Ryszard Kutner, Marcel Ausloos, Dariusz Grech et al. · Physica A Statistical Mechanics and its Applications · 2018 · 135 citations · Full text
The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market
Dariusz Grech, Grzegorz Pamuła · Physica A Statistical Mechanics and its Applications · 2008 · 131 citations
Empirical Finance, Economics, Financial Time Series +10
Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market
Łukasz Czarnecki, Dariusz Grech, Grzegorz Pamuła · Physica A Statistical Mechanics and its Applications · 2008 · 71 citations
Global Markets, Market Microstructure, Economics +13
On the multifractal effects generated by monofractal signals
Dariusz Grech, Grzegorz Pamuła · Physica A Statistical Mechanics and its Applications · 2013 · 49 citations · Full text
Engineering, Multidimensional Signal Processing, Monofractal Signals +3
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