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Wydarzenia



Seminarium Instytutu Fizyki Teoretycznej Uniwersytetu Wrocławskiego

12:15 Friday, 25-10-19
UWr, pl. Maksa Borna 9, sala 422

Fractals and Agents in Economics: the case of Bitcoin

dr hab. Paweł Oświęcimka

IFJ PAN Kraków

The concept of fractals and multifractals has gainedvpopularity inrecent years mainly due to the identification of this typevof structures in many, seemingly not related, fields of science such as physics, physiology, economy even linguistics and music. In this presentation I demonstrate the potential of the multifractal methodology which has been applied to characterize complexity of the cryptocurrency, in particular Bitcoin, market. I discuss evolution of the multifractal characteristics towards those identified empirically for all “mature” markets like stocks, commodities or Forex. I also present microscopic agent-based model which is able to reproduce set of "the stylized facts" observed in the financial time series.

INSTYTUT NISKICH TEMPERATUR
I BADAŃ STRUKTURALNYCH
im. Włodzimierza Trzebiatowskiego
POLSKIEJ AKADEMII NAUK
Adres Instytutu:
ul. Okólna 2, 50-422 Wrocław
Adres elektroniczny:
71 343 5021, 71 395 4xxx (xxx nr wew.)
Fax: 71 344 1029
Poniedziałek - piątek w godz. 7:30-15:30