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  Recent Publications
  1. Z. Burda, J. Jurkiewicz, M.A. Nowak, G. Papp and I. Zahed. RANDOM LÉVY MATRICES: II, Vol. 36 (2005) ACTA PHYSICA POLONICA B No 9 (download)

  2. Z. Burda, A. Goerlich and B. Waclaw "Spectral properties of empirical covariance matrices for data with power-like tails", http://www.arxiv.org/abs/physics?papernum=0603186

  3. Z. Burda, A. Jarosz, J. Jurkiewicz, M.a.Nowak, G. Papp, I. Zahed " Application of Free Random Variables to Random Matrix Analysis of Financial data", Submitted to Phys. Rev. E. http://www.arxiv.org/abs/physics?papernum=0603024

  4. Z. Burda, J. Jurkiewicz, M.A. Nowak, G. Papp and I. Zahed, "Random Levy matrices revisited", http://www.arxiv.org/abs/cond-mat?papernum=0602087

  5. G. Papp, Sz. Pafka, M.A. Nowak, I. Kondor, " Random matrix Filtering in Portfolio Optimization". http://www.arxiv.org/abs/physics?papernum=0509235

  6. Des Johnston, Zdzis³aw Burda, Jerzy Jurkiewicz, M. Kaminski, Maciej A., Nowak, Gábor Papp, Ismail Zahed Wealth Condensation and "Corruption" in a Toy Model Acta Physica Polonica B36 (2005) 2709.

  7. Applications of random matrices to Economy and Other Complex Systems, International Conference held in Cracow, May 25-28, 2005, Organizers: Z. Burda, J. Jurkiewicz and M.A. Nowak, Acta Physica Polonica B36 (2005) 2603-2838

  8. Z Burda, J. Jurkiewicz and B. Waclaw, "Eigenvalue densities of empirical covariance matrices for correlated samples" Acta Physica Polonica B36 (2005) 2641, http://www.arxiv.org/abs/cond-mat?papernum=0508451

  9. Z. Burda, A. Goerlich, J. Jurkiewicz, B. Waclaw " Correlated Wishart matrices and critical Horizons". European Journal of Physics in Press. http://www.arxiv.org/abs/cond-mat?papernum=0508341

  10. Z. Burda, J. Jurkiewicz, B. Waclaw" Spectral moments of correlated Wishart matrices", Phys. Rev. E71 (2005) 026111, http://www.arxiv.org/abs/cond-mat?papernum=0405263

  11. Z. Burda and J. Jurkiewicz "Signal and Noise in Financial Correlation Matrices" Physica A344 (2004) 67 , http://www.arxiv.org/abs/cond-mat?papernum=0312496

  12. Z. Burda, A. Goerlich, A. Jarosz, J. Jurkiewicz, " Signal and Noise in Correlation Matrices", Physica A343 (2004) 295. http://www.arxiv.org/abs/cond-mat?papernum=0305627

  13. Z. Burda, M.a. Nowak. J. Jurkiewicz." Is econophysics a solid science?", Acta Phys. Polon. B34 (2003) 87. http://www.arxiv.org/abs/cond-mat?papernum=0301096

Quantitative Finance

  1. Z. Burda, D. Johnston, J. Jurkiewicz, M. Kaminski, M.A. Nowak, G. Papp and I. Zahed. Wealth condensation in Pareto macroeconomies, Article reviewed in Nature, January 28th, 2002, www.nature.com/nsu/020121/020121-14.html

  2. Z. Burda, J. Jurkiewicz, A. Nowak, G. Papp and I. Zahed. "Free random Levy variables and financial probabilities" Published: Physica A299 (2001) 181e-print: http://xxx.lanl.gov/abs/cond-mat/0103140

  3. Z. Burda, J. Jurkiewicz, M.A. Nowak, G. Papp and I. Zahed. "Free Levy matrices and financial correlations". Physica A299 (2004) in press. e-print: http://xxx.lanl.gov/abs/cond-mat/0103109

  4. Z. Burda, J. Jurkiewicz, M.A. Nowak, G. Papp and I. Zahed. "Levy matrices and financial covariances": Acta Phys. Pol. B (2004) in press. e-print: http://xxx.lanl.gov/abs/cond-mat/0103108

  5. Z. Burda, J. Jurkiewicz and M.A. Nowak. "Is econophysics a solid science?" Acta Phys. Pol. B34 (2003) 479, e-print: http://xxx.lanl.gov/abs/cond-mat/0301096

  6. Z. Burda and J. Jurkiewicz. "Signal and noise in financial correlation matrices." To be published in the proceedings of "Applications of Physics in Financial Analysis (APFA4)", Warsaw, 13-15 Nov. 2003. e-print: http://xxx.lanl.gov/abs/cond-mat/0312496

Networks

  1. Z. Burda and A. Krzywicki. "Uncorrelated random networks." Phys. Rev. E67 (2003) 046118 e-print: http://xxx.lanl.gov/abs/cond-mat/0207020

  2. P. Bialas, Z. Burda, J. Jurkiewicz and A. Krzywicki, "Tree networks with casual structure", Phys. Rev. E67 (2003) 066106, e-print: http://xxx.lanl.gov/abs/cond-mat/0211527

  3. P. Bialas, Z. Burda, J. Jurkiewicz and A. Krzywicki, "Tree networks with casual structure", Phys. Rev. E67 (2003) 066106, e-print: http://xxx.lanl.gov/abs/cond-mat/0310234

  4. Burda, J. Jurkiewicz and A. Krzywicki, "Perturbing general uncorrelated networks", e-print: http://xxx.lanl.gov/abs/cond-mat/0401310

Applied Mathematics and Multivariate Statistics

  1. Z. Burda, J. Jurkiewicz and B. Waclaw, "Spectral moments of correlated Wishart matrices", e-print: http://xxx.lanl.gov/abs/cond-mat/0405263

  2. R.A. Janik and M.A. Nowak, "Wishart and Anti-Wishart random matrices", J. Phys. A36 (2003) 3629, e-print: http://xxx.lanl.gov/abs/math-ph/0112017

  3. Z. Burda, J.D. Correia and A. Krzywicki, "Statistical ensembles of scale-free random graphs", Phys. Rev. E64 (2001) 046118, e-print: http://xxx.lanl.gov/abs/cond-mat/0104155

  4. Z. Burda, R.A. Janik, J. Jurkiewicz, M.A. Nowak, G. Papp and I. Zahed, "Free random Levy matrices", Phys. Rev. E65 (2002) 021106, e-print: http://xxx.lanl.gov/abs/cond-mat/0011451

  5. E. Gudowska-Nowak, R.A. Janik, J. Jurkiewicz and M.A. Nowak, "Infinite products of large random matrices and matrix-valued diffusion", Nucl. Phys. B670 (2003) 479, e-print: http://xxx.lanl.gov/abs/math-ph/0304032

 

 
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